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IEDI vs. BJK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEDI vs. BJK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Evolved U.S. Discretionary Spending ETF (IEDI) and VanEck Vectors Gaming ETF (BJK). The values are adjusted to include any dividend payments, if applicable.

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IEDI vs. BJK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IEDI
iShares Evolved U.S. Discretionary Spending ETF
-1.55%4.05%22.11%24.32%-23.17%21.19%29.83%31.07%0.71%
BJK
VanEck Vectors Gaming ETF
-15.50%4.15%-1.39%11.52%-12.83%-4.30%12.72%30.17%-24.33%

Returns By Period

In the year-to-date period, IEDI achieves a -1.55% return, which is significantly higher than BJK's -15.50% return.


IEDI

1D
1.94%
1M
-6.33%
YTD
-1.55%
6M
-3.49%
1Y
6.91%
3Y*
13.88%
5Y*
6.69%
10Y*

BJK

1D
2.82%
1M
-5.85%
YTD
-15.50%
6M
-20.33%
1Y
-4.61%
3Y*
-5.58%
5Y*
-6.99%
10Y*
2.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEDI vs. BJK - Expense Ratio Comparison

IEDI has a 0.18% expense ratio, which is lower than BJK's 0.66% expense ratio.


Return for Risk

IEDI vs. BJK — Risk / Return Rank

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

IEDI
IEDI Risk / Return Rank: 2828
Overall Rank
IEDI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IEDI Sortino Ratio Rank: 2727
Sortino Ratio Rank
IEDI Omega Ratio Rank: 2525
Omega Ratio Rank
IEDI Calmar Ratio Rank: 3333
Calmar Ratio Rank
IEDI Martin Ratio Rank: 2929
Martin Ratio Rank

BJK
BJK Risk / Return Rank: 88
Overall Rank
BJK Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BJK Sortino Ratio Rank: 88
Sortino Ratio Rank
BJK Omega Ratio Rank: 88
Omega Ratio Rank
BJK Calmar Ratio Rank: 88
Calmar Ratio Rank
BJK Martin Ratio Rank: 88
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.

IEDI vs. BJK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Evolved U.S. Discretionary Spending ETF (IEDI) and VanEck Vectors Gaming ETF (BJK). 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.


IEDIBJKDifference

Sharpe ratio

Return per unit of total volatility

0.41

-0.21

+0.62

Sortino ratio

Return per unit of downside risk

0.75

-0.17

+0.92

Omega ratio

Gain probability vs. loss probability

1.09

0.98

+0.11

Calmar ratio

Return relative to maximum drawdown

0.79

-0.23

+1.03

Martin ratio

Return relative to average drawdown

2.35

-0.56

+2.90

IEDI vs. BJK - Sharpe Ratio Comparison

The current IEDI Sharpe Ratio is 0.41, which is higher than the BJK Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of IEDI and BJK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEDIBJKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

-0.21

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

-0.29

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.05

+0.56

Correlation

The correlation between IEDI and BJK is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IEDI vs. BJK - Dividend Comparison

IEDI's dividend yield for the trailing twelve months is around 0.98%, less than BJK's 3.95% yield.


TTM20252024202320222021202020192018201720162015
IEDI
iShares Evolved U.S. Discretionary Spending ETF
0.98%0.95%0.90%1.13%3.38%0.70%0.83%2.07%1.57%0.00%0.00%0.00%
BJK
VanEck Vectors Gaming ETF
3.95%3.34%2.88%1.68%0.44%0.79%0.47%2.95%3.43%2.31%3.15%4.09%

Drawdowns

IEDI vs. BJK - Drawdown Comparison

The maximum IEDI drawdown since its inception was -30.60%, smaller than the maximum BJK drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for IEDI and BJK.


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Drawdown Indicators


IEDIBJKDifference

Max Drawdown

Largest peak-to-trough decline

-30.60%

-71.12%

+40.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-26.40%

+15.83%

Max Drawdown (5Y)

Largest decline over 5 years

-29.79%

-43.48%

+13.69%

Max Drawdown (10Y)

Largest decline over 10 years

-56.43%

Current Drawdown

Current decline from peak

-7.31%

-33.66%

+26.35%

Average Drawdown

Average peak-to-trough decline

-6.98%

-24.48%

+17.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

11.13%

-7.56%

Volatility

IEDI vs. BJK - Volatility Comparison

The current volatility for iShares Evolved U.S. Discretionary Spending ETF (IEDI) is 4.85%, while VanEck Vectors Gaming ETF (BJK) has a volatility of 7.04%. This indicates that IEDI experiences smaller price fluctuations and is considered to be less risky than BJK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEDIBJKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

7.04%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

13.39%

-3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

21.82%

-4.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

24.49%

-6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

25.03%

-5.51%