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SPAM vs. IJR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPAM vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes Cybersecurity ETF (SPAM) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

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SPAM vs. IJR - Yearly Performance Comparison


2026 (YTD)202520242023
SPAM
Themes Cybersecurity ETF
-5.88%4.86%10.58%5.42%
IJR
iShares Core S&P Small-Cap ETF
3.60%5.89%8.63%8.16%

Returns By Period

In the year-to-date period, SPAM achieves a -5.88% return, which is significantly lower than IJR's 3.60% return.


SPAM

1D
3.78%
1M
0.69%
YTD
-5.88%
6M
-17.32%
1Y
1.94%
3Y*
5Y*
10Y*

IJR

1D
2.85%
1M
-4.00%
YTD
3.60%
6M
5.26%
1Y
20.51%
3Y*
10.49%
5Y*
4.08%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPAM vs. IJR - Expense Ratio Comparison

SPAM has a 0.35% expense ratio, which is higher than IJR's 0.06% expense ratio.


Return for Risk

SPAM vs. IJR — Risk / Return Rank

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

SPAM
SPAM Risk / Return Rank: 1313
Overall Rank
SPAM Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPAM Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPAM Omega Ratio Rank: 1414
Omega Ratio Rank
SPAM Calmar Ratio Rank: 1212
Calmar Ratio Rank
SPAM Martin Ratio Rank: 1212
Martin Ratio Rank

IJR
IJR Risk / Return Rank: 5858
Overall Rank
IJR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 5858
Sortino Ratio Rank
IJR Omega Ratio Rank: 5353
Omega Ratio Rank
IJR Calmar Ratio Rank: 6161
Calmar Ratio Rank
IJR Martin Ratio Rank: 6363
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.

SPAM vs. IJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes Cybersecurity ETF (SPAM) and iShares Core S&P Small-Cap ETF (IJR). 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.


SPAMIJRDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.91

-0.84

Sortino ratio

Return per unit of downside risk

0.29

1.41

-1.13

Omega ratio

Gain probability vs. loss probability

1.04

1.19

-0.15

Calmar ratio

Return relative to maximum drawdown

0.01

1.43

-1.42

Martin ratio

Return relative to average drawdown

0.02

5.77

-5.76

SPAM vs. IJR - Sharpe Ratio Comparison

The current SPAM Sharpe Ratio is 0.07, which is lower than the IJR Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SPAM and IJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPAMIJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.91

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.42

-0.15

Correlation

The correlation between SPAM and IJR is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SPAM vs. IJR - Dividend Comparison

SPAM's dividend yield for the trailing twelve months is around 0.52%, less than IJR's 1.29% yield.


TTM20252024202320222021202020192018201720162015
SPAM
Themes Cybersecurity ETF
0.52%0.49%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IJR
iShares Core S&P Small-Cap ETF
1.29%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%

Drawdowns

SPAM vs. IJR - Drawdown Comparison

The maximum SPAM drawdown since its inception was -24.02%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for SPAM and IJR.


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Drawdown Indicators


SPAMIJRDifference

Max Drawdown

Largest peak-to-trough decline

-24.02%

-58.15%

+34.13%

Max Drawdown (1Y)

Largest decline over 1 year

-24.02%

-14.85%

-9.17%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

Current Drawdown

Current decline from peak

-20.11%

-5.73%

-14.38%

Average Drawdown

Average peak-to-trough decline

-6.37%

-9.34%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.78%

3.66%

+6.12%

Volatility

SPAM vs. IJR - Volatility Comparison

Themes Cybersecurity ETF (SPAM) has a higher volatility of 8.04% compared to iShares Core S&P Small-Cap ETF (IJR) at 6.27%. This indicates that SPAM's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPAMIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

6.27%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

19.15%

12.98%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

26.80%

22.66%

+4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.51%

21.52%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

22.91%

+0.60%