IYC vs. VICE

Last updated Jun 4, 2026

IYC (iShares U.S. Consumer Discretionary ETF) and VICE (AdvisorShares Vice ETF) are both Consumer Discretionary Equities funds. IYC is passively managed, while VICE is actively managed. Over the past 5 years, IYC returned 6.29%/yr vs -0.32%/yr for VICE. A 0.71 correlation means they provide meaningful diversification when combined. IYC charges 0.38%/yr vs 0.99%/yr for VICE.

Performance

IYC vs. VICE - Performance Comparison

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

Returns By Period

In the year-to-date period, IYC achieves a -2.72% return, which is significantly lower than VICE's 3.62% return.

IYC

• 1D: -0.53%
• 1M: -1.30%
• YTD: -2.72%
• 6M: -2.86%
• 1Y: 3.35%
• 3Y*: 15.36%
• 5Y*: 6.29%
• 10Y*: 11.49%

VICE

• 1D: -0.84%
• 1M: -0.02%
• YTD: 3.62%
• 6M: 2.59%
• 1Y: -1.03%
• 3Y*: 7.32%
• 5Y*: -0.32%
• 10Y*: —

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

IYC vs. VICE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IYC iShares U.S. Consumer Discretionary ETF	-2.72%	7.85%	27.54%	34.03%	-31.78%	19.65%	24.58%	27.36%	1.76%	1.60%
VICE AdvisorShares Vice ETF	3.62%	1.56%	18.27%	3.01%	-18.28%	8.50%	22.45%	20.05%	-16.93%	4.31%

Correlation

The correlation between IYC and VICE is 0.52, 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	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Dec 14, 2017	0.71

The correlation between IYC and VICE shifts across timeframes, from 0.52 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

IYC vs. VICE - Sectors Allocation Comparison

Sectors	IYC	VICE
Consumer Cyclical	67.8%	27.8%
Communication Services	13.7%	9.1%
Consumer Defensive	11.2%	41.7%
Technology	3.6%	4.9%
Industrials	3.5%	-
Energy	0.1%	-
Basic Materials	-	7.5%
Financial Services	-	-
Healthcare	-	-
Real Estate	-	8.9%
Utilities	-	-

Return for Risk

IYC vs. VICE — Risk / Return Rank

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

IYC

IYC Risk / Return Rank: 12
IYC Sharpe Ratio Rank: 12
IYC Sortino Ratio Rank: 11
IYC Omega Ratio Rank: 11
IYC Calmar Ratio Rank: 12
IYC Martin Ratio Rank: 13

VICE

VICE Risk / Return Rank: 8
VICE Sharpe Ratio Rank: 8
VICE Sortino Ratio Rank: 7
VICE Omega Ratio Rank: 7
VICE Calmar Ratio Rank: 8
VICE Martin Ratio Rank: 8

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. VICE - Risk-Adjusted Trends Comparison

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

	IYC	VICE	Difference
Sharpe ratio: Return per unit of total volatility	0.24	-0.08	+0.31
Sortino ratio: Return per unit of downside risk	0.44	-0.02	+0.46
Omega ratio: Gain probability vs. loss probability	1.05	1.00	+0.05
Calmar ratio: Return relative to maximum drawdown	0.28	-0.08	+0.36
Martin ratio: Return relative to average drawdown	0.85	-0.13	+0.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYC vs. VICE - Sharpe Ratio Comparison

The current IYC Sharpe Ratio is 0.24, which is higher than the VICE Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of IYC and VICE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IYC	VICE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	-0.08	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	-0.02	+0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.23	+0.18

Drawdowns

IYC vs. VICE - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, which is greater than VICE's maximum drawdown of -38.27%. Use the drawdown chart below to compare losses from any high point for IYC and VICE.

Drawdown Indicators

	IYC	VICE	Difference
Max Drawdown Largest peak-to-trough decline	-53.10%	-38.27%	-14.83%
Max Drawdown (1Y) Largest decline over 1 year	-11.97%	-13.59%	+1.62%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-19.55%	-2.07%
Max Drawdown (5Y) Largest decline over 5 years	-35.90%	-35.23%	-0.67%
Max Drawdown (10Y) Largest decline over 10 years	-35.90%	—	—
Current Drawdown Current decline from peak	-6.39%	-8.14%	+1.75%
Average Drawdown Average peak-to-trough decline	-9.95%	-12.37%	+2.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	7.73%	-3.78%

Volatility

IYC vs. VICE - Volatility Comparison

The current volatility for iShares U.S. Consumer Discretionary ETF (IYC) is 3.97%, while AdvisorShares Vice ETF (VICE) has a volatility of 4.53%. This indicates that IYC experiences smaller price fluctuations and is considered to be less risky than VICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYC	VICE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	4.53%	-0.56%
Volatility (6M) Calculated over the trailing 6-month period	10.50%	9.10%	+1.40%
Volatility (1Y) Calculated over the trailing 1-year period	14.32%	13.19%	+1.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.73%	17.79%	+2.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.89%	19.19%	+0.70%

IYC vs. VICE - Expense Ratio Comparison

IYC has a 0.38% expense ratio, which is lower than VICE's 0.99% expense ratio.

Dividends

IYC vs. VICE - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.51%, less than VICE's 0.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYC iShares U.S. Consumer Discretionary ETF	0.51%	0.51%	0.47%	0.68%	0.68%	0.39%	0.65%	0.89%	0.90%	0.92%	1.10%	1.03%
VICE AdvisorShares Vice ETF	0.76%	0.79%	1.46%	1.69%	0.96%	0.99%	0.00%	2.47%	1.72%	0.17%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IYC and VICE in my portfolio?

IYC and VICE have a correlation of 0.52, 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 VICE?

VICE has higher volatility (4.53%) compared to IYC (3.97%). In terms of maximum drawdown, IYC dropped -53.10% vs VICE's -38.27%.

Which ETF is better, IYC or VICE?

On 5-year performance, IYC leads with 6.29% vs -0.32% for VICE. On fees, IYC is cheaper at 0.38% per year. On volatility, IYC has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IYC or VICE?

Over the 5-year period, IYC has performed better with a 6.29% return vs -0.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IYC or VICE?

IYC is cheaper with a 0.38% expense ratio, compared with 0.99% for VICE.

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

VICE has the higher dividend yield at 0.76%, compared with 0.51% for IYC.

What is the main difference between IYC and VICE?

They also come from different issuers: iShares and AdvisorShares. Their fees differ too: 0.38% for IYC and 0.99% for VICE.

Which has better risk-adjusted returns?

IYC currently has the higher Sharpe Ratio (0.24 vs -0.08), 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.