ITB vs. TPH
ITB (iShares U.S. Home Construction ETF) is Building & Construction fund tracking the Dow Jones U.S. Select Home Construction Index, while TPH (Tri Pointe Homes, Inc.) is a stock. Over the past 10 years, ITB returned 13.64%/yr vs 15.92%/yr for TPH. Their correlation of 0.81 suggests significant overlap in exposure.
Performance
ITB vs. TPH - Performance Comparison
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Returns By Period
In the year-to-date period, ITB achieves a -3.80% return, which is significantly lower than TPH's 49.19% return. Over the past 10 years, ITB has underperformed TPH with an annualized return of 13.64%, while TPH has yielded a comparatively higher 15.92% annualized 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%
TPH
- 1D
- -0.04%
- 1M
- 0.30%
- YTD
- 49.19%
- 6M
- 36.56%
- 1Y
- 57.34%
- 3Y*
- 16.33%
- 5Y*
- 13.64%
- 10Y*
- 15.92%
ITB vs. TPH - 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% | 59.65% |
TPH Tri Pointe Homes, Inc. | 49.19% | -13.21% | 2.43% | 90.42% | -33.35% | 61.68% | 10.72% | 42.54% | -39.01% | 56.10% |
Correlation
The correlation between ITB and TPH 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 | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2013 | 0.81 |
The correlation between ITB and TPH shifts across timeframes, from 0.73 (1 year) to 0.85 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ITB vs. TPH — Risk / Return Rank
ITB
TPH
ITB vs. TPH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) and Tri Pointe Homes, Inc. (TPH). 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 | TPH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.32 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 2.62 | -2.46 |
| Martin ratioReturn relative to average drawdown | 0.31 | 5.80 | -5.49 |
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 | TPH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.13 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.37 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.38 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.18 | -0.07 |
Drawdowns
ITB vs. TPH - Drawdown Comparison
The maximum ITB drawdown since its inception was -86.53%, which is greater than TPH's maximum drawdown of -70.06%. Use the drawdown chart below to compare losses from any high point for ITB and TPH.
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Drawdown Indicators
| ITB | TPH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.53% | -70.06% | -16.47% |
Max Drawdown (1Y)Largest decline over 1 year | -26.04% | -17.47% | -8.57% |
Max Drawdown (3Y)Largest decline over 3 years | -33.35% | -37.97% | +4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -47.00% | +6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -52.10% | -68.38% | +16.28% |
Current DrawdownCurrent decline from peak | -27.07% | -0.04% | -27.03% |
Average DrawdownAverage peak-to-trough decline | -37.10% | -23.88% | -13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.09% | 7.93% | +5.16% |
Volatility
ITB vs. TPH - Volatility Comparison
iShares U.S. Home Construction ETF (ITB) has a higher volatility of 8.17% compared to Tri Pointe Homes, Inc. (TPH) at 0.48%. This indicates that ITB's price experiences larger fluctuations and is considered to be riskier than TPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ITB | TPH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 0.48% | +7.69% |
Volatility (6M)Calculated over the trailing 6-month period | 20.42% | 29.53% | -9.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.47% | 40.54% | -11.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.19% | 37.27% | -8.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.00% | 41.98% | -11.98% |
Dividends
ITB vs. TPH - Dividend Comparison
ITB's dividend yield for the trailing twelve months is around 1.23%, while TPH has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TPH Tri Pointe Homes, 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% |
Frequently Asked Questions
ITB and TPH 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.
ITB has higher volatility (8.17%) compared to TPH (0.48%). In terms of maximum drawdown, ITB dropped -86.53% vs TPH's -70.06%.
TPH currently has the higher Sharpe Ratio (1.13 vs 0.14), 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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