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IVES vs. HACK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVES and HACK 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

IVES vs. HACK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wedbush ETFMG Global Cloud Technology ETF (IVES) and ETFMG Prime Cyber Security ETF (HACK). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
75.93%
232.30%
IVES
HACK

Key characteristics

Sharpe Ratio

IVES:

-0.02

HACK:

0.73

Sortino Ratio

IVES:

0.19

HACK:

1.16

Omega Ratio

IVES:

1.03

HACK:

1.16

Calmar Ratio

IVES:

-0.01

HACK:

0.85

Martin Ratio

IVES:

-0.06

HACK:

3.08

Ulcer Index

IVES:

8.83%

HACK:

6.02%

Daily Std Dev

IVES:

31.58%

HACK:

25.50%

Max Drawdown

IVES:

-56.11%

HACK:

-42.68%

Current Drawdown

IVES:

-28.13%

HACK:

-11.36%

Returns By Period

In the year-to-date period, IVES achieves a -11.89% return, which is significantly lower than HACK's -1.45% return.


IVES

YTD

-11.89%

1M

-5.90%

6M

-12.07%

1Y

-2.80%

5Y*

7.06%

10Y*

N/A

HACK

YTD

-1.45%

1M

-2.16%

6M

4.68%

1Y

18.69%

5Y*

13.52%

10Y*

9.69%

*Annualized

Compare stocks, funds, or ETFs

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


IVES vs. HACK - Expense Ratio Comparison

IVES has a 0.68% expense ratio, which is higher than HACK's 0.60% expense ratio.


Expense ratio chart for IVES: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVES: 0.68%
Expense ratio chart for HACK: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HACK: 0.60%

Risk-Adjusted Performance

IVES vs. HACK — Risk-Adjusted Performance Rank

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

IVES
The Risk-Adjusted Performance Rank of IVES is 2020
Overall Rank
The Sharpe Ratio Rank of IVES is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of IVES is 2222
Sortino Ratio Rank
The Omega Ratio Rank of IVES is 2222
Omega Ratio Rank
The Calmar Ratio Rank of IVES is 1818
Calmar Ratio Rank
The Martin Ratio Rank of IVES is 1818
Martin Ratio Rank

HACK
The Risk-Adjusted Performance Rank of HACK is 7373
Overall Rank
The Sharpe Ratio Rank of HACK is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of HACK is 7272
Sortino Ratio Rank
The Omega Ratio Rank of HACK is 7070
Omega Ratio Rank
The Calmar Ratio Rank of HACK is 7878
Calmar Ratio Rank
The Martin Ratio Rank of HACK is 7373
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.

IVES vs. HACK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wedbush ETFMG Global Cloud Technology ETF (IVES) and ETFMG Prime Cyber Security ETF (HACK). 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 IVES, currently valued at -0.09, compared to the broader market-1.000.001.002.003.004.00
IVES: -0.09
HACK: 0.73
The chart of Sortino ratio for IVES, currently valued at 0.09, compared to the broader market-2.000.002.004.006.008.00
IVES: 0.09
HACK: 1.16
The chart of Omega ratio for IVES, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
IVES: 1.01
HACK: 1.16
The chart of Calmar ratio for IVES, currently valued at -0.07, compared to the broader market0.002.004.006.008.0010.0012.00
IVES: -0.07
HACK: 0.85
The chart of Martin ratio for IVES, currently valued at -0.32, compared to the broader market0.0020.0040.0060.00
IVES: -0.32
HACK: 3.08

The current IVES Sharpe Ratio is -0.02, which is lower than the HACK Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of IVES and HACK, 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-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.09
0.73
IVES
HACK

Dividends

IVES vs. HACK - Dividend Comparison

IVES's dividend yield for the trailing twelve months is around 0.22%, more than HACK's 0.14% yield.


TTM202420232022202120202019201820172016
IVES
Wedbush ETFMG Global Cloud Technology ETF
0.22%0.21%0.00%0.00%0.00%0.39%1.16%0.38%1.02%0.64%
HACK
ETFMG Prime Cyber Security ETF
0.14%0.14%0.21%0.24%0.26%1.11%0.14%0.09%0.01%1.23%

Drawdowns

IVES vs. HACK - Drawdown Comparison

The maximum IVES drawdown since its inception was -56.11%, which is greater than HACK's maximum drawdown of -42.68%. Use the drawdown chart below to compare losses from any high point for IVES and HACK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.13%
-11.36%
IVES
HACK

Volatility

IVES vs. HACK - Volatility Comparison

Wedbush ETFMG Global Cloud Technology ETF (IVES) has a higher volatility of 21.25% compared to ETFMG Prime Cyber Security ETF (HACK) at 16.18%. This indicates that IVES's price experiences larger fluctuations and is considered to be riskier than HACK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.25%
16.18%
IVES
HACK