ITA vs. XOM
ITA (iShares U.S. Aerospace & Defense ETF) is Aerospace & Defense fund tracking the Dow Jones U.S. Select Aerospace & Defense Index, while XOM (Exxon Mobil Corporation) is a stock. Over the past 10 years, ITA returned 15.34%/yr vs 9.64%/yr for XOM. At a 0.47 correlation, their price movements are largely independent.
Performance
ITA vs. XOM - Performance Comparison
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Returns By Period
In the year-to-date period, ITA achieves a 8.97% return, which is significantly lower than XOM's 23.81% return. Over the past 10 years, ITA has outperformed XOM with an annualized return of 15.34%, while XOM has yielded a comparatively lower 9.64% annualized return.
ITA
- 1D
- -0.95%
- 1M
- 3.58%
- YTD
- 8.97%
- 6M
- 11.71%
- 1Y
- 30.96%
- 3Y*
- 27.30%
- 5Y*
- 16.86%
- 10Y*
- 15.34%
XOM
- 1D
- 0.28%
- 1M
- -2.35%
- YTD
- 23.81%
- 6M
- 25.40%
- 1Y
- 38.24%
- 3Y*
- 15.15%
- 5Y*
- 23.23%
- 10Y*
- 9.64%
ITA vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITA iShares U.S. Aerospace & Defense ETF | 8.97% | 48.64% | 15.81% | 14.33% | 9.96% | 9.39% | -13.57% | 30.51% | -7.22% | 35.24% |
XOM Exxon Mobil Corporation | 23.81% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
Correlation
The correlation between ITA and XOM is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 5, 2006 | 0.47 |
The correlation between ITA and XOM shifts across timeframes, from -0.12 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITA vs. XOM — Risk / Return Rank
ITA
XOM
ITA vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aerospace & Defense ETF (ITA) and Exxon Mobil Corporation (XOM). 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.
| ITA | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 2.45 | -0.48 |
| Martin ratioReturn relative to average drawdown | 5.20 | 6.56 | -1.36 |
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Drawdowns
ITA vs. XOM - Drawdown Comparison
The maximum ITA drawdown since its inception was -59.72%, roughly equal to the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for ITA and XOM.
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Drawdown Indicators
| ITA | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.72% | -62.40% | +2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -15.82% | -15.69% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | -18.92% | +3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -18.72% | -20.51% | +1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -51.00% | -61.34% | +10.34% |
Current DrawdownCurrent decline from peak | -6.64% | -13.68% | +7.04% |
Average DrawdownAverage peak-to-trough decline | -9.45% | -10.20% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 5.84% | +0.13% |
Volatility
ITA vs. XOM - Volatility Comparison
iShares U.S. Aerospace & Defense ETF (ITA) and Exxon Mobil Corporation (XOM) have volatilities of 9.07% and 9.08%, 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 | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 9.08% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 18.47% | 20.51% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.74% | 24.51% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.21% | 26.77% | -6.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.22% | 28.20% | -4.98% |
Dividends
ITA vs. XOM - Dividend Comparison
ITA's dividend yield for the trailing twelve months is around 0.46%, less than XOM's 2.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITA iShares U.S. Aerospace & Defense ETF | 0.46% | 0.55% | 0.85% | 0.93% | 0.95% | 0.82% | 1.07% | 1.54% | 1.13% | 0.91% | 1.07% | 1.04% |
XOM Exxon Mobil Corporation | 2.78% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
ITA and XOM have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (9.08%) compared to ITA (9.07%). In terms of maximum drawdown, ITA dropped -59.72% vs XOM's -62.40%.
XOM currently has the higher Sharpe Ratio (1.57 vs 1.43), 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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