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WFH vs. ITB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFH vs. ITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Work From Home ETF (WFH) and iShares U.S. Home Construction ETF (ITB). The values are adjusted to include any dividend payments, if applicable.

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WFH vs. ITB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WFH
Direxion Work From Home ETF
0.00%15.47%18.55%35.75%-45.26%10.77%34.26%
ITB
iShares U.S. Home Construction ETF
-5.79%-5.26%2.06%68.91%-26.26%49.25%30.92%

Returns By Period


WFH

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ITB

1D
2.80%
1M
-15.62%
YTD
-5.79%
6M
-15.27%
1Y
-3.74%
3Y*
9.80%
5Y*
6.35%
10Y*
13.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WFH vs. ITB - Expense Ratio Comparison

WFH has a 0.45% expense ratio, which is higher than ITB's 0.42% expense ratio.


Return for Risk

WFH vs. ITB — Risk / Return Rank

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

WFH

ITB
ITB Risk / Return Rank: 1010
Overall Rank
ITB Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 1111
Sortino Ratio Rank
ITB Omega Ratio Rank: 1010
Omega Ratio Rank
ITB Calmar Ratio Rank: 1010
Calmar Ratio Rank
ITB Martin Ratio Rank: 1010
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.

WFH vs. ITB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Work From Home ETF (WFH) and iShares U.S. Home Construction ETF (ITB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WFH vs. ITB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WFHITBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

Correlation

The correlation between WFH and ITB is 0.50, 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

WFH vs. ITB - Dividend Comparison

WFH's dividend yield for the trailing twelve months is around 0.91%, less than ITB's 1.25% yield.


TTM20252024202320222021202020192018201720162015
WFH
Direxion Work From Home ETF
0.91%0.94%0.50%0.67%0.42%0.79%0.86%0.00%0.00%0.00%0.00%0.00%
ITB
iShares U.S. Home Construction ETF
1.25%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%

Drawdowns

WFH vs. ITB - Drawdown Comparison


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Drawdown Indicators


WFHITBDifference

Max Drawdown

Largest peak-to-trough decline

-86.53%

Max Drawdown (1Y)

Largest decline over 1 year

-24.45%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

Current Drawdown

Current decline from peak

-28.58%

Average Drawdown

Average peak-to-trough decline

-37.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.43%

Volatility

WFH vs. ITB - Volatility Comparison


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Volatility by Period


WFHITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

Volatility (6M)

Calculated over the trailing 6-month period

19.21%

Volatility (1Y)

Calculated over the trailing 1-year period

30.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.81%