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PICK vs. ISTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PICK vs. ISTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Metals & Mining Producers ETF (PICK) and iShares Strategic Metals ETF (ISTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PICK achieves a 22.74% return, which is significantly higher than ISTM's 7.47% return.


PICK

1D
-0.67%
1M
-0.87%
YTD
22.74%
6M
23.41%
1Y
79.31%
3Y*
20.05%
5Y*
11.96%
10Y*
17.20%

ISTM

1D
-0.83%
1M
-5.36%
YTD
7.47%
6M
11.45%
1Y
47.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PICK vs. ISTM - Yearly Performance Comparison


2026 (YTD)202520242023
PICK
iShares MSCI Global Metals & Mining Producers ETF
22.74%51.89%-16.37%13.41%
ISTM
iShares Strategic Metals ETF
7.47%54.07%6.95%2.69%

Correlation

The correlation between PICK and ISTM is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2023

0.73

The correlation between PICK and ISTM has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

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Return for Risk

PICK vs. ISTM — Risk / Return Rank

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

PICK
PICK Risk / Return Rank: 8080
Overall Rank
PICK Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PICK Sortino Ratio Rank: 7373
Sortino Ratio Rank
PICK Omega Ratio Rank: 7878
Omega Ratio Rank
PICK Calmar Ratio Rank: 8181
Calmar Ratio Rank
PICK Martin Ratio Rank: 8181
Martin Ratio Rank

ISTM
ISTM Risk / Return Rank: 4040
Overall Rank
ISTM Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ISTM Sortino Ratio Rank: 3535
Sortino Ratio Rank
ISTM Omega Ratio Rank: 4646
Omega Ratio Rank
ISTM Calmar Ratio Rank: 4343
Calmar Ratio Rank
ISTM Martin Ratio Rank: 3434
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.

PICK vs. ISTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Metals & Mining Producers ETF (PICK) and iShares Strategic Metals ETF (ISTM). 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.


PICKISTMDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.44

1.28

+0.16

Calmar ratioReturn relative to maximum drawdown

4.08

2.08

+2.00

Martin ratioReturn relative to average drawdown

15.49

4.93

+10.56

PICK vs. ISTM - Sharpe Ratio Comparison

The current PICK Sharpe Ratio is 2.68, which is higher than the ISTM Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PICK and ISTM, 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

PICK vs. ISTM - Drawdown Comparison

The maximum PICK drawdown since its inception was -68.87%, which is greater than ISTM's maximum drawdown of -22.20%. Use the drawdown chart below to compare losses from any high point for PICK and ISTM.


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Drawdown Indicators


PICKISTMDifference

Max Drawdown

Largest peak-to-trough decline

-68.87%

-22.20%

-46.67%

Max Drawdown (1Y)

Largest decline over 1 year

-19.54%

-22.20%

+2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-32.52%

Max Drawdown (5Y)

Largest decline over 5 years

-36.37%

Max Drawdown (10Y)

Largest decline over 10 years

-52.72%

Current Drawdown

Current decline from peak

-8.58%

-15.49%

+6.91%

Average Drawdown

Average peak-to-trough decline

-24.06%

-6.61%

-17.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

9.35%

-4.21%

Volatility

PICK vs. ISTM - Volatility Comparison

iShares MSCI Global Metals & Mining Producers ETF (PICK) has a higher volatility of 12.41% compared to iShares Strategic Metals ETF (ISTM) at 7.37%. This indicates that PICK's price experiences larger fluctuations and is considered to be riskier than ISTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PICKISTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.41%

7.37%

+5.04%

Volatility (6M)

Calculated over the trailing 6-month period

26.15%

28.51%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

29.84%

31.16%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.07%

24.17%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.43%

24.17%

+4.26%

PICK vs. ISTM - Expense Ratio Comparison

PICK has a 0.39% expense ratio, which is lower than ISTM's 0.49% expense ratio.


Dividends

PICK vs. ISTM - Dividend Comparison

PICK's dividend yield for the trailing twelve months is around 2.11%, less than ISTM's 13.75% yield.


PositionTTM20252024202320222021202020192018201720162015
ISTM
iShares Strategic Metals ETF
13.75%14.78%29.62%1.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PICK
iShares MSCI Global Metals & Mining Producers ETF
2.11%2.88%3.26%4.19%6.93%5.89%2.27%5.51%4.77%2.41%1.15%15.77%

Frequently Asked Questions


PICK and ISTM have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PICK has higher volatility (12.41%) compared to ISTM (7.37%). In terms of maximum drawdown, PICK dropped -68.87% vs ISTM's -22.20%.

On 1-year performance, PICK leads with 79.31% vs 47.39% for ISTM. On fees, PICK is cheaper at 0.39% per year. On volatility, ISTM has been the lower-risk option at 7.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PICK has performed better with a 79.31% return vs 47.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PICK is cheaper with a 0.39% expense ratio, compared with 0.49% for ISTM.

ISTM has the higher dividend yield at 13.75%, compared with 2.11% for PICK.

PICK is categorized as Metals, while ISTM is Rare Earth & Strategic Metals. PICK tracks MSCI ACWI Select Metals & Mining Producers ex Gold and Silver Investable Market Index, while ISTM tracks ICE Strategic Re-Industrialization Metals Index. Their fees differ too: 0.39% for PICK and 0.49% for ISTM.

PICK currently has the higher Sharpe Ratio (2.68 vs 1.48), 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 PICK and ISTM

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