EFIV vs. IYJ
Compare and contrast key facts about SPDR S&P 500 ESG ETF (EFIV) and iShares U.S. Industrials ETF (IYJ).
EFIV and IYJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFIV is a passively managed fund by State Street that tracks the performance of the S&P 500 ESG Index. It was launched on Jul 27, 2020. IYJ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Industrials Index. It was launched on Jul 14, 2000. Both EFIV and IYJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFIV or IYJ.
Performance
EFIV vs. IYJ - Performance Comparison
Returns By Period
In the year-to-date period, EFIV achieves a 25.84% return, which is significantly higher than IYJ's 23.91% return.
EFIV
25.84%
1.69%
13.27%
31.56%
N/A
N/A
IYJ
23.91%
3.97%
15.45%
34.49%
12.36%
11.43%
Key characteristics
| EFIV | IYJ | |
|---|---|---|
| Sharpe Ratio | 2.60 | 2.64 |
| Sortino Ratio | 3.48 | 3.70 |
| Omega Ratio | 1.48 | 1.46 |
| Calmar Ratio | 3.56 | 5.71 |
| Martin Ratio | 15.76 | 15.11 |
| Ulcer Index | 2.04% | 2.32% |
| Daily Std Dev | 12.36% | 13.26% |
| Max Drawdown | -24.53% | -61.97% |
| Current Drawdown | -0.59% | -1.44% |
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EFIV vs. IYJ - Expense Ratio Comparison
EFIV has a 0.10% expense ratio, which is lower than IYJ's 0.42% expense ratio.
Correlation
The correlation between EFIV and IYJ is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EFIV vs. IYJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for 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.
Dividends
EFIV vs. IYJ - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 1.15%, more than IYJ's 0.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFIV SPDR S&P 500 ESG ETF | 1.15% | 1.37% | 1.64% | 1.18% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYJ iShares U.S. Industrials ETF | 0.83% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% | 1.46% | 1.14% |
Drawdowns
EFIV vs. IYJ - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.53%, 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. For additional features, visit the drawdowns tool.
Volatility
EFIV vs. IYJ - Volatility Comparison
The current volatility for SPDR S&P 500 ESG ETF (EFIV) is 3.95%, while iShares U.S. Industrials ETF (IYJ) has a volatility of 5.27%. 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.