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ITA vs. EMLP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ITA vs. EMLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Aerospace & Defense ETF (ITA) and First Trust North American Energy Infrastructure Fund (EMLP). The values are adjusted to include any dividend payments, if applicable.

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ITA vs. EMLP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITA
iShares U.S. Aerospace & Defense ETF
4.24%48.64%15.81%14.33%9.96%9.39%-13.57%30.51%-7.22%35.24%
EMLP
First Trust North American Energy Infrastructure Fund
15.65%9.67%33.39%8.05%10.39%23.20%-13.36%23.40%-8.70%1.07%

Returns By Period

In the year-to-date period, ITA achieves a 4.24% return, which is significantly lower than EMLP's 15.65% return. Over the past 10 years, ITA has outperformed EMLP with an annualized return of 15.49%, while EMLP has yielded a comparatively lower 11.46% annualized return.


ITA

1D
2.24%
1M
-10.69%
YTD
4.24%
6M
6.95%
1Y
45.80%
3Y*
25.76%
5Y*
17.41%
10Y*
15.49%

EMLP

1D
-0.37%
1M
-0.50%
YTD
15.65%
6M
15.51%
1Y
19.02%
3Y*
21.93%
5Y*
17.63%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ITA vs. EMLP - Expense Ratio Comparison

ITA has a 0.42% expense ratio, which is lower than EMLP's 0.96% expense ratio.


Return for Risk

ITA vs. EMLP — Risk / Return Rank

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

ITA
ITA Risk / Return Rank: 8989
Overall Rank
ITA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 9090
Sortino Ratio Rank
ITA Omega Ratio Rank: 8787
Omega Ratio Rank
ITA Calmar Ratio Rank: 8989
Calmar Ratio Rank
ITA Martin Ratio Rank: 8888
Martin Ratio Rank

EMLP
EMLP Risk / Return Rank: 7272
Overall Rank
EMLP Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EMLP Sortino Ratio Rank: 7171
Sortino Ratio Rank
EMLP Omega Ratio Rank: 7474
Omega Ratio Rank
EMLP Calmar Ratio Rank: 6565
Calmar Ratio Rank
EMLP Martin Ratio Rank: 7474
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.

ITA vs. EMLP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aerospace & Defense ETF (ITA) and First Trust North American Energy Infrastructure Fund (EMLP). 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.


ITAEMLPDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.43

+0.54

Sortino ratio

Return per unit of downside risk

2.60

1.85

+0.76

Omega ratio

Gain probability vs. loss probability

1.37

1.29

+0.08

Calmar ratio

Return relative to maximum drawdown

2.96

1.74

+1.22

Martin ratio

Return relative to average drawdown

11.32

8.14

+3.18

ITA vs. EMLP - Sharpe Ratio Comparison

The current ITA Sharpe Ratio is 1.97, which is higher than the EMLP Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ITA and EMLP, 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


ITAEMLPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.43

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

1.23

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.65

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.58

-0.07

Correlation

The correlation between ITA and EMLP is 0.51, 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

ITA vs. EMLP - Dividend Comparison

ITA's dividend yield for the trailing twelve months is around 0.48%, less than EMLP's 2.76% yield.


TTM20252024202320222021202020192018201720162015
ITA
iShares U.S. Aerospace & Defense ETF
0.48%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%
EMLP
First Trust North American Energy Infrastructure Fund
2.76%3.18%3.19%3.92%3.15%3.29%4.70%3.71%4.71%3.80%3.62%4.63%

Drawdowns

ITA vs. EMLP - Drawdown Comparison

The maximum ITA drawdown since its inception was -59.72%, which is greater than EMLP's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for ITA and EMLP.


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Drawdown Indicators


ITAEMLPDifference

Max Drawdown

Largest peak-to-trough decline

-59.72%

-43.61%

-16.11%

Max Drawdown (1Y)

Largest decline over 1 year

-15.82%

-11.27%

-4.55%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

-14.59%

-4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-51.00%

-43.61%

-7.39%

Current Drawdown

Current decline from peak

-10.69%

-0.96%

-9.73%

Average Drawdown

Average peak-to-trough decline

-9.45%

-5.81%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

2.42%

+1.72%

Volatility

ITA vs. EMLP - Volatility Comparison

iShares U.S. Aerospace & Defense ETF (ITA) has a higher volatility of 8.22% compared to First Trust North American Energy Infrastructure Fund (EMLP) at 2.80%. This indicates that ITA's price experiences larger fluctuations and is considered to be riskier than EMLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITAEMLPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

2.80%

+5.42%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

6.81%

+9.25%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

13.41%

+9.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

14.46%

+5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.95%

17.72%

+5.23%