PortfoliosLab logoPortfoliosLab logo
IXN vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IXN vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IXN achieves a 32.00% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, IXN has underperformed ETH-USD with an annualized return of 24.76%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.


IXN

1D
2.45%
1M
4.20%
YTD
32.00%
6M
30.10%
1Y
61.63%
3Y*
33.24%
5Y*
21.65%
10Y*
24.76%

ETH-USD

1D
-1.64%
1M
-28.55%
YTD
-43.98%
6M
-46.81%
1Y
-33.81%
3Y*
-3.34%
5Y*
-8.64%
10Y*
61.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXN vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXN
iShares Global Tech ETF
32.00%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%41.23%
ETH-USD
Ethereum
-43.98%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-82.39%8,984.19%

Correlation

The correlation between IXN and ETH-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2015

0.18

Over the past year, IXN and ETH-USD have become more correlated (0.39) than their long-term average of 0.18, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

IXN vs. ETH-USD — Risk / Return Rank

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

IXN
IXN Risk / Return Rank: 8484
Overall Rank
IXN Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 8080
Sortino Ratio Rank
IXN Omega Ratio Rank: 8181
Omega Ratio Rank
IXN Calmar Ratio Rank: 8787
Calmar Ratio Rank
IXN Martin Ratio Rank: 8282
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6868
Overall Rank
ETH-USD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6565
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7474
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IXN vs. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) and Ethereum (ETH-USD). 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.


IXNETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.15

Sortino ratioReturn per unit of downside risk

+3.57

Omega ratioGain probability vs. loss probability

1.44

0.96

+0.47

Calmar ratioReturn relative to maximum drawdown

4.49

-0.50

+4.99

Martin ratioReturn relative to average drawdown

15.19

-0.88

+16.07

IXN vs. ETH-USD - Sharpe Ratio Comparison

The current IXN Sharpe Ratio is 2.65, which is higher than the ETH-USD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of IXN and ETH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IXNETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

-0.50

+3.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

-0.12

+0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.65

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.75

-0.22

Drawdowns

IXN vs. ETH-USD - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for IXN and ETH-USD.


Loading charts...

Drawdown Indicators


IXNETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-94.01%

+38.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-67.53%

+53.73%

Max Drawdown (3Y)

Largest decline over 3 years

-25.55%

-67.53%

+41.98%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-79.35%

+43.05%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

-94.01%

+57.71%

Current Drawdown

Current decline from peak

-7.44%

-65.60%

+58.16%

Average Drawdown

Average peak-to-trough decline

-11.27%

-50.89%

+39.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

44.58%

-40.51%

Volatility

IXN vs. ETH-USD - Volatility Comparison

The current volatility for iShares Global Tech ETF (IXN) is 11.51%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that IXN experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IXNETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.51%

16.88%

-5.37%

Volatility (6M)

Calculated over the trailing 6-month period

19.70%

46.80%

-27.10%

Volatility (1Y)

Calculated over the trailing 1-year period

23.42%

56.55%

-33.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.08%

59.65%

-34.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.53%

78.04%

-53.51%

Frequently Asked Questions


IXN and ETH-USD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETH-USD has higher volatility (16.88%) compared to IXN (11.51%). In terms of maximum drawdown, IXN dropped -55.67% vs ETH-USD's -94.01%.

IXN currently has the higher Sharpe Ratio (2.65 vs -0.50), 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

Find the right allocation for IXN and ETH-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer