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ITB vs. GUNR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITB and GUNR is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

ITB vs. GUNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Home Construction ETF (ITB) and FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%NovemberDecember2025FebruaryMarchApril
1,009.13%
71.55%
ITB
GUNR

Key characteristics

Sharpe Ratio

ITB:

-0.46

GUNR:

-0.28

Sortino Ratio

ITB:

-0.51

GUNR:

-0.27

Omega Ratio

ITB:

0.94

GUNR:

0.96

Calmar Ratio

ITB:

-0.39

GUNR:

-0.22

Martin Ratio

ITB:

-0.90

GUNR:

-0.63

Ulcer Index

ITB:

14.57%

GUNR:

8.18%

Daily Std Dev

ITB:

28.34%

GUNR:

18.22%

Max Drawdown

ITB:

-86.53%

GUNR:

-45.64%

Current Drawdown

ITB:

-28.88%

GUNR:

-13.35%

Returns By Period

In the year-to-date period, ITB achieves a -11.12% return, which is significantly lower than GUNR's 5.36% return. Over the past 10 years, ITB has outperformed GUNR with an annualized return of 13.73%, while GUNR has yielded a comparatively lower 5.17% annualized return.


ITB

YTD

-11.12%

1M

-5.88%

6M

-23.22%

1Y

-11.74%

5Y*

23.98%

10Y*

13.73%

GUNR

YTD

5.36%

1M

-2.59%

6M

-4.35%

1Y

-5.95%

5Y*

12.69%

10Y*

5.17%

*Annualized

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ITB vs. GUNR - Expense Ratio Comparison

ITB has a 0.42% expense ratio, which is lower than GUNR's 0.46% expense ratio.


Expense ratio chart for GUNR: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GUNR: 0.46%
Expense ratio chart for ITB: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITB: 0.42%

Risk-Adjusted Performance

ITB vs. GUNR — Risk-Adjusted Performance Rank

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

ITB
The Risk-Adjusted Performance Rank of ITB is 55
Overall Rank
The Sharpe Ratio Rank of ITB is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ITB is 55
Sortino Ratio Rank
The Omega Ratio Rank of ITB is 66
Omega Ratio Rank
The Calmar Ratio Rank of ITB is 44
Calmar Ratio Rank
The Martin Ratio Rank of ITB is 66
Martin Ratio Rank

GUNR
The Risk-Adjusted Performance Rank of GUNR is 88
Overall Rank
The Sharpe Ratio Rank of GUNR is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of GUNR is 88
Sortino Ratio Rank
The Omega Ratio Rank of GUNR is 88
Omega Ratio Rank
The Calmar Ratio Rank of GUNR is 88
Calmar Ratio Rank
The Martin Ratio Rank of GUNR is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ITB vs. GUNR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) and FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR). 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.


The chart of Sharpe ratio for ITB, currently valued at -0.46, compared to the broader market-1.000.001.002.003.004.00
ITB: -0.46
GUNR: -0.28
The chart of Sortino ratio for ITB, currently valued at -0.51, compared to the broader market-2.000.002.004.006.008.00
ITB: -0.51
GUNR: -0.27
The chart of Omega ratio for ITB, currently valued at 0.94, compared to the broader market0.501.001.502.002.50
ITB: 0.94
GUNR: 0.96
The chart of Calmar ratio for ITB, currently valued at -0.39, compared to the broader market0.002.004.006.008.0010.0012.00
ITB: -0.39
GUNR: -0.22
The chart of Martin ratio for ITB, currently valued at -0.90, compared to the broader market0.0020.0040.0060.00
ITB: -0.90
GUNR: -0.63

The current ITB Sharpe Ratio is -0.46, which is lower than the GUNR Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of ITB and GUNR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.46
-0.28
ITB
GUNR

Dividends

ITB vs. GUNR - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 1.08%, less than GUNR's 3.52% yield.


TTM20242023202220212020201920182017201620152014
ITB
iShares U.S. Home Construction ETF
1.08%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%0.34%
GUNR
FlexShares Morningstar Global Upstream Natural Resources Index Fund
3.52%3.39%3.55%4.12%3.61%2.79%3.25%3.28%2.00%1.73%4.50%2.80%

Drawdowns

ITB vs. GUNR - Drawdown Comparison

The maximum ITB drawdown since its inception was -86.53%, which is greater than GUNR's maximum drawdown of -45.64%. Use the drawdown chart below to compare losses from any high point for ITB and GUNR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.88%
-13.35%
ITB
GUNR

Volatility

ITB vs. GUNR - Volatility Comparison

iShares U.S. Home Construction ETF (ITB) has a higher volatility of 13.00% compared to FlexShares Morningstar Global Upstream Natural Resources Index Fund (GUNR) at 12.27%. This indicates that ITB's price experiences larger fluctuations and is considered to be riskier than GUNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.00%
12.27%
ITB
GUNR