ITA vs. PG
ITA (iShares U.S. Aerospace & Defense ETF) is Aerospace & Defense fund tracking the Dow Jones U.S. Select Aerospace & Defense Index, while PG (The Procter & Gamble Company) is a stock. Over the past 10 years, ITA returned 14.86%/yr vs 8.64%/yr for PG. At a 0.36 correlation, their price movements are largely independent.
Performance
ITA vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, ITA achieves a 5.92% return, which is significantly higher than PG's 2.74% return. Over the past 10 years, ITA has outperformed PG with an annualized return of 14.86%, while PG has yielded a comparatively lower 8.64% annualized return.
ITA
- 1D
- -0.95%
- 1M
- 1.69%
- YTD
- 5.92%
- 6M
- 11.28%
- 1Y
- 25.56%
- 3Y*
- 26.35%
- 5Y*
- 16.26%
- 10Y*
- 14.86%
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
ITA vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITA iShares U.S. Aerospace & Defense ETF | 5.92% | 48.64% | 15.81% | 14.33% | 9.96% | 9.39% | -13.57% | 30.51% | -7.22% | 35.24% |
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between ITA and PG is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 5, 2006 | 0.36 |
The correlation between ITA and PG shifts across timeframes, from -0.01 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITA vs. PG — Risk / Return Rank
ITA
PG
ITA vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aerospace & Defense ETF (ITA) and The Procter & Gamble Company (PG). 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.
| ITA | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +2.39 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 0.94 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | -0.58 | +2.20 |
| Martin ratioReturn relative to average drawdown | 4.35 | -1.04 | +5.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITA | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | -0.48 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.23 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.46 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.46 | +0.05 |
Drawdowns
ITA vs. PG - Drawdown Comparison
The maximum ITA drawdown since its inception was -59.72%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for ITA and PG.
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Drawdown Indicators
| ITA | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.72% | -54.25% | -5.47% |
Max Drawdown (1Y)Largest decline over 1 year | -15.82% | -15.52% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -21.15% | +5.33% |
Max Drawdown (5Y)Largest decline over 5 years | -18.72% | -23.77% | +5.05% |
Max Drawdown (10Y)Largest decline over 10 years | -51.00% | -23.77% | -27.23% |
Current DrawdownCurrent decline from peak | -9.25% | -15.91% | +6.66% |
Average DrawdownAverage peak-to-trough decline | -9.46% | -12.16% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 8.93% | -3.04% |
Volatility
ITA vs. PG - Volatility Comparison
iShares U.S. Aerospace & Defense ETF (ITA) and The Procter & Gamble Company (PG) have volatilities of 7.09% and 7.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITA | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 7.01% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 17.68% | 15.32% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.12% | 18.65% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.07% | 17.79% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.17% | 19.05% | +4.12% |
Dividends
ITA vs. PG - Dividend Comparison
ITA's dividend yield for the trailing twelve months is around 0.47%, less than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITA iShares U.S. Aerospace & Defense ETF | 0.47% | 0.55% | 0.85% | 0.93% | 0.95% | 0.82% | 1.07% | 1.54% | 1.13% | 0.91% | 1.07% | 1.04% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
ITA and PG have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITA has higher volatility (7.09%) compared to PG (7.01%). In terms of maximum drawdown, ITA dropped -59.72% vs PG's -54.25%.
ITA currently has the higher Sharpe Ratio (1.22 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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