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IYC vs. FDIS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYC and FDIS is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

IYC vs. FDIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Consumer Services ETF (IYC) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
241.70%
275.47%
IYC
FDIS

Key characteristics

Sharpe Ratio

IYC:

0.72

FDIS:

0.41

Sortino Ratio

IYC:

1.14

FDIS:

0.75

Omega Ratio

IYC:

1.16

FDIS:

1.10

Calmar Ratio

IYC:

0.72

FDIS:

0.38

Martin Ratio

IYC:

2.62

FDIS:

1.21

Ulcer Index

IYC:

5.97%

FDIS:

8.55%

Daily Std Dev

IYC:

21.79%

FDIS:

25.61%

Max Drawdown

IYC:

-53.10%

FDIS:

-39.16%

Current Drawdown

IYC:

-11.65%

FDIS:

-18.42%

Returns By Period

In the year-to-date period, IYC achieves a -7.00% return, which is significantly higher than FDIS's -12.90% return. Over the past 10 years, IYC has underperformed FDIS with an annualized return of 10.28%, while FDIS has yielded a comparatively higher 11.79% annualized return.


IYC

YTD

-7.00%

1M

-1.33%

6M

1.35%

1Y

15.30%

5Y*

13.20%

10Y*

10.28%

FDIS

YTD

-12.90%

1M

-3.00%

6M

-3.41%

1Y

10.10%

5Y*

14.87%

10Y*

11.79%

*Annualized

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IYC vs. FDIS - Expense Ratio Comparison

IYC has a 0.42% expense ratio, which is higher than FDIS's 0.08% expense ratio.


Expense ratio chart for IYC: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYC: 0.42%
Expense ratio chart for FDIS: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDIS: 0.08%

Risk-Adjusted Performance

IYC vs. FDIS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IYC
The Risk-Adjusted Performance Rank of IYC is 7171
Overall Rank
The Sharpe Ratio Rank of IYC is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of IYC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of IYC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of IYC is 7575
Calmar Ratio Rank
The Martin Ratio Rank of IYC is 6868
Martin Ratio Rank

FDIS
The Risk-Adjusted Performance Rank of FDIS is 5050
Overall Rank
The Sharpe Ratio Rank of FDIS is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FDIS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FDIS is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FDIS is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FDIS is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYC vs. FDIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Consumer Services ETF (IYC) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). 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.


The chart of Sharpe ratio for IYC, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.00
IYC: 0.72
FDIS: 0.41
The chart of Sortino ratio for IYC, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.00
IYC: 1.14
FDIS: 0.75
The chart of Omega ratio for IYC, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
IYC: 1.16
FDIS: 1.10
The chart of Calmar ratio for IYC, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
IYC: 0.72
FDIS: 0.38
The chart of Martin ratio for IYC, currently valued at 2.62, compared to the broader market0.0020.0040.0060.00
IYC: 2.62
FDIS: 1.21

The current IYC Sharpe Ratio is 0.72, which is higher than the FDIS Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of IYC and FDIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.72
0.41
IYC
FDIS

Dividends

IYC vs. FDIS - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.53%, less than FDIS's 0.85% yield.


TTM20242023202220212020201920182017201620152014
IYC
iShares US Consumer Services ETF
0.53%0.47%0.68%0.68%0.39%0.65%0.89%0.90%0.92%1.10%1.03%0.78%
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.85%0.69%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%1.01%

Drawdowns

IYC vs. FDIS - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, which is greater than FDIS's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for IYC and FDIS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.65%
-18.42%
IYC
FDIS

Volatility

IYC vs. FDIS - Volatility Comparison

The current volatility for iShares US Consumer Services ETF (IYC) is 14.62%, while Fidelity MSCI Consumer Discretionary Index ETF (FDIS) has a volatility of 16.30%. This indicates that IYC experiences smaller price fluctuations and is considered to be less risky than FDIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.62%
16.30%
IYC
FDIS