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ISIN
US4642871929
CUSIP
464287192
Issuer
iShares
Inception Date
Oct 10, 2003
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Dow Jones Transportation Average Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$2B

Share Price Chart


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Performance

IYT Performance Chart

iShares Transportation Average ETF (IYT) is up 14.2% since the beginning of the year. IYT is currently trading at $85 per share. Investors who bought $1,000 worth of IYT shares 5 years ago would now be looking at an investment worth $1,378.


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S&P 500 Index

Returns By Period

iShares Transportation Average ETF (IYT) has returned 14.16% so far this year and 31.37% over the past 12 months. Over the last ten years, IYT has returned 11.22% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares Transportation Average ETF

1D
0.79%
1M
4.05%
YTD
14.16%
6M
12.21%
1Y
31.37%
3Y*
13.83%
5Y*
6.62%
10Y*
11.22%

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)

IYT Monthly Returns History

Based on dividend-adjusted daily data since Oct 10, 2003, IYT's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +17.7%, while the worst month was Mar 2020 at -17.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IYT closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +13.0%, while the worst single day was Mar 16, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.76%6.80%-8.45%8.94%3.11%1.14%14.16%
20253.83%-0.43%-8.05%-5.00%7.50%5.09%-0.79%4.87%0.86%0.89%0.87%2.30%11.48%
2024-1.60%8.90%0.41%-8.65%-0.20%2.23%0.84%1.96%2.74%0.54%7.85%-9.36%4.10%
20238.73%-0.49%-1.03%-2.39%0.36%12.26%6.92%-6.49%-6.03%-6.81%12.26%7.66%24.62%
2022-6.64%0.42%4.43%-10.05%-4.10%-8.31%9.40%-1.85%-13.72%8.10%9.86%-8.15%-21.74%
2021-3.36%10.28%9.91%4.83%1.94%-5.44%-3.60%0.98%-3.68%11.34%-3.98%6.54%26.41%

Benchmark Metrics

iShares Transportation Average ETF has an annualized alpha of 1.33%, beta of 1.05, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since October 10, 2003.

  • This ETF captured 112.67% of S&P 500 Index gains and 108.63% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.05 and R2 of 0.69, 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
1.33%
Beta
1.05
0.69
Upside Capture
112.67%
Downside Capture
108.63%

Expense Ratio

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


Return for Risk

Risk / Return Rank

IYT ranks 47 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.


IYT Risk / Return Rank: 4747
Overall Rank
IYT Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IYT Sortino Ratio Rank: 4444
Sortino Ratio Rank
IYT Omega Ratio Rank: 4242
Omega Ratio Rank
IYT Calmar Ratio Rank: 5454
Calmar Ratio Rank
IYT Martin Ratio Rank: 5151
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 Transportation Average ETF (IYT) 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.


IYTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

2.61

2.78

-0.18

Martin ratioReturn relative to average drawdown

8.46

12.44

-3.98

Dividends

Dividend History

iShares Transportation Average ETF provided a 0.93% dividend yield over the last twelve months, with an annual payout of $0.78 per share.


0.80%0.90%1.00%1.10%1.20%1.30%1.40%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.78$0.75$0.73$0.83$0.75$0.53$0.51$0.63$0.56$0.44$0.39$0.43

Dividend yield

0.93%1.00%1.08%1.26%1.40%0.77%0.93%1.29%1.35%0.92%0.96%1.28%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Transportation Average 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$0.27$0.00$0.00$0.15$0.42
2025$0.00$0.00$0.21$0.00$0.00$0.17$0.00$0.00$0.21$0.00$0.00$0.15$0.75
2024$0.00$0.00$0.19$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.16$0.73
2023$0.00$0.00$0.20$0.00$0.00$0.17$0.00$0.00$0.24$0.00$0.00$0.21$0.83
2022$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.23$0.75
2021$0.00$0.00$0.17$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.00$0.13$0.53

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 Transportation Average 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 Transportation Average ETF was 60.39%, occurring on Mar 9, 2009. Recovery took 468 trading sessions.

The current iShares Transportation Average ETF drawdown is 2.21%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.39%Mar 2009
9mo 6d1y 10mo
2y 7moJun 2008 - Jan 2011
COVID crash2020
-41.28%Mar 2020
1y 6mo5mo 13d
1y 11moSep 2018 - Sep 2020
Bear market2022
-29.15%Sep 2022
8mo 28d1y 4mo
2y 1moJan 2022 - Feb 2024
2011 bear market2011
-28.15%Oct 2011
2mo 27d1y 3mo
1y 6moJul 2011 - Jan 2013
2016 bear market2016
-27.27%Jan 2016
1y 21d10mo 8d
1y 10moDec 2014 - Nov 2016

Drawdown Indicators


IYTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.39%

-56.78%

-3.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-9.10%

-2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-26.35%

-18.90%

-7.45%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

-25.43%

-3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-41.28%

-33.92%

-7.36%

Current Drawdown

Current decline from peak

-2.21%

-1.80%

-0.41%

Average Drawdown

Average peak-to-trough decline

-9.30%

-10.71%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

2.03%

+1.69%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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