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IVRS vs. GOOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVRS vs. GOOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Future Metaverse Tech And Communications ETF (IVRS) and T-Rex 2X Long Alphabet Daily Target ETF (GOOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVRS achieves a -7.07% return, which is significantly lower than GOOX's 24.05% return.


IVRS

1D
2.16%
1M
0.63%
6M
-1.65%
YTD
-7.07%
1Y
-11.56%
3Y*
7.73%
5Y*
10Y*
ALL TIME*
11.16%

GOOX

1D
8.51%
1M
6.14%
6M
3.76%
YTD
24.05%
1Y
213.88%
3Y*
5Y*
10Y*
ALL TIME*
71.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.21M$7.02M$7.62M
$45.64K$34.99K$21.63K

IVRS vs. GOOX - Yearly Performance Comparison


2026 (YTD)20252024
IVRS
iShares Future Metaverse Tech And Communications ETF
-7.07%12.75%10.03%
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
24.05%121.41%44.31%

Correlation

The correlation between IVRS and GOOX is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.48

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Return for Risk

IVRS vs. GOOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IVRS
IVRS Risk / Return Rank: 66
Overall Rank
IVRS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IVRS Sortino Ratio Rank: 55
Sortino Ratio Rank
IVRS Omega Ratio Rank: 55
Omega Ratio Rank
IVRS Calmar Ratio Rank: 66
Calmar Ratio Rank
IVRS Martin Ratio Rank: 66
Martin Ratio Rank

GOOX
GOOX Risk / Return Rank: 9393
Overall Rank
GOOX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GOOX Omega Ratio Rank: 9292
Omega Ratio Rank
GOOX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GOOX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IVRS vs. GOOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future Metaverse Tech And Communications ETF (IVRS) and T-Rex 2X Long Alphabet Daily Target ETF (GOOX). 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.


IVRSGOOXDifference
Sharpe ratioReturn per unit of total volatility

-3.85

Sortino ratioReturn per unit of downside risk

-4.27

Omega ratioGain probability vs. loss probability

0.94

1.46

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.37

5.52

-5.89

Martin ratioReturn relative to average drawdown

-0.69

14.22

-14.91

IVRS vs. GOOX - Sharpe Ratio Comparison

The current IVRS Sharpe Ratio is -0.49, which is lower than the GOOX Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of IVRS and GOOX, 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

IVRS vs. GOOX - Drawdown Comparison

The maximum IVRS drawdown since its inception was -31.43%, smaller than the maximum GOOX drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for IVRS and GOOX.


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Drawdown Indicators


IVRSGOOXDifference

Max Drawdown

Largest peak-to-trough decline

-31.43%

-52.46%

+21.03%

Max Drawdown (1Y)

Largest decline over 1 year

-31.43%

-39.00%

+7.57%

Max Drawdown (3Y)

Largest decline over 3 years

-31.43%

Current Drawdown

Current decline from peak

-20.06%

-17.55%

-2.51%

Average Drawdown

Average peak-to-trough decline

-6.51%

-17.47%

+10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.79%

15.11%

+1.68%

Volatility

IVRS vs. GOOX - Volatility Comparison

The current volatility for iShares Future Metaverse Tech And Communications ETF (IVRS) is 7.97%, while T-Rex 2X Long Alphabet Daily Target ETF (GOOX) has a volatility of 27.63%. This indicates that IVRS experiences smaller price fluctuations and is considered to be less risky than GOOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVRSGOOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

27.63%

-19.66%

Volatility (6M)

Calculated over the trailing 6-month period

19.96%

49.57%

-29.61%

Volatility (1Y)

Calculated over the trailing 1-year period

23.89%

64.16%

-40.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.88%

61.98%

-41.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

61.98%

-41.10%

IVRS vs. GOOX - Expense Ratio Comparison

IVRS has a 0.47% expense ratio, which is lower than GOOX's 1.05% expense ratio.


Dividends

IVRS vs. GOOX - Dividend Comparison

IVRS's dividend yield for the trailing twelve months is around 8.62%, more than GOOX's 0.25% yield.


PositionTTM202520242023
GOOX
T-Rex 2X Long Alphabet Daily Target ETF
0.25%0.30%16.78%0.00%
IVRS
iShares Future Metaverse Tech And Communications ETF
8.62%7.88%6.65%0.48%

Frequently Asked Questions


IVRS and GOOX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOX has higher volatility (27.63%) compared to IVRS (7.97%). In terms of maximum drawdown, IVRS dropped -31.43% vs GOOX's -52.46%.

On 1-year performance, GOOX leads with 213.88% vs -11.56% for IVRS. On fees, IVRS is cheaper at 0.47% per year. On volatility, IVRS has been the lower-risk option at 7.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GOOX has performed better with a 213.88% return vs -11.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVRS is cheaper with a 0.47% expense ratio, compared with 1.05% for GOOX.

IVRS has the higher dividend yield at 8.62%, compared with 0.25% for GOOX.

IVRS is categorized as Technology Equities, while GOOX is Leveraged Equities. They also come from different issuers: iShares and T-Rex. Their fees differ too: 0.47% for IVRS and 1.05% for GOOX.

GOOX currently has the higher Sharpe Ratio (3.36 vs -0.49), 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.

Portfolio Optimizer

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