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HACK vs. IHAK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

HACK vs. IHAK

Last updated Aug 5, 2026
Documentation

HACK (Amplify Cybersecurity ETF) and IHAK (iShares Cybersecurity & Tech ETF) are both Technology Equities funds - HACK tracks the Nasdaq ISE Cyber Security Select Index while IHAK tracks the NYSE FactSet Global Cyber Security Index. Both are passively managed. Over the past 5 years, HACK returned 13.08%/yr vs 8.01%/yr for IHAK. Their correlation of 0.94 means they have usually moved in the same direction. HACK charges 0.60%/yr vs 0.47%/yr for IHAK.

Performance

HACK vs. IHAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Cybersecurity ETF (HACK) and iShares Cybersecurity & Tech ETF (IHAK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HACK achieves a 41.93% return, which is significantly higher than IHAK's 33.99% return.

HACK

1D
4.03%
1M
6.64%
6M
51.85%
YTD
41.93%
1Y
34.31%
3Y*
31.15%
5Y*
13.08%
10Y*
16.49%
ALL TIME*
14.27%

IHAK

1D
3.30%
1M
3.87%
6M
44.15%
YTD
33.99%
1Y
25.86%
3Y*
19.60%
5Y*
8.01%
10Y*
—
ALL TIME*
14.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

HACK

Amplify Cybersecurity ETF
$22.99M$25.94M$19.01M

IHAK

iShares Cybersecurity & Tech ETF
$10.37M$11.10M$9.60M

HACK vs. IHAK - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
HACK
Amplify Cybersecurity ETF		41.93%7.97%23.49%37.44%-28.16%7.03%41.51%6.40%
IHAK
iShares Cybersecurity & Tech ETF		33.99%-1.29%7.60%37.77%-25.81%11.13%51.22%6.48%

Correlation

The correlation between HACK and IHAK is 0.91, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2019

0.94

The correlation between HACK and IHAK has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

HACK vs. IHAK - Sectors Allocation Comparison

Sectors
HACK
IHAK

Technology

89.7%
97.1%

Industrials

9.9%
2.9%

Financial Services

0.3%

-

Basic Materials

-

-

Communication Services

-

0.4%

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Technology

HACK
89.7%
IHAK
97.1%

Industrials

HACK
9.9%
IHAK
2.9%

Financial Services

HACK
0.3%
IHAK

-

Basic Materials

HACK

-

IHAK

-

Communication Services

HACK

-

IHAK
0.4%

Consumer Cyclical

HACK

-

IHAK

-

Consumer Defensive

HACK

-

IHAK

-

Energy

HACK

-

IHAK

-

Healthcare

HACK

-

IHAK

-

Real Estate

HACK

-

IHAK

-

Utilities

HACK

-

IHAK

-

Compare stocks, funds, or ETFs

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

Amplify Cybersecurity ETF

iShares Cybersecurity & Tech ETF

Often compared with HACK:
HACK vs. CIBRHACK vs. BUGHACK vs. WCBRHACK vs. VOOHACK vs. QQQHACK vs. FEATXHACK vs. SPAM
Often compared with IHAK:
IHAK vs. CIBRIHAK vs. BUGIHAK vs. WCBRIHAK vs. LOCK.LIHAK vs. SPYIHAK vs. TECBIHAK vs. CYSE.L

Return for Risk

HACK vs. IHAK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
HACK
HACK Risk / Return Rank: 4242
Overall Rank
HACK Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
HACK Sortino Ratio Rank: 4343
Sortino Ratio Rank
HACK Omega Ratio Rank: 4242
Omega Ratio Rank
HACK Calmar Ratio Rank: 4242
Calmar Ratio Rank
HACK Martin Ratio Rank: 3636
Martin Ratio Rank
IHAK
IHAK Risk / Return Rank: 3333
Overall Rank
IHAK Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IHAK Sortino Ratio Rank: 3535
Sortino Ratio Rank
IHAK Omega Ratio Rank: 3434
Omega Ratio Rank
IHAK Calmar Ratio Rank: 3131
Calmar Ratio Rank
IHAK Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HACK vs. IHAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Cybersecurity ETF (HACK) and iShares Cybersecurity & Tech ETF (IHAK). 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.

HACKIHAKDifference
Sharpe ratioReturn per unit of total volatility
1.25
0.99

+0.26

Sortino ratioReturn per unit of downside risk
1.79
1.47

+0.32

Omega ratioGain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratioReturn relative to maximum drawdown

1.67

1.15

+0.52

Martin ratioReturn relative to average drawdown

3.91

2.74

+1.17

HACK vs. IHAK - Sharpe Ratio Comparison

The current HACK Sharpe Ratio is 1.25, which is comparable to the IHAK Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of HACK and IHAK, 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

HACK vs. IHAK - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, which is greater than IHAK's maximum drawdown of -34.42%. Use the drawdown chart below to compare losses from any high point for HACK and IHAK.

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Drawdown Indicators

HACKIHAKDifference

Max Drawdown

Largest peak-to-trough decline

-42.68%

-34.42%

-8.26%

Max Drawdown (1Y)

Largest decline over 1 year

-20.67%

-22.60%

+1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-21.90%

-23.48%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-38.68%

-34.42%

-4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

—

—

Current Drawdown

Current decline from peak

-0.19%

-1.24%

+1.05%

Average Drawdown

Average peak-to-trough decline

-11.54%

-10.64%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.81%

9.48%

-0.67%

Volatility

HACK vs. IHAK - Volatility Comparison

Amplify Cybersecurity ETF (HACK) and iShares Cybersecurity & Tech ETF (IHAK) have volatilities of 9.61% and 9.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

HACKIHAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.61%

9.22%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

23.78%

22.38%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

27.67%

26.31%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.74%

24.12%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.41%

24.57%

-1.16%

HACK vs. IHAK - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is higher than IHAK's 0.47% expense ratio.

Dividends

HACK vs. IHAK - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.05%, less than IHAK's 0.07% yield.

PositionTTM2025202420232022202120202019201820172016
HACK
Amplify Cybersecurity ETF		0.05%0.07%0.14%0.20%0.24%0.26%1.11%0.14%0.09%0.01%1.23%
IHAK
iShares Cybersecurity & Tech ETF		0.07%0.08%0.20%0.13%0.25%0.50%0.40%0.50%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.91, HACK and IHAK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

HACK has higher volatility (9.61%) compared to IHAK (9.22%). In terms of maximum drawdown, HACK dropped -42.68% vs IHAK's -34.42%.

On 5-year performance, HACK leads with 13.08% vs 8.01% for IHAK. On fees, IHAK is cheaper at 0.47% per year. On volatility, IHAK has been the lower-risk option at 9.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, HACK has performed better with a 13.08% return vs 8.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IHAK is cheaper with a 0.47% expense ratio, compared with 0.60% for HACK.

IHAK has the higher dividend yield at 0.07%, compared with 0.05% for HACK.

HACK tracks Nasdaq ISE Cyber Security Select Index, while IHAK tracks NYSE FactSet Global Cyber Security Index. They also come from different issuers: Amplify and iShares. Their fees differ too: 0.60% for HACK and 0.47% for IHAK.

HACK currently has the higher Sharpe Ratio (1.25 vs 0.99), 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.

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