ITB vs. FTXR
Compare and contrast key facts about iShares U.S. Home Construction ETF (ITB) and First Trust Nasdaq Transportation ETF (FTXR).
ITB and FTXR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006. FTXR is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Transportation Index. It was launched on Sep 20, 2016. Both ITB and FTXR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ITB vs. FTXR - Performance Comparison
Loading graphics...
ITB vs. FTXR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITB iShares U.S. Home Construction ETF | -5.30% | -5.26% | 2.06% | 68.91% | -26.26% | 49.25% | 26.42% | 48.70% | -30.92% | 59.65% |
FTXR First Trust Nasdaq Transportation ETF | -0.29% | 14.70% | 17.09% | 20.93% | -25.38% | 24.02% | 15.03% | 14.82% | -15.27% | 15.82% |
Returns By Period
In the year-to-date period, ITB achieves a -5.30% return, which is significantly lower than FTXR's -0.29% 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%
FTXR
- 1D
- 1.31%
- 1M
- -7.70%
- YTD
- -0.29%
- 6M
- 10.38%
- 1Y
- 31.37%
- 3Y*
- 14.30%
- 5Y*
- 4.91%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ITB vs. FTXR - Expense Ratio Comparison
ITB has a 0.42% expense ratio, which is lower than FTXR's 0.60% expense ratio.
Return for Risk
ITB vs. FTXR — Risk / Return Rank
ITB
FTXR
ITB vs. FTXR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) and First Trust Nasdaq Transportation ETF (FTXR). 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 | FTXR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 1.15 | -1.26 |
Sortino ratioReturn per unit of downside risk | 0.07 | 1.78 | -1.71 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.23 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.08 | -2.21 |
Martin ratioReturn relative to average drawdown | -0.31 | 7.01 | -7.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ITB | FTXR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 1.15 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.21 | +0.01 |
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 | 0.34 | -0.24 |
Correlation
The correlation between ITB and FTXR is 0.58, 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. FTXR - Dividend Comparison
ITB's dividend yield for the trailing twelve months is around 1.25%, less than FTXR's 1.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FTXR First Trust Nasdaq Transportation ETF | 1.31% | 1.52% | 2.13% | 1.50% | 2.38% | 0.67% | 0.33% | 1.34% | 1.74% | 1.18% | 0.24% | 0.00% |
Drawdowns
ITB vs. FTXR - Drawdown Comparison
The maximum ITB drawdown since its inception was -86.53%, which is greater than FTXR's maximum drawdown of -52.06%. Use the drawdown chart below to compare losses from any high point for ITB and FTXR.
Loading graphics...
Drawdown Indicators
| ITB | FTXR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.53% | -52.06% | -34.47% |
Max Drawdown (1Y)Largest decline over 1 year | -24.45% | -15.38% | -9.07% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -33.96% | -6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -52.10% | — | — |
Current DrawdownCurrent decline from peak | -28.21% | -10.34% | -17.87% |
Average DrawdownAverage peak-to-trough decline | -37.20% | -11.18% | -26.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.53% | 4.56% | +5.97% |
Volatility
ITB vs. FTXR - Volatility Comparison
iShares U.S. Home Construction ETF (ITB) and First Trust Nasdaq Transportation ETF (FTXR) have volatilities of 8.02% and 8.26%, 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.
Loading graphics...
Volatility by Period
| ITB | FTXR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.02% | 8.26% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 19.22% | 15.76% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.43% | 27.31% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.07% | 23.61% | +5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.81% | 24.76% | +5.05% |