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IYC vs. IYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYC vs. IYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Consumer Discretionary ETF (IYC) and iShares U.S. Telecommunications ETF (IYZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYC achieves a -1.40% return, which is significantly lower than IYZ's 29.57% return. Over the past 10 years, IYC has outperformed IYZ with an annualized return of 11.83%, while IYZ has yielded a comparatively lower 5.94% annualized return.


IYC

1D
0.16%
1M
-0.02%
YTD
-1.40%
6M
-2.54%
1Y
6.51%
3Y*
14.17%
5Y*
6.41%
10Y*
11.83%

IYZ

1D
1.27%
1M
0.83%
YTD
29.57%
6M
32.60%
1Y
58.27%
3Y*
28.37%
5Y*
7.57%
10Y*
5.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYC vs. IYZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYC
iShares U.S. Consumer Discretionary ETF
-1.40%7.85%27.54%34.03%-31.78%19.65%24.58%27.36%1.76%19.87%
IYZ
iShares U.S. Telecommunications ETF
29.57%29.28%20.53%3.90%-30.29%11.69%4.13%16.14%-8.59%-11.86%

Correlation

The correlation between IYC and IYZ is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2000

0.66

Over the past year, the correlation between IYC and IYZ has dropped to 0.41 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

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Return for Risk

IYC vs. IYZ — Risk / Return Rank

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

IYC
IYC Risk / Return Rank: 1515
Overall Rank
IYC Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IYC Sortino Ratio Rank: 1515
Sortino Ratio Rank
IYC Omega Ratio Rank: 1414
Omega Ratio Rank
IYC Calmar Ratio Rank: 1515
Calmar Ratio Rank
IYC Martin Ratio Rank: 1616
Martin Ratio Rank

IYZ
IYZ Risk / Return Rank: 9393
Overall Rank
IYZ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IYZ Sortino Ratio Rank: 9292
Sortino Ratio Rank
IYZ Omega Ratio Rank: 9191
Omega Ratio Rank
IYZ Calmar Ratio Rank: 9494
Calmar Ratio Rank
IYZ Martin Ratio Rank: 9595
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.

IYC vs. IYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Discretionary ETF (IYC) and iShares U.S. Telecommunications ETF (IYZ). 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.


IYCIYZDifference
Sharpe ratioReturn per unit of total volatility

-2.66

Sortino ratioReturn per unit of downside risk

-3.33

Omega ratioGain probability vs. loss probability

1.07

1.52

-0.45

Calmar ratioReturn relative to maximum drawdown

0.44

6.54

-6.10

Martin ratioReturn relative to average drawdown

1.28

25.99

-24.71

IYC vs. IYZ - Sharpe Ratio Comparison

The current IYC Sharpe Ratio is 0.36, which is lower than the IYZ Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of IYC and IYZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IYC vs. IYZ - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, smaller than the maximum IYZ drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for IYC and IYZ.


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Drawdown Indicators


IYCIYZDifference

Max Drawdown

Largest peak-to-trough decline

-53.10%

-77.11%

+24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-8.62%

-3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.62%

-13.85%

-7.77%

Max Drawdown (5Y)

Largest decline over 5 years

-35.90%

-39.74%

+3.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.90%

-39.74%

+3.84%

Current Drawdown

Current decline from peak

-5.12%

-4.77%

-0.35%

Average Drawdown

Average peak-to-trough decline

-9.95%

-40.10%

+30.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

2.17%

+1.91%

Volatility

IYC vs. IYZ - Volatility Comparison

The current volatility for iShares U.S. Consumer Discretionary ETF (IYC) is 4.33%, while iShares U.S. Telecommunications ETF (IYZ) has a volatility of 8.76%. This indicates that IYC experiences smaller price fluctuations and is considered to be less risky than IYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYCIYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

8.76%

-4.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

15.61%

-4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

18.65%

-4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.74%

18.88%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

19.30%

+0.60%

IYC vs. IYZ - Expense Ratio Comparison

IYC has a 0.38% expense ratio, which is lower than IYZ's 0.42% expense ratio.


Dividends

IYC vs. IYZ - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.50%, less than IYZ's 1.53% yield.


PositionTTM20252024202320222021202020192018201720162015
IYC
iShares U.S. Consumer Discretionary ETF
0.50%0.51%0.47%0.68%0.68%0.39%0.65%0.89%0.90%0.92%1.10%1.03%
IYZ
iShares U.S. Telecommunications ETF
1.53%2.04%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%

Frequently Asked Questions


IYC and IYZ have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYZ has higher volatility (8.76%) compared to IYC (4.33%). In terms of maximum drawdown, IYC dropped -53.10% vs IYZ's -77.11%.

On 10-year performance, IYC leads with 11.83% vs 5.94% for IYZ. On fees, IYC is cheaper at 0.38% per year. On volatility, IYC has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYC has performed better with a 11.83% return vs 5.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYC is cheaper with a 0.38% expense ratio, compared with 0.42% for IYZ.

IYZ has the higher dividend yield at 1.53%, compared with 0.50% for IYC.

IYC is categorized as Consumer Discretionary Equities, while IYZ is Communications Equities. IYC tracks Dow Jones U.S. Consumer Services Index, while IYZ tracks Dow Jones U.S. Select Telecommunications Index. Their fees differ too: 0.38% for IYC and 0.42% for IYZ.

IYZ currently has the higher Sharpe Ratio (3.02 vs 0.36), 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.

Portfolio Optimizer

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