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TECB vs. IHAK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TECB and IHAK is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

TECB vs. IHAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Tech Breakthrough Multisector ETF (TECB) and iShares Cybersecurity & Tech ETF (IHAK). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
101.54%
75.63%
TECB
IHAK

Key characteristics

Sharpe Ratio

TECB:

0.39

IHAK:

0.42

Sortino Ratio

TECB:

0.72

IHAK:

0.74

Omega Ratio

TECB:

1.10

IHAK:

1.09

Calmar Ratio

TECB:

0.40

IHAK:

0.48

Martin Ratio

TECB:

1.47

IHAK:

1.75

Ulcer Index

TECB:

6.55%

IHAK:

5.23%

Daily Std Dev

TECB:

24.58%

IHAK:

21.68%

Max Drawdown

TECB:

-41.62%

IHAK:

-34.42%

Current Drawdown

TECB:

-12.28%

IHAK:

-8.61%

Returns By Period

In the year-to-date period, TECB achieves a -6.31% return, which is significantly lower than IHAK's -0.78% return.


TECB

YTD

-6.31%

1M

-1.29%

6M

-4.59%

1Y

8.97%

5Y*

14.90%

10Y*

N/A

IHAK

YTD

-0.78%

1M

-0.14%

6M

-3.01%

1Y

8.65%

5Y*

11.91%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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TECB vs. IHAK - Expense Ratio Comparison

TECB has a 0.40% expense ratio, which is lower than IHAK's 0.47% expense ratio.


Expense ratio chart for IHAK: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IHAK: 0.47%
Expense ratio chart for TECB: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TECB: 0.40%

Risk-Adjusted Performance

TECB vs. IHAK — Risk-Adjusted Performance Rank

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

TECB
The Risk-Adjusted Performance Rank of TECB is 5353
Overall Rank
The Sharpe Ratio Rank of TECB is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of TECB is 5353
Sortino Ratio Rank
The Omega Ratio Rank of TECB is 5353
Omega Ratio Rank
The Calmar Ratio Rank of TECB is 5555
Calmar Ratio Rank
The Martin Ratio Rank of TECB is 5252
Martin Ratio Rank

IHAK
The Risk-Adjusted Performance Rank of IHAK is 5555
Overall Rank
The Sharpe Ratio Rank of IHAK is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of IHAK is 5555
Sortino Ratio Rank
The Omega Ratio Rank of IHAK is 5151
Omega Ratio Rank
The Calmar Ratio Rank of IHAK is 6262
Calmar Ratio Rank
The Martin Ratio Rank of IHAK is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TECB vs. IHAK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Tech Breakthrough Multisector ETF (TECB) and iShares Cybersecurity & Tech ETF (IHAK). 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.


The chart of Sharpe ratio for TECB, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
TECB: 0.39
IHAK: 0.42
The chart of Sortino ratio for TECB, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
TECB: 0.72
IHAK: 0.74
The chart of Omega ratio for TECB, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
TECB: 1.10
IHAK: 1.09
The chart of Calmar ratio for TECB, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.00
TECB: 0.40
IHAK: 0.48
The chart of Martin ratio for TECB, currently valued at 1.47, compared to the broader market0.0020.0040.0060.00
TECB: 1.47
IHAK: 1.75

The current TECB Sharpe Ratio is 0.39, which is comparable to the IHAK Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of TECB and IHAK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.39
0.42
TECB
IHAK

Dividends

TECB vs. IHAK - Dividend Comparison

TECB's dividend yield for the trailing twelve months is around 0.34%, more than IHAK's 0.20% yield.


TTM202420232022202120202019
TECB
iShares U.S. Tech Breakthrough Multisector ETF
0.34%0.35%0.23%0.61%0.35%0.77%0.00%
IHAK
iShares Cybersecurity & Tech ETF
0.20%0.20%0.13%0.25%0.50%0.40%0.50%

Drawdowns

TECB vs. IHAK - Drawdown Comparison

The maximum TECB drawdown since its inception was -41.62%, which is greater than IHAK's maximum drawdown of -34.42%. Use the drawdown chart below to compare losses from any high point for TECB and IHAK. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.28%
-8.61%
TECB
IHAK

Volatility

TECB vs. IHAK - Volatility Comparison

iShares U.S. Tech Breakthrough Multisector ETF (TECB) has a higher volatility of 16.94% compared to iShares Cybersecurity & Tech ETF (IHAK) at 12.69%. This indicates that TECB's price experiences larger fluctuations and is considered to be riskier than IHAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.94%
12.69%
TECB
IHAK