THRO vs. DOUG
THRO (iShares U.S. Thematic Rotation Active ETF) is Tactical Allocation fund actively managed by iShares, while DOUG (Douglas Elliman Inc.) is a stock. Over the past 3 years, THRO returned 24.41%/yr vs -14.70%/yr for DOUG. At a 0.40 correlation, their price movements are largely independent.
Performance
THRO vs. DOUG - Performance Comparison
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Returns By Period
In the year-to-date period, THRO achieves a 12.78% return, which is significantly higher than DOUG's -28.27% return.
THRO
- 1D
- -0.55%
- 1M
- 6.78%
- YTD
- 12.78%
- 6M
- 12.56%
- 1Y
- 26.45%
- 3Y*
- 24.41%
- 5Y*
- —
- 10Y*
- —
DOUG
- 1D
- -3.95%
- 1M
- -10.53%
- YTD
- -28.27%
- 6M
- -36.33%
- 1Y
- -35.85%
- 3Y*
- -14.70%
- 5Y*
- —
- 10Y*
- —
THRO vs. DOUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
THRO iShares U.S. Thematic Rotation Active ETF | 12.78% | 15.04% | 32.03% | 24.40% | -17.85% | -0.23% |
DOUG Douglas Elliman Inc. | -28.27% | 41.92% | -43.39% | -20.91% | -63.17% | -5.19% |
Correlation
The correlation between THRO and DOUG is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2021 | 0.40 |
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Return for Risk
THRO vs. DOUG — Risk / Return Rank
THRO
DOUG
THRO vs. DOUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Thematic Rotation Active ETF (THRO) and Douglas Elliman Inc. (DOUG). 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.
| THRO | DOUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.57 | ||
| Sortino ratioReturn per unit of downside risk | +3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.95 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | -0.72 | +3.16 |
| Martin ratioReturn relative to average drawdown | 10.84 | -1.41 | +12.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| THRO | DOUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | -0.52 | +2.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | -0.48 | +1.23 |
Drawdowns
THRO vs. DOUG - Drawdown Comparison
The maximum THRO drawdown since its inception was -26.54%, smaller than the maximum DOUG drawdown of -90.26%. Use the drawdown chart below to compare losses from any high point for THRO and DOUG.
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Drawdown Indicators
| THRO | DOUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.54% | -90.26% | +63.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.87% | -49.84% | +38.97% |
Max Drawdown (3Y)Largest decline over 3 years | -19.07% | -66.45% | +47.38% |
Current DrawdownCurrent decline from peak | -0.55% | -84.09% | +83.54% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -72.85% | +66.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 25.42% | -22.97% |
Volatility
THRO vs. DOUG - Volatility Comparison
The current volatility for iShares U.S. Thematic Rotation Active ETF (THRO) is 3.47%, while Douglas Elliman Inc. (DOUG) has a volatility of 21.11%. This indicates that THRO experiences smaller price fluctuations and is considered to be less risky than DOUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THRO | DOUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 21.11% | -17.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 51.56% | -41.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 68.58% | -55.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.72% | 71.37% | -52.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 71.37% | -52.65% |
Dividends
THRO vs. DOUG - Dividend Comparison
THRO's dividend yield for the trailing twelve months is around 0.16%, while DOUG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DOUG Douglas Elliman Inc. | 0.00% | 0.00% | 0.00% | 3.31% | 4.91% |
THRO iShares U.S. Thematic Rotation Active ETF | 0.16% | 0.15% | 0.73% | 0.55% | 0.90% |
Frequently Asked Questions
THRO and DOUG have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DOUG has higher volatility (21.11%) compared to THRO (3.47%). In terms of maximum drawdown, THRO dropped -26.54% vs DOUG's -90.26%.
THRO currently has the higher Sharpe Ratio (2.05 vs -0.52), 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.
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