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ISIN
US4642878387
CUSIP
464287838
Issuer
iShares
Inception Date
Jun 20, 2000
Region
Developed Markets (Broad)
Category
Materials
Leveraged
1x (No leverage)
Index Tracked
Dow Jones U.S. Basic Materials Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$2B

Share Price Chart


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Performance

IYM Performance Chart

iShares U.S. Basic Materials ETF (IYM) is up 20.9% since the beginning of the year. IYM is currently trading at $185 per share. Investors who bought $1,000 worth of IYM shares 5 years ago would now be looking at an investment worth $1,555.


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S&P 500 Index

Returns By Period

iShares U.S. Basic Materials ETF (IYM) has returned 20.88% so far this year and 37.99% over the past 12 months. Over the last ten years, IYM has returned 11.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares U.S. Basic Materials ETF

1D
-0.12%
1M
2.18%
YTD
20.88%
6M
19.00%
1Y
37.99%
3Y*
14.87%
5Y*
9.23%
10Y*
11.29%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYM Monthly Returns History

Based on dividend-adjusted daily data since Jun 20, 2000, IYM's average daily return is +0.05%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 55% of months were positive and 45% were negative. The best month was Oct 2011 with a return of +19.4%, while the worst month was Oct 2008 at -25.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, IYM closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +12.9%, while the worst single day was Oct 15, 2008 at -13.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.61%10.73%-6.45%3.19%1.78%0.44%20.88%
20256.00%0.44%-2.22%-3.05%3.01%4.35%0.42%6.04%-0.18%-3.80%4.83%3.52%20.41%
2024-3.66%4.03%7.02%-4.52%3.51%-3.76%3.12%1.38%3.01%-3.11%1.59%-11.72%-4.54%
202311.38%-2.62%-1.71%-1.31%-7.73%10.70%4.23%-3.53%-5.03%-3.25%7.80%5.42%12.83%
2022-6.52%4.42%9.59%-5.86%0.62%-16.41%5.72%-3.16%-9.68%9.55%11.61%-5.14%-9.15%
2021-1.98%4.22%8.76%4.34%6.16%-5.98%2.09%-0.00%-6.02%7.33%-2.12%7.70%25.62%

Benchmark Metrics

iShares U.S. Basic Materials ETF has an annualized alpha of 2.81%, beta of 1.08, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since June 20, 2000.

  • This ETF captured 120.64% of S&P 500 Index gains and 108.67% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 2.81% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.08 and R2 of 0.66, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.81%
Beta
1.08
0.66
Upside Capture
120.64%
Downside Capture
108.67%

Expense Ratio

IYM has an expense ratio of 0.42%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IYM ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IYM Risk / Return Rank: 5858
Overall Rank
IYM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IYM Sortino Ratio Rank: 5656
Sortino Ratio Rank
IYM Omega Ratio Rank: 5454
Omega Ratio Rank
IYM Calmar Ratio Rank: 5959
Calmar Ratio Rank
IYM Martin Ratio Rank: 6060
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares U.S. Basic Materials ETF (IYM) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IYMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.80

2.78

+0.02

Martin ratioReturn relative to average drawdown

10.54

12.44

-1.90

Dividends

Dividend History

iShares U.S. Basic Materials ETF provided a 1.26% dividend yield over the last twelve months, with an annual payout of $2.33 per share.


1.40%1.60%1.80%2.00%2.20%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.33$2.33$2.15$2.44$2.67$2.08$1.58$2.04$1.41$1.46$1.22$1.44

Dividend yield

1.26%1.51%1.65%1.77%2.14%1.48%1.39%2.08%1.68%1.43%1.47%2.04%

Monthly Dividends

The table displays the monthly dividend distributions for iShares U.S. Basic Materials ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.47$0.00$0.00$0.49$0.96
2025$0.00$0.00$0.48$0.00$0.00$0.47$0.00$0.00$0.62$0.00$0.00$0.76$2.33
2024$0.00$0.00$0.46$0.00$0.00$0.50$0.00$0.00$0.61$0.00$0.00$0.57$2.15
2023$0.00$0.00$0.46$0.00$0.00$0.53$0.00$0.00$0.73$0.00$0.00$0.73$2.44
2022$0.00$0.00$0.42$0.00$0.00$0.83$0.00$0.00$0.72$0.00$0.00$0.71$2.67
2021$0.00$0.00$0.42$0.00$0.00$0.44$0.00$0.00$0.52$0.00$0.00$0.70$2.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares U.S. Basic Materials ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares U.S. Basic Materials ETF was 67.78%, occurring on Nov 20, 2008. Recovery took 1281 trading sessions.

The current iShares U.S. Basic Materials ETF drawdown is 2.07%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-67.78%Nov 2008
5mo 4d5y 1mo
5y 6moJun 2008 - Dec 2013
COVID crash2020
-42.76%Mar 2020
2y 1mo5mo 13d
2y 7moJan 2018 - Sep 2020
Dot-com crash2000–2002
-31.03%Oct 2002
6mo 23d1y 1mo
1y 8moMar 2002 - Dec 2003
Bear market2022
-29.94%Sep 2022
5mo 9d1y 6mo
1y 11moApr 2022 - Apr 2024
2016 bear market2016
-29.87%Jan 2016
1y 4mo10mo 17d
2y 2moSep 2014 - Dec 2016

Drawdown Indicators


IYMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-67.78%

-56.78%

-11.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.61%

-9.10%

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-23.62%

-18.90%

-4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

-25.43%

-4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-42.76%

-33.92%

-8.84%

Current Drawdown

Current decline from peak

-2.07%

-1.80%

-0.27%

Average Drawdown

Average peak-to-trough decline

-11.44%

-10.71%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

2.03%

+1.58%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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