ITB vs. FND
ITB (iShares U.S. Home Construction ETF) is Building & Construction fund tracking the Dow Jones U.S. Select Home Construction Index, while FND (Floor & Decor Holdings, Inc.) is a stock. Over the past 5 years, ITB returned 6.42%/yr vs -12.59%/yr for FND. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
ITB vs. FND - Performance Comparison
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Returns By Period
In the year-to-date period, ITB achieves a -3.80% return, which is significantly higher than FND's -18.61% return.
ITB
- 1D
- -0.85%
- 1M
- 1.29%
- YTD
- -3.80%
- 6M
- -12.12%
- 1Y
- 4.04%
- 3Y*
- 7.27%
- 5Y*
- 6.42%
- 10Y*
- 13.64%
FND
- 1D
- -1.98%
- 1M
- 2.78%
- YTD
- -18.61%
- 6M
- -25.25%
- 1Y
- -32.18%
- 3Y*
- -19.26%
- 5Y*
- -12.59%
- 10Y*
- —
ITB vs. FND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITB iShares U.S. Home Construction ETF | -3.80% | -5.26% | 2.06% | 68.91% | -26.26% | 49.25% | 26.42% | 48.70% | -30.92% | 33.98% |
FND Floor & Decor Holdings, Inc. | -18.61% | -38.93% | -10.63% | 60.22% | -46.44% | 40.02% | 82.74% | 96.18% | -46.80% | 51.89% |
Correlation
The correlation between ITB and FND is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2017 | 0.62 |
The correlation between ITB and FND shifts across timeframes, from 0.62 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ITB vs. FND — Risk / Return Rank
ITB
FND
ITB vs. FND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) and Floor & Decor Holdings, Inc. (FND). 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.
| ITB | FND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.91 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | -0.62 | +0.78 |
| Martin ratioReturn relative to average drawdown | 0.31 | -1.15 | +1.46 |
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
| ITB | FND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | -0.71 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | -0.28 | +0.50 |
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 | 0.10 | +0.01 |
Drawdowns
ITB vs. FND - Drawdown Comparison
The maximum ITB drawdown since its inception was -86.53%, which is greater than FND's maximum drawdown of -69.65%. Use the drawdown chart below to compare losses from any high point for ITB and FND.
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Drawdown Indicators
| ITB | FND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.53% | -69.65% | -16.88% |
Max Drawdown (1Y)Largest decline over 1 year | -26.04% | -51.90% | +25.86% |
Max Drawdown (3Y)Largest decline over 3 years | -33.35% | -67.48% | +34.13% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -69.65% | +29.10% |
Max Drawdown (10Y)Largest decline over 10 years | -52.10% | — | — |
Current DrawdownCurrent decline from peak | -27.07% | -65.42% | +38.35% |
Average DrawdownAverage peak-to-trough decline | -37.10% | -27.14% | -9.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.09% | 28.07% | -14.98% |
Volatility
ITB vs. FND - Volatility Comparison
The current volatility for iShares U.S. Home Construction ETF (ITB) is 8.17%, while Floor & Decor Holdings, Inc. (FND) has a volatility of 14.62%. This indicates that ITB experiences smaller price fluctuations and is considered to be less risky than FND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITB | FND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 14.62% | -6.45% |
Volatility (6M)Calculated over the trailing 6-month period | 20.42% | 33.03% | -12.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.47% | 45.85% | -16.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.19% | 45.75% | -16.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.00% | 48.57% | -18.57% |
Dividends
ITB vs. FND - Dividend Comparison
ITB's dividend yield for the trailing twelve months is around 1.23%, while FND has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FND Floor & Decor Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITB iShares U.S. Home Construction ETF | 1.23% | 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 FND have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FND has higher volatility (14.62%) compared to ITB (8.17%). In terms of maximum drawdown, ITB dropped -86.53% vs FND's -69.65%.
ITB currently has the higher Sharpe Ratio (0.14 vs -0.71), 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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