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IALT vs. BDRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IALT vs. BDRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Systematic Alternatives Active ETF (IALT) and Breakwave Dry Bulk Shipping ETF (BDRY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IALT achieves a 13.85% return, which is significantly lower than BDRY's 59.06% return.


IALT

1D
0.21%
1M
2.39%
6M
11.00%
YTD
13.85%
1Y
3Y*
5Y*
10Y*
ALL TIME*

BDRY

1D
3.95%
1M
13.69%
6M
24.55%
YTD
59.06%
1Y
87.00%
3Y*
41.83%
5Y*
-12.49%
10Y*
ALL TIME*
-6.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$245.94K$463.21K$792.04K
$40.45M$35.41M$114.47M

IALT vs. BDRY - Yearly Performance Comparison


Correlation

The correlation between IALT and BDRY is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

-0.08

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Return for Risk

IALT vs. BDRY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IALT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BDRY
BDRY Risk / Return Rank: 8383
Overall Rank
BDRY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BDRY Sortino Ratio Rank: 8080
Sortino Ratio Rank
BDRY Omega Ratio Rank: 7676
Omega Ratio Rank
BDRY Calmar Ratio Rank: 9191
Calmar Ratio Rank
BDRY Martin Ratio Rank: 8181
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.

IALT vs. BDRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Alternatives Active ETF (IALT) and Breakwave Dry Bulk Shipping ETF (BDRY). 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.


IALTBDRYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

4.05

Martin ratioReturn relative to average drawdown

11.02

IALT vs. BDRY - Sharpe Ratio Comparison


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Drawdowns

IALT vs. BDRY - Drawdown Comparison

The maximum IALT drawdown since its inception was -2.27%, smaller than the maximum BDRY drawdown of -89.16%. Use the drawdown chart below to compare losses from any high point for IALT and BDRY.


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Drawdown Indicators


IALTBDRYDifference

Max Drawdown

Largest peak-to-trough decline

-2.27%

-89.16%

+86.89%

Max Drawdown (1Y)

Largest decline over 1 year

-21.60%

Max Drawdown (3Y)

Largest decline over 3 years

-69.71%

Max Drawdown (5Y)

Largest decline over 5 years

-89.16%

Current Drawdown

Current decline from peak

-0.55%

-66.39%

+65.84%

Average Drawdown

Average peak-to-trough decline

-0.49%

-58.58%

+58.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.92%

Volatility

IALT vs. BDRY - Volatility Comparison


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Volatility by Period


IALTBDRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.15%

Volatility (6M)

Calculated over the trailing 6-month period

28.35%

Volatility (1Y)

Calculated over the trailing 1-year period

8.01%

40.03%

-32.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.01%

59.83%

-51.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.01%

62.13%

-54.12%

IALT vs. BDRY - Expense Ratio Comparison

IALT has a 0.99% expense ratio, which is lower than BDRY's 3.76% expense ratio.


Dividends

IALT vs. BDRY - Dividend Comparison

IALT's dividend yield for the trailing twelve months is around 0.39%, while BDRY has not paid dividends to shareholders.


Frequently Asked Questions


IALT and BDRY have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IALT is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IALT is cheaper with a 0.99% expense ratio, compared with 3.76% for BDRY.

IALT has the higher dividend yield at 0.39%, compared with 0.00% for BDRY.

IALT is categorized as Multistrategy, while BDRY is Commodities. They also come from different issuers: iShares and ETFMG. Their fees differ too: 0.99% for IALT and 3.76% for BDRY.

Portfolio Optimizer

Find the right allocation for IALT and BDRY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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