IOO vs. POW

Last updated Jul 17, 2026

IOO (iShares Global 100 ETF) and POW (VistaShares Electrification Supercycle ETF) are both exchange-traded funds - IOO is a Global Equities fund tracking the S&P Global 100 Index (Net), while POW is a Actively Managed fund actively managed by VistaShares. IOO is passively managed, while POW is actively managed. A 0.63 correlation means they provide meaningful diversification when combined. IOO charges 0.40%/yr vs 0.75%/yr for POW.

Performance

IOO vs. POW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and VistaShares Electrification Supercycle ETF (POW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IOO achieves a 10.67% return, which is significantly lower than POW's 40.86% return.

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%

POW

• 1D: -0.50%
• 1M: -11.33%
• 6M: 33.29%
• YTD: 40.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IOO vs. POW - Yearly Performance Comparison

	2026 (YTD)	2025
IOO iShares Global 100 ETF	10.67%	1.88%
POW VistaShares Electrification Supercycle ETF	40.86%	-1.70%

Correlation

The correlation between IOO and POW is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 28, 2025	0.63

Return for Risk

IOO vs. POW — Risk / Return Rank

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

IOO

IOO Risk / Return Rank: 74
IOO Sharpe Ratio Rank: 77
IOO Sortino Ratio Rank: 75
IOO Omega Ratio Rank: 73
IOO Calmar Ratio Rank: 70
IOO Martin Ratio Rank: 74

POW

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. POW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and VistaShares Electrification Supercycle ETF (POW). 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.

	IOO	POW	Difference
Sharpe ratio: Return per unit of total volatility	1.95	—	—
Sortino ratio: Return per unit of downside risk	2.69	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.82	—	—
Martin ratio: Return relative to average drawdown	10.92	—	—

Drawdowns

IOO vs. POW - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, which is greater than POW's maximum drawdown of -18.37%. Use the drawdown chart below to compare losses from any high point for IOO and POW.

Drawdown Indicators

	IOO	POW	Difference
Max Drawdown Largest peak-to-trough decline	-55.85%	-18.37%	-37.48%
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%	-17.23%	+14.50%
Average Drawdown Average peak-to-trough decline	-11.23%	-4.47%	-6.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	—	—

Volatility

Volatility by Period

	IOO	POW	Difference
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%	32.83%	-18.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.19%	32.83%	-15.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.70%	32.83%	-15.13%

IOO vs. POW - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is lower than POW's 0.75% expense ratio.

Dividends

IOO vs. POW - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.84%, more than POW's 0.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
POW VistaShares Electrification Supercycle ETF	0.14%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IOO and POW in my portfolio?

IOO and POW have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IOO or POW?

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.

Which ETF is cheaper, IOO or POW?

IOO is cheaper with a 0.40% expense ratio, compared with 0.75% for POW.

Which ETF pays a higher dividend yield, IOO or POW?

IOO has the higher dividend yield at 0.84%, compared with 0.14% for POW.

What is the main difference between IOO and POW?

IOO is categorized as Global Equities, while POW is Actively Managed. They also come from different issuers: iShares and VistaShares. Their fees differ too: 0.40% for IOO and 0.75% for POW.