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FTXR vs. ITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FTXR vs. ITB

Last updated Jul 14, 2026
Documentation

FTXR (First Trust Nasdaq Transportation ETF) and ITB (iShares U.S. Home Construction ETF) are both exchange-traded funds - FTXR is a Industrials Equities fund tracking the Nasdaq U.S. Smart Transportation Index, while ITB is a Building & Construction fund tracking the Dow Jones U.S. Select Home Construction Index. Both are passively managed. Over the past 5 years, FTXR returned 8.63%/yr vs 8.49%/yr for ITB. A 0.58 correlation means they provide meaningful diversification when combined. FTXR charges 0.60%/yr vs 0.38%/yr for ITB.

Performance

FTXR vs. ITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Transportation ETF (FTXR) and iShares U.S. Home Construction ETF (ITB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTXR achieves a 16.44% return, which is significantly higher than ITB's 0.36% return.

FTXR

1D
-0.97%
1M
-0.47%
6M
11.25%
YTD
16.44%
1Y
36.97%
3Y*
15.69%
5Y*
8.63%
10Y*
—

ITB

1D
-1.49%
1M
-0.51%
6M
-10.42%
YTD
0.36%
1Y
-1.85%
3Y*
3.64%
5Y*
8.49%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXR vs. ITB - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FTXR
First Trust Nasdaq Transportation ETF		16.44%14.70%17.09%20.93%-25.38%24.02%15.03%14.82%-15.27%15.82%
ITB
iShares U.S. Home Construction ETF		0.36%-5.26%2.06%68.91%-26.26%49.25%26.42%48.70%-30.92%59.65%

Correlation

The correlation between FTXR and ITB is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2016

0.58

The correlation between FTXR and ITB shifts across timeframes, from 0.58 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.

FTXR vs. ITB - Sectors Allocation Comparison

Sectors
FTXR
ITB

Industrials

64.7%
16.0%

Consumer Cyclical

34.8%
74.4%

Energy

0.5%

-

Basic Materials

-

8.9%

Communication Services

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

0.7%

Technology

-

-

Utilities

-

-

Industrials

FTXR
64.7%
ITB
16.0%

Consumer Cyclical

FTXR
34.8%
ITB
74.4%

Energy

FTXR
0.5%
ITB

-

Basic Materials

FTXR

-

ITB
8.9%

Communication Services

FTXR

-

ITB

-

Consumer Defensive

FTXR

-

ITB

-

Financial Services

FTXR

-

ITB

-

Healthcare

FTXR

-

ITB

-

Real Estate

FTXR

-

ITB
0.7%

Technology

FTXR

-

ITB

-

Utilities

FTXR

-

ITB

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

First Trust Nasdaq Transportation ETF

iShares U.S. Home Construction ETF

Often compared with FTXR:
FTXR vs. XTNFTXR vs. IYTFTXR vs. PCARFTXR vs. PAVEFTXR vs. QQQMFTXR vs. AIRRFTXR vs. VOO
Often compared with ITB:
ITB vs. XHBITB vs. NAILITB vs. PKBITB vs. SPYITB vs. XLREITB vs. FSHOXITB vs. VGT

Return for Risk

FTXR vs. ITB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FTXR
FTXR Risk / Return Rank: 6464
Overall Rank
FTXR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FTXR Sortino Ratio Rank: 6868
Sortino Ratio Rank
FTXR Omega Ratio Rank: 6060
Omega Ratio Rank
FTXR Calmar Ratio Rank: 6565
Calmar Ratio Rank
FTXR Martin Ratio Rank: 6262
Martin Ratio Rank
ITB
ITB Risk / Return Rank: 99
Overall Rank
ITB Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 99
Sortino Ratio Rank
ITB Omega Ratio Rank: 99
Omega Ratio Rank
ITB Calmar Ratio Rank: 99
Calmar Ratio Rank
ITB Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTXR vs. ITB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Transportation ETF (FTXR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

FTXRITBDifference
Sharpe ratioReturn per unit of total volatility
1.72
-0.06

+1.78

Sortino ratioReturn per unit of downside risk
2.45
0.14

+2.31

Omega ratioGain probability vs. loss probability

1.29

1.02

+0.27

Calmar ratioReturn relative to maximum drawdown

2.56

-0.07

+2.63

Martin ratioReturn relative to average drawdown

8.69

-0.13

+8.82

FTXR vs. ITB - Sharpe Ratio Comparison

The current FTXR Sharpe Ratio is 1.72, which is higher than the ITB Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of FTXR and ITB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FTXR vs. ITB - Drawdown Comparison

The maximum FTXR drawdown since its inception was -52.06%, smaller than the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for FTXR and ITB.

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Drawdown Indicators

FTXRITBDifference

Max Drawdown

Largest peak-to-trough decline

-52.06%

-86.53%

+34.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-26.04%

+11.55%

Max Drawdown (3Y)

Largest decline over 3 years

-29.71%

-33.35%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

-40.55%

+6.59%

Max Drawdown (10Y)

Largest decline over 10 years

—

-52.10%

—

Current Drawdown

Current decline from peak

-1.34%

-23.92%

+22.58%

Average Drawdown

Average peak-to-trough decline

-10.95%

-37.02%

+26.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.26%

14.00%

-9.74%

Volatility

FTXR vs. ITB - Volatility Comparison

The current volatility for First Trust Nasdaq Transportation ETF (FTXR) is 6.37%, while iShares U.S. Home Construction ETF (ITB) has a volatility of 10.84%. This indicates that FTXR experiences smaller price fluctuations and is considered to be less risky than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FTXRITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

10.84%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

22.25%

-5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.65%

30.26%

-8.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

29.51%

-5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.72%

30.14%

-5.42%

FTXR vs. ITB - Expense Ratio Comparison

FTXR has a 0.60% expense ratio, which is higher than ITB's 0.38% expense ratio.

Dividends

FTXR vs. ITB - Dividend Comparison

FTXR's dividend yield for the trailing twelve months is around 0.97%, more than ITB's 0.67% yield.

PositionTTM20252024202320222021202020192018201720162015
FTXR
First Trust Nasdaq Transportation ETF		0.97%1.52%2.13%1.50%2.38%0.67%0.33%1.34%1.74%1.18%0.24%0.00%
ITB
iShares U.S. Home Construction ETF		0.67%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%

Frequently Asked Questions

FTXR and ITB have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITB has higher volatility (10.84%) compared to FTXR (6.37%). In terms of maximum drawdown, FTXR dropped -52.06% vs ITB's -86.53%.

On 5-year performance, FTXR leads with 8.63% vs 8.49% for ITB. On fees, ITB is cheaper at 0.38% per year. On volatility, FTXR has been the lower-risk option at 6.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FTXR has performed better with a 8.63% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITB is cheaper with a 0.38% expense ratio, compared with 0.60% for FTXR.

FTXR has the higher dividend yield at 0.97%, compared with 0.67% for ITB.

FTXR is categorized as Industrials Equities, while ITB is Building & Construction. FTXR tracks Nasdaq U.S. Smart Transportation Index, while ITB tracks Dow Jones U.S. Select Home Construction Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.60% for FTXR and 0.38% for ITB.

FTXR currently has the higher Sharpe Ratio (1.72 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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