EFIV vs. IYJ
EFIV (State Street SPDR S&P 500 ESG ETF) and IYJ (iShares U.S. Industrials ETF) are both exchange-traded funds - EFIV is a S&P 500 fund tracking the S&P 500 Scored & Screened Index, while IYJ is a Industrials Equities fund tracking the Dow Jones U.S. Industrials Index. Both are passively managed. Over the past 5 years, EFIV returned 13.59%/yr vs 8.82%/yr for IYJ. Their correlation of 0.82 means they have usually moved in the same direction. EFIV charges 0.10%/yr vs 0.38%/yr for IYJ.
Performance
EFIV vs. IYJ - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EFIV having a 10.48% return and IYJ slightly higher at 10.98%.
EFIV
- 1D
- 1.10%
- 1M
- 0.50%
- 6M
- 8.51%
- YTD
- 10.48%
- 1Y
- 24.02%
- 3Y*
- 19.30%
- 5Y*
- 13.59%
- 10Y*
- —
- ALL TIME*
- 17.34%
IYJ
- 1D
- 0.42%
- 1M
- -1.57%
- 6M
- 6.85%
- YTD
- 10.98%
- 1Y
- 15.96%
- 3Y*
- 15.34%
- 5Y*
- 8.82%
- 10Y*
- 12.56%
- ALL TIME*
- 8.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.53M | $6.41M | $3.64M | |
| $17.87M | $17.26M | $14.22M |
EFIV vs. IYJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 10.48% | 18.47% | 23.80% | 27.92% | -17.76% | 31.70% | 16.38% |
IYJ iShares U.S. Industrials ETF | 10.98% | 11.94% | 17.82% | 19.94% | -13.53% | 17.02% | 23.41% |
Correlation
The correlation between EFIV and IYJ is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2020 | 0.82 |
The correlation between EFIV and IYJ shifts across timeframes, from 0.69 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EFIV vs. IYJ — Risk / Return Rank
EFIV
IYJ
EFIV vs. IYJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 ESG ETF (EFIV) and iShares U.S. Industrials ETF (IYJ). 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.
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.
| EFIV | IYJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.16 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.24 | +1.12 |
| Martin ratioReturn relative to average drawdown | 10.30 | 4.54 | +5.76 |
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Drawdowns
EFIV vs. IYJ - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.52%, smaller than the maximum IYJ drawdown of -61.97%. Use the drawdown chart below to compare losses from any high point for EFIV and IYJ.
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Drawdown Indicators
| EFIV | IYJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.52% | -61.97% | +37.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -11.39% | +1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -19.23% | -19.67% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -26.24% | +1.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.20% | — |
Current DrawdownCurrent decline from peak | -0.84% | -2.14% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -11.15% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 3.11% | -0.95% |
Volatility
EFIV vs. IYJ - Volatility Comparison
The current volatility for State Street SPDR S&P 500 ESG ETF (EFIV) is 3.83%, while iShares U.S. Industrials ETF (IYJ) has a volatility of 4.40%. This indicates that EFIV experiences smaller price fluctuations and is considered to be less risky than IYJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFIV | IYJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 4.40% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 12.69% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 15.98% | -3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 18.17% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 19.88% | -3.08% |
EFIV vs. IYJ - Expense Ratio Comparison
EFIV has a 0.10% expense ratio, which is lower than IYJ's 0.38% expense ratio.
Dividends
EFIV vs. IYJ - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 0.96%, more than IYJ's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 0.96% | 1.03% | 1.20% | 1.37% | 1.64% | 1.19% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYJ iShares U.S. Industrials ETF | 0.72% | 0.83% | 0.88% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% |
Frequently Asked Questions
EFIV and IYJ have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYJ has higher volatility (4.40%) compared to EFIV (3.83%). In terms of maximum drawdown, EFIV dropped -24.52% vs IYJ's -61.97%.
On 5-year performance, EFIV leads with 13.59% vs 8.82% for IYJ. On fees, EFIV is cheaper at 0.10% per year. On volatility, EFIV has been the lower-risk option at 3.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EFIV has performed better with a 13.59% return vs 8.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFIV is cheaper with a 0.10% expense ratio, compared with 0.38% for IYJ.
EFIV has the higher dividend yield at 0.96%, compared with 0.72% for IYJ.
EFIV is categorized as S&P 500, while IYJ is Industrials Equities. EFIV tracks S&P 500 Scored & Screened Index, while IYJ tracks Dow Jones U.S. Industrials Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.10% for EFIV and 0.38% for IYJ.
EFIV currently has the higher Sharpe Ratio (1.72 vs 0.88), 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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