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ITB vs. FTXR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ITB vs. FTXR

Last updated Jul 14, 2026
Documentation

ITB (iShares U.S. Home Construction ETF) and FTXR (First Trust Nasdaq Transportation ETF) are both exchange-traded funds - ITB is a Building & Construction fund tracking the Dow Jones U.S. Select Home Construction Index, while FTXR is a Industrials Equities fund tracking the Nasdaq U.S. Smart Transportation Index. Both are passively managed. Over the past 5 years, ITB returned 8.49%/yr vs 8.63%/yr for FTXR. A 0.58 correlation means they provide meaningful diversification when combined. ITB charges 0.38%/yr vs 0.60%/yr for FTXR.

Performance

ITB vs. FTXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Home Construction ETF (ITB) and First Trust Nasdaq Transportation ETF (FTXR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITB achieves a 0.36% return, which is significantly lower than FTXR's 16.44% return.

ITB

1D
-1.49%
1M
-0.51%
6M
-10.42%
YTD
0.36%
1Y
-1.85%
3Y*
3.64%
5Y*
8.49%
10Y*
13.44%

FTXR

1D
-0.97%
1M
-0.47%
6M
11.25%
YTD
16.44%
1Y
36.97%
3Y*
15.69%
5Y*
8.63%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITB vs. FTXR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ITB
iShares U.S. Home Construction ETF		0.36%-5.26%2.06%68.91%-26.26%49.25%26.42%48.70%-30.92%59.65%
FTXR
First Trust Nasdaq Transportation ETF		16.44%14.70%17.09%20.93%-25.38%24.02%15.03%14.82%-15.27%15.82%

Correlation

The correlation between ITB and FTXR is 0.66, 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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2016

0.58

The correlation between ITB and FTXR shifts across timeframes, from 0.58 (all time) to 0.69 (5 years), reflecting how their relationship changes across market environments.

ITB vs. FTXR - Sectors Allocation Comparison

Sectors
ITB
FTXR

Consumer Cyclical

74.4%
34.8%

Industrials

16.0%
64.7%

Basic Materials

8.9%

-

Real Estate

0.7%

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

0.5%

Financial Services

-

-

Healthcare

-

-

Technology

-

-

Utilities

-

-

Consumer Cyclical

ITB
74.4%
FTXR
34.8%

Industrials

ITB
16.0%
FTXR
64.7%

Basic Materials

ITB
8.9%
FTXR

-

Real Estate

ITB
0.7%
FTXR

-

Communication Services

ITB

-

FTXR

-

Consumer Defensive

ITB

-

FTXR

-

Energy

ITB

-

FTXR
0.5%

Financial Services

ITB

-

FTXR

-

Healthcare

ITB

-

FTXR

-

Technology

ITB

-

FTXR

-

Utilities

ITB

-

FTXR

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Home Construction ETF

First Trust Nasdaq Transportation ETF

Often compared with ITB:
ITB vs. XHBITB vs. NAILITB vs. PKBITB vs. SPYITB vs. XLREITB vs. FSHOXITB vs. VGT
Often compared with FTXR:
FTXR vs. XTNFTXR vs. IYTFTXR vs. PCARFTXR vs. PAVEFTXR vs. QQQMFTXR vs. AIRRFTXR vs. VOO

Return for Risk

ITB vs. FTXR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ITB
ITB Risk / Return Rank: 99
Overall Rank
ITB Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 99
Sortino Ratio Rank
ITB Omega Ratio Rank: 99
Omega Ratio Rank
ITB Calmar Ratio Rank: 99
Calmar Ratio Rank
ITB Martin Ratio Rank: 99
Martin Ratio Rank
FTXR
FTXR Risk / Return Rank: 6464
Overall Rank
FTXR Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FTXR Sortino Ratio Rank: 6868
Sortino Ratio Rank
FTXR Omega Ratio Rank: 6060
Omega Ratio Rank
FTXR Calmar Ratio Rank: 6565
Calmar Ratio Rank
FTXR Martin Ratio Rank: 6262
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. 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.

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.

ITBFTXRDifference
Sharpe ratioReturn per unit of total volatility
-0.06
1.72

-1.78

Sortino ratioReturn per unit of downside risk
0.14
2.45

-2.31

Omega ratioGain probability vs. loss probability

1.02

1.29

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.07

2.56

-2.63

Martin ratioReturn relative to average drawdown

-0.13

8.69

-8.82

ITB vs. FTXR - Sharpe Ratio Comparison

The current ITB Sharpe Ratio is -0.06, which is lower than the FTXR Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of ITB and FTXR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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.

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Drawdown Indicators

ITBFTXRDifference

Max Drawdown

Largest peak-to-trough decline

-86.53%

-52.06%

-34.47%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-14.49%

-11.55%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-29.71%

-3.64%

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 Drawdown

Current decline from peak

-23.92%

-1.34%

-22.58%

Average Drawdown

Average peak-to-trough decline

-37.02%

-10.95%

-26.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.00%

4.26%

+9.74%

Volatility

ITB vs. FTXR - Volatility Comparison

iShares U.S. Home Construction ETF (ITB) has a higher volatility of 10.84% compared to First Trust Nasdaq Transportation ETF (FTXR) at 6.37%. This indicates that ITB's price experiences larger fluctuations and is considered to be riskier than FTXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ITBFTXRDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

6.37%

+4.47%

Volatility (6M)

Calculated over the trailing 6-month period

22.25%

17.21%

+5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

30.26%

21.65%

+8.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.51%

23.97%

+5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.14%

24.72%

+5.42%

ITB vs. FTXR - Expense Ratio Comparison

ITB has a 0.38% expense ratio, which is lower than FTXR's 0.60% expense ratio.

Dividends

ITB vs. FTXR - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 0.67%, less than FTXR's 0.97% yield.

PositionTTM20252024202320222021202020192018201720162015
FTXR
First Trust Nasdaq Transportation ETF		0.97%1.52%2.13%1.50%2.38%0.67%0.33%1.34%1.74%1.18%0.24%0.00%
ITB
iShares U.S. Home Construction ETF		0.67%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 FTXR have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITB has higher volatility (10.84%) compared to FTXR (6.37%). In terms of maximum drawdown, ITB dropped -86.53% vs FTXR's -52.06%.

On 5-year performance, FTXR leads with 8.63% vs 8.49% for ITB. On fees, ITB is cheaper at 0.38% per year. On volatility, FTXR has been the lower-risk option at 6.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FTXR has performed better with a 8.63% return vs 8.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITB is cheaper with a 0.38% expense ratio, compared with 0.60% for FTXR.

FTXR has the higher dividend yield at 0.97%, compared with 0.67% for ITB.

ITB is categorized as Building & Construction, while FTXR is Industrials Equities. ITB tracks Dow Jones U.S. Select Home Construction Index, while FTXR tracks Nasdaq U.S. Smart Transportation Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.38% for ITB and 0.60% for FTXR.

FTXR currently has the higher Sharpe Ratio (1.72 vs -0.06), 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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