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IALT vs. MNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IALT vs. MNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Systematic Alternatives Active ETF (IALT) and IQ Merger Arbitrage ETF (MNA). 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 12.39% return, which is significantly higher than MNA's 1.73% return.


IALT

1D
0.18%
1M
0.94%
YTD
12.39%
6M
12.32%
1Y
3Y*
5Y*
10Y*

MNA

1D
0.20%
1M
-0.16%
YTD
1.73%
6M
1.42%
1Y
4.33%
3Y*
5.85%
5Y*
2.01%
10Y*
2.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IALT vs. MNA - Yearly Performance Comparison


Correlation

The correlation between IALT and MNA is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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Return for Risk

IALT vs. MNA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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.


MNA
MNA Risk / Return Rank: 3737
Overall Rank
MNA Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MNA Sortino Ratio Rank: 2525
Sortino Ratio Rank
MNA Omega Ratio Rank: 2525
Omega Ratio Rank
MNA Calmar Ratio Rank: 6464
Calmar Ratio Rank
MNA Martin Ratio Rank: 4747
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.

IALT vs. MNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Alternatives Active ETF (IALT) and IQ Merger Arbitrage ETF (MNA). 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.


IALTMNADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

3.11

Martin ratioReturn relative to average drawdown

7.60

IALT vs. MNA - Sharpe Ratio Comparison


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Drawdowns

IALT vs. MNA - Drawdown Comparison

The maximum IALT drawdown since its inception was -2.27%, smaller than the maximum MNA drawdown of -16.68%. Use the drawdown chart below to compare losses from any high point for IALT and MNA.


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Drawdown Indicators


IALTMNADifference

Max Drawdown

Largest peak-to-trough decline

-2.27%

-16.68%

+14.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-10.24%

Max Drawdown (10Y)

Largest decline over 10 years

-16.68%

Current Drawdown

Current decline from peak

-0.74%

-0.60%

-0.14%

Average Drawdown

Average peak-to-trough decline

-0.38%

-2.83%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

Volatility

IALT vs. MNA - Volatility Comparison


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Volatility by Period


IALTMNADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

Volatility (6M)

Calculated over the trailing 6-month period

3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

7.81%

4.76%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.81%

4.97%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.81%

6.55%

+1.26%

IALT vs. MNA - Expense Ratio Comparison

IALT has a 0.99% expense ratio, which is higher than MNA's 0.77% expense ratio.


Dividends

IALT vs. MNA - Dividend Comparison

IALT's dividend yield for the trailing twelve months is around 0.40%, while MNA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IALT
iShares Systematic Alternatives Active ETF
0.40%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MNA
IQ Merger Arbitrage ETF
0.00%0.00%0.00%1.20%0.00%0.00%2.30%0.00%0.00%0.00%0.21%0.87%

Frequently Asked Questions


IALT and MNA have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MNA is cheaper at 0.77% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MNA is cheaper with a 0.77% expense ratio, compared with 0.99% for IALT.

IALT has the higher dividend yield at 0.40%, compared with 0.00% for MNA.

IALT is categorized as Multistrategy, while MNA is Hedge Fund. They also come from different issuers: iShares and New York Life. Their fees differ too: 0.99% for IALT and 0.77% for MNA.

Portfolio Optimizer

Find the right allocation for IALT and MNA

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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