ITB vs. CMTG
ITB (iShares U.S. Home Construction ETF) is Building & Construction fund tracking the Dow Jones U.S. Select Home Construction Index, while CMTG (Claros Mortgage Trust, Inc.) is a stock. Over the past 3 years, ITB returned 2.79%/yr vs -45.43%/yr for CMTG. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
ITB vs. CMTG - Performance Comparison
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Returns By Period
In the year-to-date period, ITB achieves a -1.69% return, which is significantly higher than CMTG's -42.16% return.
ITB
- 1D
- -1.18%
- 1M
- -8.32%
- 6M
- -7.21%
- YTD
- -1.69%
- 1Y
- -5.06%
- 3Y*
- 2.79%
- 5Y*
- 6.57%
- 10Y*
- 13.43%
- ALL TIME*
- 4.08%
CMTG
- 1D
- -2.75%
- 1M
- -25.32%
- 6M
- -35.40%
- YTD
- -42.16%
- 1Y
- -36.56%
- 3Y*
- -45.43%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -33.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.26M | $1.26M | $1.52M | |
| $179.18M | $195.32M | $218.82M |
ITB vs. CMTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ITB iShares U.S. Home Construction ETF | -1.69% | -5.26% | 2.06% | 68.91% | -26.26% | 15.45% |
CMTG Claros Mortgage Trust, Inc. | -42.16% | -32.30% | -64.39% | 2.82% | -1.38% | 3.95% |
Correlation
The correlation between ITB and CMTG is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.36 |
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Return for Risk
ITB vs. CMTG — Risk / Return Rank
ITB
CMTG
ITB vs. CMTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) and Claros Mortgage Trust, Inc. (CMTG). 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.
| ITB | CMTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.93 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | -0.69 | +0.59 |
| Martin ratioReturn relative to average drawdown | -0.17 | -1.25 | +1.08 |
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Drawdowns
ITB vs. CMTG - Drawdown Comparison
The maximum ITB drawdown since its inception was -86.53%, roughly equal to the maximum CMTG drawdown of -89.04%. Use the drawdown chart below to compare losses from any high point for ITB and CMTG.
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Drawdown Indicators
| ITB | CMTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.53% | -89.04% | +2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -26.04% | -55.19% | +29.15% |
Max Drawdown (3Y)Largest decline over 3 years | -33.35% | -86.70% | +53.35% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -52.10% | — | — |
Current DrawdownCurrent decline from peak | -25.47% | -89.04% | +63.57% |
Average DrawdownAverage peak-to-trough decline | -36.98% | -47.40% | +10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.54% | 30.24% | -15.70% |
Volatility
ITB vs. CMTG - Volatility Comparison
The current volatility for iShares U.S. Home Construction ETF (ITB) is 8.79%, while Claros Mortgage Trust, Inc. (CMTG) has a volatility of 15.37%. This indicates that ITB experiences smaller price fluctuations and is considered to be less risky than CMTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITB | CMTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.79% | 15.37% | -6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 22.03% | 46.56% | -24.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.51% | 63.22% | -33.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.57% | 52.64% | -23.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.20% | 52.64% | -22.44% |
Dividends
ITB vs. CMTG - Dividend Comparison
ITB's dividend yield for the trailing twelve months is around 0.68%, while CMTG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMTG Claros Mortgage Trust, Inc. | 0.00% | 0.00% | 13.27% | 9.10% | 10.06% | 2.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITB iShares U.S. Home Construction ETF | 0.68% | 1.67% | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% |
Frequently Asked Questions
ITB and CMTG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMTG has higher volatility (15.37%) compared to ITB (8.79%). In terms of maximum drawdown, ITB dropped -86.53% vs CMTG's -89.04%.
ITB currently has the higher Sharpe Ratio (-0.09 vs -0.60), 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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