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IETC vs. RDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IETC vs. RDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Tech Independence Focused ETF (IETC) and Redwire Corporation (RDW). 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 4.48% return, which is significantly lower than RDW's 98.95% return.


IETC

1D
-0.07%
1M
0.03%
YTD
4.48%
6M
4.29%
1Y
17.62%
3Y*
25.69%
5Y*
15.73%
10Y*

RDW

1D
-11.53%
1M
31.94%
YTD
98.95%
6M
107.41%
1Y
-21.74%
3Y*
79.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IETC vs. RDW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IETC
iShares U.S. Tech Independence Focused ETF
4.48%19.56%37.57%54.35%-32.78%3.36%
RDW
Redwire Corporation
98.95%-53.83%477.54%43.94%-70.67%-34.15%

Correlation

The correlation between IETC and RDW is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.41

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2021

0.42

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Return for Risk

IETC vs. RDW — Risk / Return Rank

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

IETC
IETC Risk / Return Rank: 2323
Overall Rank
IETC Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IETC Sortino Ratio Rank: 2424
Sortino Ratio Rank
IETC Omega Ratio Rank: 2424
Omega Ratio Rank
IETC Calmar Ratio Rank: 2121
Calmar Ratio Rank
IETC Martin Ratio Rank: 2121
Martin Ratio Rank

RDW
RDW Risk / Return Rank: 3939
Overall Rank
RDW Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RDW Sortino Ratio Rank: 4646
Sortino Ratio Rank
RDW Omega Ratio Rank: 4444
Omega Ratio Rank
RDW Calmar Ratio Rank: 3434
Calmar Ratio Rank
RDW Martin Ratio Rank: 3636
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. RDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Tech Independence Focused ETF (IETC) and Redwire Corporation (RDW). 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.


IETCRDWDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratioReturn relative to maximum drawdown

0.84

-0.29

+1.12

Martin ratioReturn relative to average drawdown

2.30

-0.42

+2.72

IETC vs. RDW - Sharpe Ratio Comparison

The current IETC Sharpe Ratio is 0.80, which is higher than the RDW Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of IETC and RDW, 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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Drawdowns

IETC vs. RDW - Drawdown Comparison

The maximum IETC drawdown since its inception was -38.48%, smaller than the maximum RDW drawdown of -87.26%. Use the drawdown chart below to compare losses from any high point for IETC and RDW.


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Drawdown Indicators


IETCRDWDifference

Max Drawdown

Largest peak-to-trough decline

-38.48%

-87.26%

+48.78%

Max Drawdown (1Y)

Largest decline over 1 year

-21.19%

-75.40%

+54.21%

Max Drawdown (3Y)

Largest decline over 3 years

-25.17%

-80.28%

+55.11%

Max Drawdown (5Y)

Largest decline over 5 years

-38.48%

Current Drawdown

Current decline from peak

-10.32%

-41.62%

+31.30%

Average Drawdown

Average peak-to-trough decline

-8.14%

-59.30%

+51.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.67%

51.88%

-44.21%

Volatility

IETC vs. RDW - Volatility Comparison

The current volatility for iShares U.S. Tech Independence Focused ETF (IETC) is 9.62%, while Redwire Corporation (RDW) has a volatility of 53.68%. This indicates that IETC experiences smaller price fluctuations and is considered to be less risky than RDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IETCRDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

53.68%

-44.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.85%

94.49%

-76.64%

Volatility (1Y)

Calculated over the trailing 1-year period

22.11%

118.63%

-96.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.70%

96.83%

-72.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.44%

96.83%

-71.39%

Dividends

IETC vs. RDW - Dividend Comparison

IETC's dividend yield for the trailing twelve months is around 0.37%, while RDW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
IETC
iShares U.S. Tech Independence Focused ETF
0.37%0.38%0.52%0.79%0.92%0.73%0.48%0.95%1.27%
RDW
Redwire Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IETC and RDW have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDW has higher volatility (53.68%) compared to IETC (9.62%). In terms of maximum drawdown, IETC dropped -38.48% vs RDW's -87.26%.

IETC currently has the higher Sharpe Ratio (0.80 vs -0.18), 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.

Portfolio Optimizer

Find the right allocation for IETC and RDW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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