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IHAK vs. TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHAK vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Cybersecurity & Tech ETF (IHAK) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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IHAK vs. TLT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IHAK
iShares Cybersecurity & Tech ETF
-9.29%-1.29%7.60%37.77%-25.81%11.13%51.22%6.66%
TLT
iShares 20+ Year Treasury Bond ETF
0.17%4.25%-8.05%2.77%-31.23%-4.60%18.15%4.62%

Returns By Period

In the year-to-date period, IHAK achieves a -9.29% return, which is significantly lower than TLT's 0.17% return.


IHAK

1D
1.61%
1M
0.41%
YTD
-9.29%
6M
-16.52%
1Y
-7.01%
3Y*
6.44%
5Y*
2.62%
10Y*

TLT

1D
-0.10%
1M
-4.23%
YTD
0.17%
6M
-0.87%
1Y
-0.49%
3Y*
-2.78%
5Y*
-5.85%
10Y*
-1.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHAK vs. TLT - Expense Ratio Comparison

IHAK has a 0.47% expense ratio, which is higher than TLT's 0.15% expense ratio.


Return for Risk

IHAK vs. TLT — Risk / Return Rank

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

IHAK
IHAK Risk / Return Rank: 66
Overall Rank
IHAK Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IHAK Sortino Ratio Rank: 66
Sortino Ratio Rank
IHAK Omega Ratio Rank: 77
Omega Ratio Rank
IHAK Calmar Ratio Rank: 77
Calmar Ratio Rank
IHAK Martin Ratio Rank: 55
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1212
Overall Rank
TLT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1010
Sortino Ratio Rank
TLT Omega Ratio Rank: 1010
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1313
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.

IHAK vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cybersecurity & Tech ETF (IHAK) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


IHAKTLTDifference

Sharpe ratio

Return per unit of total volatility

-0.30

-0.04

-0.25

Sortino ratio

Return per unit of downside risk

-0.26

0.02

-0.28

Omega ratio

Gain probability vs. loss probability

0.97

1.00

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.36

0.05

-0.41

Martin ratio

Return relative to average drawdown

-0.94

0.11

-1.05

IHAK vs. TLT - Sharpe Ratio Comparison

The current IHAK Sharpe Ratio is -0.30, which is lower than the TLT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of IHAK and TLT, 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


IHAKTLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

-0.04

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

-0.37

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.26

+0.10

Correlation

The correlation between IHAK and TLT is 0.05, 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.


Dividends

IHAK vs. TLT - Dividend Comparison

IHAK's dividend yield for the trailing twelve months is around 0.09%, less than TLT's 4.49% yield.


TTM20252024202320222021202020192018201720162015
IHAK
iShares Cybersecurity & Tech ETF
0.09%0.08%0.20%0.13%0.25%0.50%0.40%0.50%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.49%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Drawdowns

IHAK vs. TLT - Drawdown Comparison

The maximum IHAK drawdown since its inception was -34.42%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for IHAK and TLT.


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Drawdown Indicators


IHAKTLTDifference

Max Drawdown

Largest peak-to-trough decline

-34.42%

-48.35%

+13.93%

Max Drawdown (1Y)

Largest decline over 1 year

-23.48%

-9.23%

-14.25%

Max Drawdown (5Y)

Largest decline over 5 years

-34.42%

-43.70%

+9.28%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-19.05%

-40.17%

+21.12%

Average Drawdown

Average peak-to-trough decline

-10.81%

-13.62%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.90%

4.38%

+4.52%

Volatility

IHAK vs. TLT - Volatility Comparison

iShares Cybersecurity & Tech ETF (IHAK) has a higher volatility of 7.23% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.71%. This indicates that IHAK's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IHAKTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

3.71%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

17.06%

6.61%

+10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.76%

11.44%

+12.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.99%

15.90%

+7.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.14%

14.93%

+9.21%