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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.

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Returns By Period

In the year-to-date period, IXN achieves a 26.77% return, which is significantly higher than ETH-USD's -35.51% return. Over the past 10 years, IXN has underperformed ETH-USD with an annualized return of 23.62%, while ETH-USD has yielded a comparatively higher 62.58% annualized return.


IXN

1D
0.25%
1M
-9.14%
6M
24.01%
YTD
26.77%
1Y
41.13%
3Y*
29.42%
5Y*
19.04%
10Y*
23.62%
ALL TIME*
12.24%

ETH-USD

1D
2.26%
1M
10.05%
6M
-39.98%
YTD
-35.51%
1Y
-49.10%
3Y*
0.37%
5Y*
-0.85%
10Y*
62.58%
ALL TIME*
80.34%
*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
26.77%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%41.23%
ETH-USD
Ethereum
-35.51%-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 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.26

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 7, 2015

0.18

The correlation between IXN and ETH-USD shifts across timeframes, from 0.18 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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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: 6565
Overall Rank
IXN Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 5757
Sortino Ratio Rank
IXN Omega Ratio Rank: 5858
Omega Ratio Rank
IXN Calmar Ratio Rank: 7878
Calmar Ratio Rank
IXN Martin Ratio Rank: 6666
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 6464
Overall Rank
ETH-USD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6262
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6262
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7373
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 6868
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.

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.


IXNETH-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.32

Sortino ratioReturn per unit of downside risk

+3.05

Omega ratioGain probability vs. loss probability

1.27

0.90

+0.37

Calmar ratioReturn relative to maximum drawdown

3.00

-0.73

+3.72

Martin ratioReturn relative to average drawdown

8.66

-1.11

+9.77

IXN vs. ETH-USD - Sharpe Ratio Comparison

The current IXN Sharpe Ratio is 1.57, which is higher than the ETH-USD Sharpe Ratio of -0.74. 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.


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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.


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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%

-67.60%

+53.80%

Max Drawdown (3Y)

Largest decline over 3 years

-25.55%

-67.60%

+42.05%

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

-11.11%

-60.40%

+49.29%

Average Drawdown

Average peak-to-trough decline

-11.24%

-51.01%

+39.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

34.69%

-29.93%

Volatility

IXN vs. ETH-USD - Volatility Comparison

The current volatility for iShares Global Tech ETF (IXN) is 10.78%, while Ethereum (ETH-USD) has a volatility of 13.43%. 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.


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Volatility by Period


IXNETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.78%

13.43%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

22.87%

46.67%

-23.80%

Volatility (1Y)

Calculated over the trailing 1-year period

26.35%

54.96%

-28.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.67%

58.71%

-33.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

76.77%

-52.01%

Frequently Asked Questions


IXN and ETH-USD have a correlation of 0.37, 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 (13.43%) compared to IXN (10.78%). In terms of maximum drawdown, IXN dropped -55.67% vs ETH-USD's -94.01%.

IXN currently has the higher Sharpe Ratio (1.57 vs -0.74), 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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