IBLC vs. BLOK
Compare and contrast key facts about iShares Blockchain and Tech ETF (IBLC) and Amplify Transformational Data Sharing ETF (BLOK).
IBLC and BLOK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBLC is a passively managed fund by iShares that tracks the performance of the ICE FactSet Global Blockchain Technologies Index. It was launched on Apr 25, 2022. BLOK is an actively managed fund by Amplify Investments. It was launched on Jan 16, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBLC or BLOK.
Performance
IBLC vs. BLOK - Performance Comparison
Returns By Period
In the year-to-date period, IBLC achieves a 37.72% return, which is significantly lower than BLOK's 62.21% return.
IBLC
37.72%
16.92%
46.84%
120.74%
N/A
N/A
BLOK
62.21%
17.41%
47.89%
115.21%
25.41%
N/A
Key characteristics
| IBLC | BLOK | |
|---|---|---|
| Sharpe Ratio | 1.81 | 2.99 |
| Sortino Ratio | 2.51 | 3.62 |
| Omega Ratio | 1.29 | 1.42 |
| Calmar Ratio | 3.32 | 2.01 |
| Martin Ratio | 6.25 | 13.04 |
| Ulcer Index | 20.24% | 9.03% |
| Daily Std Dev | 69.74% | 39.40% |
| Max Drawdown | -62.54% | -73.33% |
| Current Drawdown | -9.84% | -11.18% |
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IBLC vs. BLOK - Expense Ratio Comparison
IBLC has a 0.47% expense ratio, which is lower than BLOK's 0.71% expense ratio.
Correlation
The correlation between IBLC and BLOK is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IBLC vs. BLOK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Blockchain and Tech ETF (IBLC) and Amplify Transformational Data Sharing ETF (BLOK). 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.
Dividends
IBLC vs. BLOK - Dividend Comparison
IBLC's dividend yield for the trailing twelve months is around 1.01%, more than BLOK's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
IBLC iShares Blockchain and Tech ETF | 1.01% | 1.79% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
BLOK Amplify Transformational Data Sharing ETF | 0.71% | 1.15% | 0.00% | 14.31% | 1.88% | 2.05% | 1.30% |
Drawdowns
IBLC vs. BLOK - Drawdown Comparison
The maximum IBLC drawdown since its inception was -62.54%, smaller than the maximum BLOK drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for IBLC and BLOK. For additional features, visit the drawdowns tool.
Volatility
IBLC vs. BLOK - Volatility Comparison
iShares Blockchain and Tech ETF (IBLC) has a higher volatility of 27.34% compared to Amplify Transformational Data Sharing ETF (BLOK) at 15.17%. This indicates that IBLC's price experiences larger fluctuations and is considered to be riskier than BLOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.