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IDGT vs. TIME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDGT and TIME is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

IDGT vs. TIME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) and Clockwise Core Equity & Innovation ETF (TIME). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

IDGT:

11.16%

TIME:

6.72%

Max Drawdown

IDGT:

-0.91%

TIME:

0.00%

Current Drawdown

IDGT:

0.00%

TIME:

0.00%

Returns By Period


IDGT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

TIME

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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IDGT vs. TIME - Expense Ratio Comparison

IDGT has a 0.41% expense ratio, which is lower than TIME's 1.00% expense ratio.


Risk-Adjusted Performance

IDGT vs. TIME — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDGT
The Risk-Adjusted Performance Rank of IDGT is 7676
Overall Rank
The Sharpe Ratio Rank of IDGT is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of IDGT is 7575
Sortino Ratio Rank
The Omega Ratio Rank of IDGT is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IDGT is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IDGT is 7373
Martin Ratio Rank

TIME
The Risk-Adjusted Performance Rank of TIME is 3636
Overall Rank
The Sharpe Ratio Rank of TIME is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of TIME is 3636
Sortino Ratio Rank
The Omega Ratio Rank of TIME is 3535
Omega Ratio Rank
The Calmar Ratio Rank of TIME is 3838
Calmar Ratio Rank
The Martin Ratio Rank of TIME is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDGT vs. TIME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) and Clockwise Core Equity & Innovation ETF (TIME). 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.



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Dividends

IDGT vs. TIME - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 1.77%, less than TIME's 16.73% yield.


TTM20242023202220212020201920182017201620152014
IDGT
iShares U.S. Digital Infrastructure and Real Estate ETF
1.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIME
Clockwise Core Equity & Innovation ETF
16.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDGT vs. TIME - Drawdown Comparison

The maximum IDGT drawdown since its inception was -0.91%, which is greater than TIME's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IDGT and TIME. For additional features, visit the drawdowns tool.


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Volatility

IDGT vs. TIME - Volatility Comparison


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