IVRS vs. IBOT

Last updated Aug 2, 2026

IVRS (iShares Future Metaverse Tech And Communications ETF) and IBOT (VanEck Robotics ETF) are both Technology Equities funds - IVRS tracks the Morningstar Global Metaverse & Virtual Interaction Select Index - Benchmark TR Net while IBOT tracks the BlueStar® Robotics Index. Both are passively managed. Over the past 3 years, IVRS returned 5.18%/yr vs 20.65%/yr for IBOT. Their 0.76 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.47% expense ratio.

Performance

IVRS vs. IBOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Future Metaverse Tech And Communications ETF (IVRS) and VanEck Robotics ETF (IBOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IVRS achieves a -9.04% return, which is significantly lower than IBOT's 22.66% return.

IVRS

• 1D: -2.59%
• 1M: -1.49%
• 6M: -5.51%
• YTD: -9.04%
• 1Y: -13.44%
• 3Y*: 5.18%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.50%

IBOT

• 1D: 0.63%
• 1M: -2.49%
• 6M: 13.28%
• YTD: 22.66%
• 1Y: 40.55%
• 3Y*: 20.65%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 23.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IBOT VanEck Robotics ETF	$982.88K	$1.04M	$1.47M
IVRS iShares Future Metaverse Tech And Communications ETF	$45.88K	$34.78K	$21.77K

IVRS vs. IBOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IVRS iShares Future Metaverse Tech And Communications ETF	-9.04%	12.75%	7.40%	24.15%
IBOT VanEck Robotics ETF	22.66%	28.57%	6.39%	19.46%

Correlation

The correlation between IVRS and IBOT is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.64
Correlation (3Y) Balances recent behavior with more history.	0.75
Correlation (All Time) Calculated using the full available price history since Apr 6, 2023	0.76

The correlation between IVRS and IBOT shifts across timeframes, from 0.64 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

IVRS vs. IBOT - Sectors Allocation Comparison

Sectors	IVRS	IBOT
Communication Services	46.3%	-
Technology	31.8%	49.0%
Financial Services	17.9%	-
Consumer Cyclical	4.0%	2.2%
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	3.5%
Healthcare	-	0.8%
Industrials	-	46.7%
Real Estate	-	-
Utilities	-	-

Return for Risk

IVRS vs. IBOT — Risk / Return Rank

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

IVRS

IVRS Risk / Return Rank: 5
IVRS Sharpe Ratio Rank: 4
IVRS Sortino Ratio Rank: 4
IVRS Omega Ratio Rank: 4
IVRS Calmar Ratio Rank: 5
IVRS Martin Ratio Rank: 5

IBOT

IBOT Risk / Return Rank: 68
IBOT Sharpe Ratio Rank: 70
IBOT Sortino Ratio Rank: 66
IBOT Omega Ratio Rank: 65
IBOT Calmar Ratio Rank: 68
IBOT Martin Ratio Rank: 70

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. IBOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future Metaverse Tech And Communications ETF (IVRS) and VanEck Robotics ETF (IBOT). 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.

	IVRS	IBOT	Difference
Sharpe ratio: Return per unit of total volatility	-0.65	1.58	-2.22
Sortino ratio: Return per unit of downside risk	-0.77	2.17	-2.95
Omega ratio: Gain probability vs. loss probability	0.91	1.27	-0.37
Calmar ratio: Return relative to maximum drawdown	-0.49	2.36	-2.85
Martin ratio: Return relative to average drawdown	-0.92	8.55	-9.47

IVRS vs. IBOT - Sharpe Ratio Comparison

The current IVRS Sharpe Ratio is -0.65, which is lower than the IBOT Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IVRS and IBOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IVRS vs. IBOT - Drawdown Comparison

The maximum IVRS drawdown since its inception was -31.43%, which is greater than IBOT's maximum drawdown of -25.39%. Use the drawdown chart below to compare losses from any high point for IVRS and IBOT.

Drawdown Indicators

	IVRS	IBOT	Difference
Max Drawdown Largest peak-to-trough decline	-31.43%	-25.39%	-6.04%
Max Drawdown (1Y) Largest decline over 1 year	-31.43%	-16.74%	-14.69%
Max Drawdown (3Y) Largest decline over 3 years	-31.43%	-25.39%	-6.04%
Current Drawdown Current decline from peak	-21.75%	-6.48%	-15.27%
Average Drawdown Average peak-to-trough decline	-6.49%	-5.02%	-1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.74%	4.60%	+12.14%

Volatility

IVRS vs. IBOT - Volatility Comparison

The current volatility for iShares Future Metaverse Tech And Communications ETF (IVRS) is 7.66%, while VanEck Robotics ETF (IBOT) has a volatility of 8.45%. This indicates that IVRS experiences smaller price fluctuations and is considered to be less risky than IBOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IVRS	IBOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.66%	8.45%	-0.79%
Volatility (6M) Calculated over the trailing 6-month period	20.23%	20.98%	-0.75%
Volatility (1Y) Calculated over the trailing 1-year period	23.89%	25.05%	-1.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.86%	22.80%	-1.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.86%	22.80%	-1.94%

IVRS vs. IBOT - Expense Ratio Comparison

Both IVRS and IBOT have an expense ratio of 0.47%.

Dividends

IVRS vs. IBOT - Dividend Comparison

IVRS's dividend yield for the trailing twelve months is around 8.80%, more than IBOT's 0.31% yield.

Position	TTM	2025	2024	2023
IBOT VanEck Robotics ETF	0.31%	0.38%	2.81%	2.06%
IVRS iShares Future Metaverse Tech And Communications ETF	8.80%	7.88%	6.65%	0.48%

Frequently Asked Questions

Can I hold both IVRS and IBOT in my portfolio?

IVRS and IBOT have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IVRS or IBOT?

IBOT has higher volatility (8.45%) compared to IVRS (7.66%). In terms of maximum drawdown, IVRS dropped -31.43% vs IBOT's -25.39%.

Which ETF is better, IVRS or IBOT?

On 3-year performance, IBOT leads with 20.65% vs 5.18% for IVRS. Both ETFs have the same 0.47% expense ratio. On volatility, IVRS has been the lower-risk option at 7.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IVRS or IBOT?

Over the 3-year period, IBOT has performed better with a 20.65% return vs 5.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IVRS or IBOT?

IVRS and IBOT have the same expense ratio: 0.47% per year.

Which ETF pays a higher dividend yield, IVRS or IBOT?

IVRS has the higher dividend yield at 8.80%, compared with 0.31% for IBOT.

What is the main difference between IVRS and IBOT?

IVRS tracks Morningstar Global Metaverse & Virtual Interaction Select Index - Benchmark TR Net, while IBOT tracks BlueStar® Robotics Index. They also come from different issuers: iShares and VanEck.

Which has better risk-adjusted returns?

IBOT currently has the higher Sharpe Ratio (1.58 vs -0.65), 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.