ITB vs. VGT
Compare and contrast key facts about iShares U.S. Home Construction ETF (ITB) and Vanguard Information Technology ETF (VGT).
ITB and VGT 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. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004. Both ITB and VGT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITB or VGT.
Performance
ITB vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, ITB achieves a 15.65% return, which is significantly lower than VGT's 27.15% return. Over the past 10 years, ITB has underperformed VGT with an annualized return of 16.97%, while VGT has yielded a comparatively higher 20.69% annualized return.
ITB
15.65%
-9.32%
9.36%
35.30%
22.08%
16.97%
VGT
27.15%
1.43%
13.73%
33.30%
22.49%
20.69%
Key characteristics
| ITB | VGT | |
|---|---|---|
| Sharpe Ratio | 1.38 | 1.67 |
| Sortino Ratio | 2.00 | 2.20 |
| Omega Ratio | 1.24 | 1.30 |
| Calmar Ratio | 2.29 | 2.31 |
| Martin Ratio | 5.84 | 8.30 |
| Ulcer Index | 6.14% | 4.24% |
| Daily Std Dev | 26.00% | 21.02% |
| Max Drawdown | -86.53% | -54.63% |
| Current Drawdown | -9.32% | -2.14% |
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ITB vs. VGT - Expense Ratio Comparison
ITB has a 0.42% expense ratio, which is higher than VGT's 0.10% expense ratio.
Correlation
The correlation between ITB and VGT 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.
Risk-Adjusted Performance
ITB vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) and Vanguard Information Technology ETF (VGT). 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.
Dividends
ITB vs. VGT - Dividend Comparison
ITB's dividend yield for the trailing twelve months is around 0.39%, less than VGT's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITB iShares U.S. Home Construction ETF | 0.39% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
ITB vs. VGT - Drawdown Comparison
The maximum ITB drawdown since its inception was -86.53%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ITB and VGT. For additional features, visit the drawdowns tool.
Volatility
ITB vs. VGT - Volatility Comparison
iShares U.S. Home Construction ETF (ITB) and Vanguard Information Technology ETF (VGT) have volatilities of 6.95% and 6.62%, 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.