IHAK vs. TRUT

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Cybersecurity & Tech ETF (IHAK) and Vaneck Technology Trusector ETF (TRUT).

IHAK and TRUT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IHAK is a passively managed fund by iShares that tracks the performance of the NYSE FactSet Global Cyber Security Index. It was launched on Jun 11, 2019. TRUT is an actively managed fund by VanEck. It was launched on Aug 20, 2025.

Performance

IHAK vs. TRUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Cybersecurity & Tech ETF (IHAK) and Vaneck Technology Trusector ETF (TRUT). The values are adjusted to include any dividend payments, if applicable.

IHAK vs. TRUT - Yearly Performance Comparison

	2026 (YTD)	2025
IHAK iShares Cybersecurity & Tech ETF	-9.29%	-4.81%
TRUT Vaneck Technology Trusector ETF	-9.61%	10.16%

Returns By Period

The year-to-date returns for both stocks are quite close, with IHAK having a -9.29% return and TRUT slightly lower at -9.61%.

IHAK

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

TRUT

• 1D: 4.20%
• 1M: -3.85%
• YTD: -9.61%
• 6M: -8.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IHAK vs. TRUT - Expense Ratio Comparison

IHAK has a 0.47% expense ratio, which is higher than TRUT's 0.13% expense ratio.

IHAK

iShares Cybersecurity & Tech ETF

TRUT

Vaneck Technology Trusector ETF

Return for Risk

IHAK vs. TRUT — Risk / Return Rank

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

IHAK

IHAK Risk / Return Rank: 6
IHAK Sharpe Ratio Rank: 7
IHAK Sortino Ratio Rank: 6
IHAK Omega Ratio Rank: 7
IHAK Calmar Ratio Rank: 7
IHAK Martin Ratio Rank: 5

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. TRUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cybersecurity & Tech ETF (IHAK) and Vaneck Technology Trusector ETF (TRUT). 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.

	IHAK	TRUT	Difference
Sharpe ratio Return per unit of total volatility	-0.30	—	—
Sortino ratio Return per unit of downside risk	-0.26	—	—
Omega ratio Gain probability vs. loss probability	0.97	—	—
Calmar ratio Return relative to maximum drawdown	-0.36	—	—
Martin ratio Return relative to average drawdown	-0.94	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IHAK	TRUT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.30	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	-0.03	+0.40

Correlation

The correlation between IHAK and TRUT is 0.44, 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

IHAK vs. TRUT - Dividend Comparison

IHAK's dividend yield for the trailing twelve months is around 0.09%, less than TRUT's 0.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
IHAK iShares Cybersecurity & Tech ETF	0.09%	0.08%	0.20%	0.13%	0.25%	0.50%	0.40%	0.50%
TRUT Vaneck Technology Trusector ETF	0.15%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IHAK vs. TRUT - Drawdown Comparison

The maximum IHAK drawdown since its inception was -34.42%, which is greater than TRUT's maximum drawdown of -18.55%. Use the drawdown chart below to compare losses from any high point for IHAK and TRUT.

Drawdown Indicators

	IHAK	TRUT	Difference
Max Drawdown Largest peak-to-trough decline	-34.42%	-18.55%	-15.87%
Max Drawdown (1Y) Largest decline over 1 year	-23.48%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.42%	—	—
Current Drawdown Current decline from peak	-19.05%	-15.13%	-3.92%
Average Drawdown Average peak-to-trough decline	-10.81%	-5.79%	-5.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.90%	—	—

Volatility

Volatility by Period

	IHAK	TRUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.23%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.06%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	23.76%	21.41%	+2.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.99%	21.41%	+1.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.14%	21.41%	+2.73%