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IETC vs. ARKO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IETC vs. ARKO

Last updated Jun 5, 2026

IETC (iShares Evolved U.S. Technology ETF) is Technology Equities fund actively managed by iShares, while ARKO (Arko Corp.) is a stock. Over the past 5 years, IETC returned 17.84%/yr vs -4.53%/yr for ARKO. At a 0.26 correlation, their price movements are largely independent.

Performance

IETC vs. ARKO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Evolved U.S. Technology ETF (IETC) and Arko Corp. (ARKO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IETC achieves a 12.03% return, which is significantly lower than ARKO's 72.54% return.

IETC

1D
-1.63%
1M
9.01%
YTD
12.03%
6M
10.27%
1Y
27.98%
3Y*
29.91%
5Y*
17.84%
10Y*
—

ARKO

1D
3.47%
1M
18.62%
YTD
72.54%
6M
60.85%
1Y
85.43%
3Y*
3.04%
5Y*
-4.53%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IETC vs. ARKO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
IETC
iShares Evolved U.S. Technology ETF		12.03%19.56%37.57%54.35%-32.78%29.73%46.59%8.28%
ARKO
Arko Corp.		72.54%-29.28%-18.58%-3.26%-0.27%-2.56%-10.46%1.53%

Correlation

The correlation between IETC and ARKO is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2019

0.26

The correlation between IETC and ARKO shifts across timeframes, from 0.10 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Evolved U.S. Technology ETF

Arko Corp.

Often compared with IETC:
IETC vs. IYWIETC vs. VGTIETC vs. IGMIETC vs. ARTYIETC vs. IXNIETC vs. SCHGIETC vs. SPY
Often compared with ARKO:
ARKO vs. IRBOARKO vs. QCLNARKO vs. ARKK

Return for Risk

IETC vs. ARKO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IETC
IETC Risk / Return Rank: 3333
Overall Rank
IETC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IETC Sortino Ratio Rank: 3636
Sortino Ratio Rank
IETC Omega Ratio Rank: 3636
Omega Ratio Rank
IETC Calmar Ratio Rank: 2828
Calmar Ratio Rank
IETC Martin Ratio Rank: 2727
Martin Ratio Rank
ARKO
ARKO Risk / Return Rank: 8383
Overall Rank
ARKO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ARKO Sortino Ratio Rank: 8282
Sortino Ratio Rank
ARKO Omega Ratio Rank: 7979
Omega Ratio Rank
ARKO Calmar Ratio Rank: 8484
Calmar Ratio Rank
ARKO Martin Ratio Rank: 8484
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.

IETC vs. ARKO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Evolved U.S. Technology ETF (IETC) and Arko Corp. (ARKO). 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.

IETCARKODifference
Sharpe ratioReturn per unit of total volatility
1.33
1.76

-0.43

Sortino ratioReturn per unit of downside risk
1.84
2.45

-0.61

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.06

Calmar ratioReturn relative to maximum drawdown

1.33

3.25

-1.93

Martin ratioReturn relative to average drawdown

3.73

7.97

-4.24

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IETC vs. ARKO - Sharpe Ratio Comparison

The current IETC Sharpe Ratio is 1.33, which is comparable to the ARKO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IETC and ARKO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IETCARKODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.76

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

-0.10

+0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

-0.04

+0.90

Drawdowns

IETC vs. ARKO - Drawdown Comparison

The maximum IETC drawdown since its inception was -38.48%, smaller than the maximum ARKO drawdown of -77.23%. Use the drawdown chart below to compare losses from any high point for IETC and ARKO.

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Drawdown Indicators

IETCARKODifference

Max Drawdown

Largest peak-to-trough decline

-38.48%

-77.23%

+38.75%

Max Drawdown (1Y)

Largest decline over 1 year

-21.19%

-26.40%

+5.21%

Max Drawdown (3Y)

Largest decline over 3 years

-25.17%

-55.20%

+30.03%

Max Drawdown (5Y)

Largest decline over 5 years

-38.48%

-66.07%

+27.59%

Current Drawdown

Current decline from peak

-3.84%

-50.20%

+46.36%

Average Drawdown

Average peak-to-trough decline

-8.13%

-51.33%

+43.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.51%

10.75%

-3.24%

Volatility

IETC vs. ARKO - Volatility Comparison

The current volatility for iShares Evolved U.S. Technology ETF (IETC) is 6.78%, while Arko Corp. (ARKO) has a volatility of 9.72%. This indicates that IETC experiences smaller price fluctuations and is considered to be less risky than ARKO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IETCARKODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

9.72%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

16.57%

31.02%

-14.45%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

48.76%

-27.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.53%

46.06%

-21.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.38%

56.40%

-31.02%

Dividends

IETC vs. ARKO - Dividend Comparison

IETC's dividend yield for the trailing twelve months is around 0.35%, less than ARKO's 1.55% yield.

PositionTTM20252024202320222021202020192018
ARKO
Arko Corp.		1.55%2.64%1.82%1.45%1.04%0.00%0.00%0.00%0.00%
IETC
iShares Evolved U.S. Technology ETF		0.35%0.38%0.52%0.79%0.92%0.73%0.48%0.95%1.27%

Frequently Asked Questions

IETC and ARKO have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARKO has higher volatility (9.72%) compared to IETC (6.78%). In terms of maximum drawdown, IETC dropped -38.48% vs ARKO's -77.23%.

ARKO currently has the higher Sharpe Ratio (1.76 vs 1.33), 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.

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