IShares Trust Information Ratio
| IBIK ETF | | | 26.00 -0.03 -0.12% |
The Information Ratio measures excess return (alpha) per unit of tracking error relative to a benchmark. Unlike the Sharpe Ratio, which uses total volatility, the Information Ratio isolates only the variability of the alpha component — the return attributable to active decisions rather than passive market exposure. Below is IShares Trust's current Information Ratio with peer comparisons and related risk metrics.
Current Information Ratio Value
At 0.0195, IShares Trust exhibits positive but modest excess return per unit of tracking risk in Information Ratio. IShares Trust has outperformed its benchmark, though the margin is limited relative to the tracking error incurred.
INFOR | = | ER[a] - ER[b]STD[a] |
| = | 0.0195 | |
Information Ratio Peers Comparison
The peer group averages 0.04 for Information Ratio, with IShares Trust at 0.0195 falling below that level. Readings span -0.0936 (IDX Dynamic Fixed) to 0.1412 (SPDR Galaxy Hedged). IShares Trust's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Information Ratio Relative To Other Indicators
The chart below plots Information Ratio against Maximum Drawdown for IShares Trust and its peers. Each point represents one equity — position along the horizontal axis shows Information Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
The Maximum Drawdown-to-Information Ratio ratio for IShares Trust sits near
73.41 , with Information Ratio at
0.02 and Maximum Drawdown at
1.43 . This indicates Maximum Drawdown substantially exceeds Information Ratio for IShares Trust.
Methodology, Assumptions & Data Sources
The current Information Ratio for IShares Trust is 0.0195. The Information Ratio for IShares Trust applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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