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IOO vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IOO vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and PGIM Jennison Better Future ETF (PJBF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IOO

1D
-0.89%
1M
0.29%
6M
9.29%
YTD
10.67%
1Y
27.86%
3Y*
23.22%
5Y*
15.70%
10Y*
16.21%

PJBF

1D
0.00%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. PJBF - Yearly Performance Comparison


IOO vs. PJBF - Sectors Allocation Comparison


Sectors
IOO
PJBF

Technology

45.1%
40.0%

Communication Services

10.8%
11.5%

Financial Services

10.1%
2.5%

Healthcare

9.1%
11.5%

Consumer Cyclical

7.9%
13.8%

Consumer Defensive

5.8%
2.3%

Industrials

5.2%
16.5%

Energy

3.4%

-

Basic Materials

1.7%

-

Utilities

0.5%
2.0%

Real Estate

0.2%

-

Technology

IOO
45.1%
PJBF
40.0%

Communication Services

IOO
10.8%
PJBF
11.5%

Financial Services

IOO
10.1%
PJBF
2.5%

Healthcare

IOO
9.1%
PJBF
11.5%

Consumer Cyclical

IOO
7.9%
PJBF
13.8%

Consumer Defensive

IOO
5.8%
PJBF
2.3%

Industrials

IOO
5.2%
PJBF
16.5%

Energy

IOO
3.4%
PJBF

-

Basic Materials

IOO
1.7%
PJBF

-

Utilities

IOO
0.5%
PJBF
2.0%

Real Estate

IOO
0.2%
PJBF

-

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Return for Risk

IOO vs. PJBF — Risk / Return Rank

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

IOO
IOO Risk / Return Rank: 7474
Overall Rank
IOO Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 7575
Sortino Ratio Rank
IOO Omega Ratio Rank: 7373
Omega Ratio Rank
IOO Calmar Ratio Rank: 7070
Calmar Ratio Rank
IOO Martin Ratio Rank: 7474
Martin Ratio Rank

PJBF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IOO vs. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and PGIM Jennison Better Future ETF (PJBF). 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.


IOOPJBFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.82

Martin ratioReturn relative to average drawdown

10.92

IOO vs. PJBF - Sharpe Ratio Comparison


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Drawdowns

IOO vs. PJBF - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IOO and PJBF.


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Drawdown Indicators


IOOPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

0.00%

-55.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

Current Drawdown

Current decline from peak

-2.73%

0.00%

-2.73%

Average Drawdown

Average peak-to-trough decline

-11.23%

0.00%

-11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

Volatility

IOO vs. PJBF - Volatility Comparison


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Volatility by Period


IOOPJBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

Volatility (1Y)

Calculated over the trailing 1-year period

14.35%

0.00%

+14.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

0.00%

+17.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

0.00%

+17.70%

IOO vs. PJBF - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is lower than PJBF's 0.59% expense ratio.


Dividends

IOO vs. PJBF - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.84%, while PJBF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IOO
iShares Global 100 ETF
0.84%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%
PJBF
PGIM Jennison Better Future ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, IOO is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IOO is cheaper with a 0.40% expense ratio, compared with 0.59% for PJBF.

IOO has the higher dividend yield at 0.84%, compared with 0.00% for PJBF.

They also come from different issuers: iShares and PGIM. Their fees differ too: 0.40% for IOO and 0.59% for PJBF.

Portfolio Optimizer

Find the right allocation for IOO and PJBF

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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