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EBIZ vs. ITB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EBIZ and ITB is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

EBIZ vs. ITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X E-commerce ETF (EBIZ) and iShares U.S. Home Construction ETF (ITB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EBIZ:

0.69

ITB:

-0.51

Sortino Ratio

EBIZ:

1.08

ITB:

-0.56

Omega Ratio

EBIZ:

1.13

ITB:

0.94

Calmar Ratio

EBIZ:

0.43

ITB:

-0.42

Martin Ratio

EBIZ:

2.25

ITB:

-0.89

Ulcer Index

EBIZ:

7.72%

ITB:

15.62%

Daily Std Dev

EBIZ:

25.92%

ITB:

28.28%

Max Drawdown

EBIZ:

-61.58%

ITB:

-86.53%

Current Drawdown

EBIZ:

-22.99%

ITB:

-28.26%

Returns By Period

In the year-to-date period, EBIZ achieves a 3.46% return, which is significantly higher than ITB's -10.35% return.


EBIZ

YTD

3.46%

1M

13.08%

6M

5.31%

1Y

18.71%

5Y*

7.03%

10Y*

N/A

ITB

YTD

-10.35%

1M

4.25%

6M

-23.38%

1Y

-14.38%

5Y*

20.21%

10Y*

14.03%

*Annualized

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EBIZ vs. ITB - Expense Ratio Comparison

EBIZ has a 0.50% expense ratio, which is higher than ITB's 0.42% expense ratio.


Risk-Adjusted Performance

EBIZ vs. ITB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EBIZ
The Risk-Adjusted Performance Rank of EBIZ is 6666
Overall Rank
The Sharpe Ratio Rank of EBIZ is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of EBIZ is 7171
Sortino Ratio Rank
The Omega Ratio Rank of EBIZ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EBIZ is 5757
Calmar Ratio Rank
The Martin Ratio Rank of EBIZ is 6666
Martin Ratio Rank

ITB
The Risk-Adjusted Performance Rank of ITB is 55
Overall Rank
The Sharpe Ratio Rank of ITB is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ITB is 55
Sortino Ratio Rank
The Omega Ratio Rank of ITB is 66
Omega Ratio Rank
The Calmar Ratio Rank of ITB is 33
Calmar Ratio Rank
The Martin Ratio Rank of ITB is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EBIZ vs. ITB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) and iShares U.S. Home Construction ETF (ITB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current EBIZ Sharpe Ratio is 0.69, which is higher than the ITB Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of EBIZ and ITB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EBIZ vs. ITB - Dividend Comparison

EBIZ's dividend yield for the trailing twelve months is around 0.23%, less than ITB's 1.07% yield.


TTM20242023202220212020201920182017201620152014
EBIZ
Global X E-commerce ETF
0.23%0.23%0.00%0.10%0.57%0.84%0.18%0.00%0.00%0.00%0.00%0.00%
ITB
iShares U.S. Home Construction ETF
1.07%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%

Drawdowns

EBIZ vs. ITB - Drawdown Comparison

The maximum EBIZ drawdown since its inception was -61.58%, smaller than the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for EBIZ and ITB. For additional features, visit the drawdowns tool.


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Volatility

EBIZ vs. ITB - Volatility Comparison

Global X E-commerce ETF (EBIZ) has a higher volatility of 8.04% compared to iShares U.S. Home Construction ETF (ITB) at 7.46%. This indicates that EBIZ's price experiences larger fluctuations and is considered to be riskier than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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