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INRO vs. SECT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INRO vs. SECT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blackrock U.S. Industry Rotation ETF (INRO) and Main Sector Rotation ETF (SECT). The values are adjusted to include any dividend payments, if applicable.

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INRO vs. SECT - Yearly Performance Comparison


2026 (YTD)20252024
INRO
Blackrock U.S. Industry Rotation ETF
-4.40%16.67%10.88%
SECT
Main Sector Rotation ETF
-6.08%17.80%9.48%

Returns By Period

In the year-to-date period, INRO achieves a -4.40% return, which is significantly higher than SECT's -6.08% return.


INRO

1D
3.22%
1M
-4.68%
YTD
-4.40%
6M
-2.68%
1Y
18.30%
3Y*
5Y*
10Y*

SECT

1D
3.00%
1M
-5.64%
YTD
-6.08%
6M
-3.67%
1Y
19.09%
3Y*
14.88%
5Y*
9.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INRO vs. SECT - Expense Ratio Comparison

INRO has a 0.42% expense ratio, which is lower than SECT's 0.78% expense ratio.


Return for Risk

INRO vs. SECT — Risk / Return Rank

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

INRO
INRO Risk / Return Rank: 6060
Overall Rank
INRO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
INRO Sortino Ratio Rank: 5757
Sortino Ratio Rank
INRO Omega Ratio Rank: 6161
Omega Ratio Rank
INRO Calmar Ratio Rank: 6060
Calmar Ratio Rank
INRO Martin Ratio Rank: 6969
Martin Ratio Rank

SECT
SECT Risk / Return Rank: 6161
Overall Rank
SECT Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SECT Sortino Ratio Rank: 5959
Sortino Ratio Rank
SECT Omega Ratio Rank: 6363
Omega Ratio Rank
SECT Calmar Ratio Rank: 6363
Calmar Ratio Rank
SECT Martin Ratio Rank: 6565
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.

INRO vs. SECT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blackrock U.S. Industry Rotation ETF (INRO) and Main Sector Rotation ETF (SECT). 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.


INROSECTDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.96

+0.02

Sortino ratio

Return per unit of downside risk

1.49

1.50

0.00

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.53

1.54

-0.02

Martin ratio

Return relative to average drawdown

7.19

6.37

+0.82

INRO vs. SECT - Sharpe Ratio Comparison

The current INRO Sharpe Ratio is 0.98, which is comparable to the SECT Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of INRO and SECT, 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


INROSECTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.96

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.59

+0.06

Correlation

The correlation between INRO and SECT is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

INRO vs. SECT - Dividend Comparison

INRO's dividend yield for the trailing twelve months is around 0.77%, more than SECT's 0.71% yield.


TTM202520242023202220212020201920182017
INRO
Blackrock U.S. Industry Rotation ETF
0.77%0.68%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SECT
Main Sector Rotation ETF
0.71%0.32%0.45%0.84%0.86%0.60%1.37%0.77%1.67%0.50%

Drawdowns

INRO vs. SECT - Drawdown Comparison

The maximum INRO drawdown since its inception was -20.02%, smaller than the maximum SECT drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for INRO and SECT.


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Drawdown Indicators


INROSECTDifference

Max Drawdown

Largest peak-to-trough decline

-20.02%

-38.09%

+18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-12.44%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

Current Drawdown

Current decline from peak

-6.45%

-8.03%

+1.58%

Average Drawdown

Average peak-to-trough decline

-2.75%

-4.72%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

3.01%

-0.38%

Volatility

INRO vs. SECT - Volatility Comparison

Blackrock U.S. Industry Rotation ETF (INRO) has a higher volatility of 5.79% compared to Main Sector Rotation ETF (SECT) at 5.49%. This indicates that INRO's price experiences larger fluctuations and is considered to be riskier than SECT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INROSECTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

5.49%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

10.25%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.69%

19.93%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

17.81%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

20.25%

-2.88%