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ISRA vs. IZRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ISRA and IZRL is 0.68, 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.


Performance

ISRA vs. IZRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Israel ETF (ISRA) and ARK Israel Innovative Technology ETF (IZRL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ISRA:

1.54

IZRL:

0.77

Sortino Ratio

ISRA:

2.13

IZRL:

1.23

Omega Ratio

ISRA:

1.28

IZRL:

1.15

Calmar Ratio

ISRA:

1.03

IZRL:

0.37

Martin Ratio

ISRA:

6.77

IZRL:

2.57

Ulcer Index

ISRA:

4.60%

IZRL:

7.48%

Daily Std Dev

ISRA:

20.45%

IZRL:

24.38%

Max Drawdown

ISRA:

-45.02%

IZRL:

-59.98%

Current Drawdown

ISRA:

-5.02%

IZRL:

-37.48%

Returns By Period

In the year-to-date period, ISRA achieves a 6.63% return, which is significantly higher than IZRL's 5.36% return.


ISRA

YTD

6.63%

1M

12.08%

6M

14.65%

1Y

31.28%

5Y*

9.65%

10Y*

4.81%

IZRL

YTD

5.36%

1M

11.69%

6M

12.60%

1Y

18.72%

5Y*

1.86%

10Y*

N/A

*Annualized

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ISRA vs. IZRL - Expense Ratio Comparison

ISRA has a 0.60% expense ratio, which is higher than IZRL's 0.49% expense ratio.


Risk-Adjusted Performance

ISRA vs. IZRL — Risk-Adjusted Performance Rank

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

ISRA
The Risk-Adjusted Performance Rank of ISRA is 8989
Overall Rank
The Sharpe Ratio Rank of ISRA is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ISRA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ISRA is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ISRA is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ISRA is 8989
Martin Ratio Rank

IZRL
The Risk-Adjusted Performance Rank of IZRL is 6767
Overall Rank
The Sharpe Ratio Rank of IZRL is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of IZRL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of IZRL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IZRL is 5252
Calmar Ratio Rank
The Martin Ratio Rank of IZRL is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ISRA vs. IZRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Israel ETF (ISRA) and ARK Israel Innovative Technology ETF (IZRL). 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.


The current ISRA Sharpe Ratio is 1.54, which is higher than the IZRL Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of ISRA and IZRL, 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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Dividends

ISRA vs. IZRL - Dividend Comparison

Neither ISRA nor IZRL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ISRA vs. IZRL - Drawdown Comparison

The maximum ISRA drawdown since its inception was -45.02%, smaller than the maximum IZRL drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for ISRA and IZRL. For additional features, visit the drawdowns tool.


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Volatility

ISRA vs. IZRL - Volatility Comparison

The current volatility for VanEck Vectors Israel ETF (ISRA) is 6.06%, while ARK Israel Innovative Technology ETF (IZRL) has a volatility of 7.62%. This indicates that ISRA experiences smaller price fluctuations and is considered to be less risky than IZRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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