IBOT vs. IVRS

Last updated Aug 4, 2026

IBOT (VanEck Robotics ETF) and IVRS (iShares Future Metaverse Tech And Communications ETF) are both Technology Equities funds - IBOT tracks the BlueStar® Robotics Index while IVRS tracks the Morningstar Global Metaverse & Virtual Interaction Select Index - Benchmark TR Net. Both are passively managed. Over the past 3 years, IBOT returned 22.51%/yr vs 7.73%/yr for IVRS. Their 0.76 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.47% expense ratio.

Performance

IBOT vs. IVRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Robotics ETF (IBOT) and iShares Future Metaverse Tech And Communications ETF (IVRS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IBOT achieves a 24.65% return, which is significantly higher than IVRS's -7.07% return.

IBOT

• 1D: 1.62%
• 1M: -0.91%
• 6M: 14.98%
• YTD: 24.65%
• 1Y: 42.82%
• 3Y*: 22.51%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.85%

IVRS

• 1D: 2.16%
• 1M: 0.63%
• 6M: -1.65%
• YTD: -7.07%
• 1Y: -11.56%
• 3Y*: 7.73%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IBOT VanEck Robotics ETF	$1.01M	$1.03M	$1.46M
IVRS iShares Future Metaverse Tech And Communications ETF	$45.64K	$34.99K	$21.63K

IBOT vs. IVRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IBOT VanEck Robotics ETF	24.65%	28.57%	6.39%	19.46%
IVRS iShares Future Metaverse Tech And Communications ETF	-7.07%	12.75%	7.40%	24.15%

Correlation

The correlation between IBOT and IVRS is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.64
Correlation (3Y) Balances recent behavior with more history.	0.75
Correlation (All Time) Calculated using the full available price history since Apr 6, 2023	0.76

The correlation between IBOT and IVRS shifts across timeframes, from 0.64 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

IBOT vs. IVRS - Sectors Allocation Comparison

Sectors	IBOT	IVRS
Technology	49.0%	31.8%
Industrials	46.7%	-
Energy	3.5%	-
Consumer Cyclical	2.2%	4.0%
Healthcare	0.8%	-
Basic Materials	-	-
Communication Services	-	46.3%
Consumer Defensive	-	-
Financial Services	-	17.9%
Real Estate	-	-
Utilities	-	-

Return for Risk

IBOT vs. IVRS — Risk / Return Rank

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

IBOT

IBOT Risk / Return Rank: 71
IBOT Sharpe Ratio Rank: 74
IBOT Sortino Ratio Rank: 69
IBOT Omega Ratio Rank: 69
IBOT Calmar Ratio Rank: 72
IBOT Martin Ratio Rank: 74

IVRS

IVRS Risk / Return Rank: 6
IVRS Sharpe Ratio Rank: 5
IVRS Sortino Ratio Rank: 5
IVRS Omega Ratio Rank: 5
IVRS Calmar Ratio Rank: 6
IVRS Martin Ratio Rank: 6

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.

IBOT vs. IVRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Robotics ETF (IBOT) and iShares Future Metaverse Tech And Communications ETF (IVRS). 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.

	IBOT	IVRS	Difference
Sharpe ratio: Return per unit of total volatility	1.72	-0.49	+2.20
Sortino ratio: Return per unit of downside risk	2.33	-0.53	+2.86
Omega ratio: Gain probability vs. loss probability	1.30	0.94	+0.36
Calmar ratio: Return relative to maximum drawdown	2.57	-0.37	+2.94
Martin ratio: Return relative to average drawdown	9.31	-0.69	+10.00

IBOT vs. IVRS - Sharpe Ratio Comparison

The current IBOT Sharpe Ratio is 1.72, which is higher than the IVRS Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of IBOT and IVRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IBOT vs. IVRS - Drawdown Comparison

The maximum IBOT drawdown since its inception was -25.39%, smaller than the maximum IVRS drawdown of -31.43%. Use the drawdown chart below to compare losses from any high point for IBOT and IVRS.

Drawdown Indicators

	IBOT	IVRS	Difference
Max Drawdown Largest peak-to-trough decline	-25.39%	-31.43%	+6.04%
Max Drawdown (1Y) Largest decline over 1 year	-16.74%	-31.43%	+14.69%
Max Drawdown (3Y) Largest decline over 3 years	-25.39%	-31.43%	+6.04%
Current Drawdown Current decline from peak	-4.97%	-20.06%	+15.09%
Average Drawdown Average peak-to-trough decline	-5.02%	-6.51%	+1.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.61%	16.79%	-12.18%

Volatility

IBOT vs. IVRS - Volatility Comparison

VanEck Robotics ETF (IBOT) has a higher volatility of 8.40% compared to iShares Future Metaverse Tech And Communications ETF (IVRS) at 7.97%. This indicates that IBOT's price experiences larger fluctuations and is considered to be riskier than IVRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBOT	IVRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.40%	7.97%	+0.43%
Volatility (6M) Calculated over the trailing 6-month period	20.95%	19.96%	+0.99%
Volatility (1Y) Calculated over the trailing 1-year period	25.09%	23.89%	+1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.80%	20.88%	+1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.80%	20.88%	+1.92%

IBOT vs. IVRS - Expense Ratio Comparison

Both IBOT and IVRS have an expense ratio of 0.47%.

Dividends

IBOT vs. IVRS - Dividend Comparison

IBOT's dividend yield for the trailing twelve months is around 0.30%, less than IVRS's 8.62% yield.

Position	TTM	2025	2024	2023
IBOT VanEck Robotics ETF	0.30%	0.38%	2.81%	2.06%
IVRS iShares Future Metaverse Tech And Communications ETF	8.62%	7.88%	6.65%	0.48%

Frequently Asked Questions

Can I hold both IBOT and IVRS in my portfolio?

IBOT and IVRS have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IBOT or IVRS?

IBOT has higher volatility (8.40%) compared to IVRS (7.97%). In terms of maximum drawdown, IBOT dropped -25.39% vs IVRS's -31.43%.

Which ETF is better, IBOT or IVRS?

On 3-year performance, IBOT leads with 22.51% vs 7.73% for IVRS. Both ETFs have the same 0.47% expense ratio. On volatility, IVRS has been the lower-risk option at 7.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IBOT or IVRS?

Over the 3-year period, IBOT has performed better with a 22.51% return vs 7.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IBOT or IVRS?

IBOT and IVRS have the same expense ratio: 0.47% per year.

Which ETF pays a higher dividend yield, IBOT or IVRS?

IVRS has the higher dividend yield at 8.62%, compared with 0.30% for IBOT.

What is the main difference between IBOT and IVRS?

IBOT tracks BlueStar® Robotics Index, while IVRS tracks Morningstar Global Metaverse & Virtual Interaction Select Index - Benchmark TR Net. They also come from different issuers: VanEck and iShares.

Which has better risk-adjusted returns?

IBOT currently has the higher Sharpe Ratio (1.72 vs -0.49), 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.