IYC vs. RTH

Last updated Jun 24, 2026

IYC (iShares U.S. Consumer Discretionary ETF) and RTH (VanEck Vectors Retail ETF) are both Consumer Discretionary Equities funds - IYC tracks the Dow Jones U.S. Consumer Services Index while RTH tracks the MVIS US Listed Retail 25 Index. Both are passively managed. Over the past 10 years, IYC returned 11.80%/yr vs 14.17%/yr for RTH. Their correlation of 0.88 suggests significant overlap in exposure. IYC charges 0.38%/yr vs 0.35%/yr for RTH.

Performance

IYC vs. RTH - Performance Comparison

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

Returns By Period

In the year-to-date period, IYC achieves a -3.42% return, which is significantly lower than RTH's 2.29% return. Over the past 10 years, IYC has underperformed RTH with an annualized return of 11.80%, while RTH has yielded a comparatively higher 14.17% annualized return.

IYC

• 1D: -0.27%
• 1M: -2.64%
• YTD: -3.42%
• 6M: -4.50%
• 1Y: 2.57%
• 3Y*: 13.50%
• 5Y*: 5.77%
• 10Y*: 11.80%

RTH

• 1D: 0.73%
• 1M: -3.21%
• YTD: 2.29%
• 6M: 1.90%
• 1Y: 9.66%
• 3Y*: 15.15%
• 5Y*: 9.06%
• 10Y*: 14.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IYC vs. RTH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IYC iShares U.S. Consumer Discretionary ETF	-3.42%	7.85%	27.54%	34.03%	-31.78%	19.65%	24.58%	27.36%	1.76%	19.87%
RTH VanEck Vectors Retail ETF	2.29%	12.36%	20.02%	20.07%	-17.67%	24.94%	31.62%	29.06%	3.87%	22.45%

Correlation

The correlation between IYC and RTH is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since May 17, 2001	0.88

The correlation between IYC and RTH shifts across timeframes, from 0.77 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

IYC vs. RTH - Sectors Allocation Comparison

Sectors	IYC	RTH
Consumer Cyclical	67.8%	57.2%
Communication Services	13.4%	-
Consumer Defensive	11.2%	26.8%
Technology	3.8%	-
Industrials	3.6%	2.6%
Energy	0.1%	-
Basic Materials	-	-
Financial Services	-	-
Healthcare	-	13.4%
Real Estate	-	-
Utilities	-	-

Return for Risk

IYC vs. RTH — Risk / Return Rank

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

IYC

IYC Risk / Return Rank: 11
IYC Sharpe Ratio Rank: 11
IYC Sortino Ratio Rank: 10
IYC Omega Ratio Rank: 10
IYC Calmar Ratio Rank: 11
IYC Martin Ratio Rank: 11

RTH

RTH Risk / Return Rank: 25
RTH Sharpe Ratio Rank: 23
RTH Sortino Ratio Rank: 23
RTH Omega Ratio Rank: 22
RTH Calmar Ratio Rank: 26
RTH Martin Ratio Rank: 29

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. RTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Discretionary ETF (IYC) and VanEck Vectors Retail ETF (RTH). 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.

	IYC	RTH	Difference
Sharpe ratio: Return per unit of total volatility	0.18	0.78	-0.61
Sortino ratio: Return per unit of downside risk	0.36	1.22	-0.86
Omega ratio: Gain probability vs. loss probability	1.04	1.14	-0.10
Calmar ratio: Return relative to maximum drawdown	0.22	1.24	-1.02
Martin ratio: Return relative to average drawdown	0.62	3.93	-3.32

IYC vs. RTH - Sharpe Ratio Comparison

The current IYC Sharpe Ratio is 0.18, which is lower than the RTH Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of IYC and RTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IYC vs. RTH - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, which is greater than RTH's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for IYC and RTH.

Drawdown Indicators

	IYC	RTH	Difference
Max Drawdown Largest peak-to-trough decline	-53.10%	-42.32%	-10.78%
Max Drawdown (1Y) Largest decline over 1 year	-11.97%	-7.83%	-4.14%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-13.80%	-7.82%
Max Drawdown (5Y) Largest decline over 5 years	-35.90%	-25.00%	-10.90%
Max Drawdown (10Y) Largest decline over 10 years	-35.90%	-25.00%	-10.90%
Current Drawdown Current decline from peak	-7.07%	-5.46%	-1.61%
Average Drawdown Average peak-to-trough decline	-9.94%	-7.33%	-2.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.17%	2.46%	+1.71%

Volatility

IYC vs. RTH - Volatility Comparison

iShares U.S. Consumer Discretionary ETF (IYC) has a higher volatility of 4.93% compared to VanEck Vectors Retail ETF (RTH) at 4.59%. This indicates that IYC's price experiences larger fluctuations and is considered to be riskier than RTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYC	RTH	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.93%	4.59%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	11.18%	9.71%	+1.47%
Volatility (1Y) Calculated over the trailing 1-year period	14.65%	12.40%	+2.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.80%	16.85%	+3.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.91%	17.57%	+2.34%

IYC vs. RTH - Expense Ratio Comparison

IYC has a 0.38% expense ratio, which is higher than RTH's 0.35% expense ratio.

Dividends

IYC vs. RTH - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.52%, less than RTH's 0.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYC iShares U.S. Consumer Discretionary ETF	0.52%	0.51%	0.47%	0.68%	0.68%	0.39%	0.65%	0.89%	0.90%	0.92%	1.10%	1.03%
RTH VanEck Vectors Retail ETF	0.95%	0.97%	0.77%	1.07%	1.16%	0.78%	0.64%	0.91%	1.05%	1.56%	1.84%	2.25%

Frequently Asked Questions

Can I hold both IYC and RTH in my portfolio?

IYC and RTH have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IYC or RTH?

IYC has higher volatility (4.93%) compared to RTH (4.59%). In terms of maximum drawdown, IYC dropped -53.10% vs RTH's -42.32%.

Which ETF is better, IYC or RTH?

On 10-year performance, RTH leads with 14.17% vs 11.80% for IYC. On fees, RTH is cheaper at 0.35% per year. On volatility, RTH has been the lower-risk option at 4.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IYC or RTH?

Over the 10-year period, RTH has performed better with a 14.17% return vs 11.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IYC or RTH?

RTH is cheaper with a 0.35% expense ratio, compared with 0.38% for IYC.

Which ETF pays a higher dividend yield, IYC or RTH?

RTH has the higher dividend yield at 0.95%, compared with 0.52% for IYC.

What is the main difference between IYC and RTH?

IYC tracks Dow Jones U.S. Consumer Services Index, while RTH tracks MVIS US Listed Retail 25 Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.38% for IYC and 0.35% for RTH.

Which has better risk-adjusted returns?

RTH currently has the higher Sharpe Ratio (0.78 vs 0.18), 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.