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ITB vs. EBIZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ITB vs. EBIZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Home Construction ETF (ITB) and Global X E-commerce ETF (EBIZ). The values are adjusted to include any dividend payments, if applicable.

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ITB vs. EBIZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ITB
iShares U.S. Home Construction ETF
-5.30%-5.26%2.06%68.91%-26.26%49.25%26.42%48.70%-7.03%
EBIZ
Global X E-commerce ETF
-17.78%17.74%31.26%30.88%-40.96%-13.26%74.39%32.76%-11.01%

Returns By Period

In the year-to-date period, ITB achieves a -5.30% return, which is significantly higher than EBIZ's -17.78% return.


ITB

1D
0.52%
1M
-13.12%
YTD
-5.30%
6M
-15.52%
1Y
-3.26%
3Y*
9.99%
5Y*
6.46%
10Y*
13.64%

EBIZ

1D
-0.20%
1M
-4.69%
YTD
-17.78%
6M
-23.89%
1Y
-5.45%
3Y*
14.31%
5Y*
-5.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ITB vs. EBIZ - Expense Ratio Comparison

ITB has a 0.42% expense ratio, which is lower than EBIZ's 0.50% expense ratio.


Return for Risk

ITB vs. EBIZ — Risk / Return Rank

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

ITB
ITB Risk / Return Rank: 1010
Overall Rank
ITB Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 1010
Sortino Ratio Rank
ITB Omega Ratio Rank: 1010
Omega Ratio Rank
ITB Calmar Ratio Rank: 1010
Calmar Ratio Rank
ITB Martin Ratio Rank: 1010
Martin Ratio Rank

EBIZ
EBIZ Risk / Return Rank: 88
Overall Rank
EBIZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EBIZ Sortino Ratio Rank: 88
Sortino Ratio Rank
EBIZ Omega Ratio Rank: 88
Omega Ratio Rank
EBIZ Calmar Ratio Rank: 88
Calmar Ratio Rank
EBIZ Martin Ratio Rank: 88
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.

ITB vs. EBIZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) and Global X E-commerce ETF (EBIZ). 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.


ITBEBIZDifference

Sharpe ratio

Return per unit of total volatility

-0.11

-0.22

+0.12

Sortino ratio

Return per unit of downside risk

0.07

-0.15

+0.21

Omega ratio

Gain probability vs. loss probability

1.01

0.98

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.13

-0.21

+0.08

Martin ratio

Return relative to average drawdown

-0.31

-0.58

+0.27

ITB vs. EBIZ - Sharpe Ratio Comparison

The current ITB Sharpe Ratio is -0.11, which is higher than the EBIZ Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of ITB and EBIZ, 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


ITBEBIZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

-0.22

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.18

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.28

-0.17

Correlation

The correlation between ITB and EBIZ is 0.52, 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

ITB vs. EBIZ - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 1.25%, more than EBIZ's 0.62% yield.


TTM20252024202320222021202020192018201720162015
ITB
iShares U.S. Home Construction ETF
1.25%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%
EBIZ
Global X E-commerce ETF
0.62%0.51%0.23%0.00%0.10%0.57%0.84%0.18%0.00%0.00%0.00%0.00%

Drawdowns

ITB vs. EBIZ - Drawdown Comparison

The maximum ITB drawdown since its inception was -86.53%, which is greater than EBIZ's maximum drawdown of -61.58%. Use the drawdown chart below to compare losses from any high point for ITB and EBIZ.


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Drawdown Indicators


ITBEBIZDifference

Max Drawdown

Largest peak-to-trough decline

-86.53%

-61.58%

-24.95%

Max Drawdown (1Y)

Largest decline over 1 year

-24.45%

-27.73%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

-59.73%

+19.18%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

Current Drawdown

Current decline from peak

-28.21%

-27.95%

-0.26%

Average Drawdown

Average peak-to-trough decline

-37.20%

-24.33%

-12.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.53%

10.22%

+0.31%

Volatility

ITB vs. EBIZ - Volatility Comparison

iShares U.S. Home Construction ETF (ITB) has a higher volatility of 8.02% compared to Global X E-commerce ETF (EBIZ) at 7.43%. This indicates that ITB's price experiences larger fluctuations and is considered to be riskier than EBIZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ITBEBIZDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

7.43%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

19.22%

15.75%

+3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

30.43%

24.51%

+5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.07%

28.98%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.81%

28.86%

+0.95%