IYC vs. VTI

Last updated Jun 23, 2026

IYC (iShares U.S. Consumer Discretionary ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - IYC is a Consumer Discretionary Equities fund tracking the Dow Jones U.S. Consumer Services Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, IYC returned 11.83%/yr vs 15.31%/yr for VTI. Their correlation of 0.88 suggests significant overlap in exposure. IYC charges 0.38%/yr vs 0.03%/yr for VTI.

Performance

IYC vs. VTI - Performance Comparison

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

Returns By Period

In the year-to-date period, IYC achieves a -3.16% return, which is significantly lower than VTI's 10.35% return. Over the past 10 years, IYC has underperformed VTI with an annualized return of 11.83%, while VTI has yielded a comparatively higher 15.31% annualized return.

IYC

• 1D: -1.71%
• 1M: -2.38%
• YTD: -3.16%
• 6M: -4.48%
• 1Y: 4.43%
• 3Y*: 13.60%
• 5Y*: 5.92%
• 10Y*: 11.83%

VTI

• 1D: -0.32%
• 1M: 0.55%
• YTD: 10.35%
• 6M: 9.59%
• 1Y: 27.18%
• 3Y*: 21.19%
• 5Y*: 12.36%
• 10Y*: 15.31%

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

IYC vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IYC iShares U.S. Consumer Discretionary ETF	-3.16%	7.85%	27.54%	34.03%	-31.78%	19.65%	24.58%	27.36%	1.76%	19.87%
VTI Vanguard Total Stock Market ETF	10.35%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between IYC and VTI 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	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 31, 2001	0.88

The correlation between IYC and VTI shifts across timeframes, from 0.77 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.

IYC vs. VTI - Sectors Allocation Comparison

Sectors	IYC	VTI
Consumer Cyclical	67.8%	9.7%
Communication Services	13.4%	9.8%
Consumer Defensive	11.2%	4.3%
Technology	3.8%	37.0%
Industrials	3.6%	9.4%
Energy	0.1%	3.3%
Basic Materials	-	1.9%
Financial Services	-	11.3%
Healthcare	-	9.0%
Real Estate	-	2.3%
Utilities	-	2.1%

Return for Risk

IYC vs. VTI — 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: 13
IYC Sortino Ratio Rank: 12
IYC Omega Ratio Rank: 11
IYC Calmar Ratio Rank: 12
IYC Martin Ratio Rank: 13

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 68
VTI Sortino Ratio Rank: 66
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 64
VTI Martin Ratio Rank: 74

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Discretionary ETF (IYC) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	0.30	2.14	-1.84
Sortino ratio: Return per unit of downside risk	0.54	2.90	-2.36
Omega ratio: Gain probability vs. loss probability	1.06	1.38	-0.32
Calmar ratio: Return relative to maximum drawdown	0.37	3.06	-2.69
Martin ratio: Return relative to average drawdown	1.07	13.68	-12.61

IYC vs. VTI - Sharpe Ratio Comparison

The current IYC Sharpe Ratio is 0.30, which is lower than the VTI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IYC and VTI, 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. VTI - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IYC and VTI.

Drawdown Indicators

	IYC	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-53.10%	-55.45%	+2.35%
Max Drawdown (1Y) Largest decline over 1 year	-11.97%	-8.92%	-3.05%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-19.30%	-2.32%
Max Drawdown (5Y) Largest decline over 5 years	-35.90%	-25.36%	-10.54%
Max Drawdown (10Y) Largest decline over 10 years	-35.90%	-35.00%	-0.90%
Current Drawdown Current decline from peak	-6.81%	-1.48%	-5.33%
Average Drawdown Average peak-to-trough decline	-9.94%	-8.01%	-1.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.15%	1.99%	+2.16%

Volatility

IYC vs. VTI - Volatility Comparison

iShares U.S. Consumer Discretionary ETF (IYC) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.94% and 4.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYC	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.94%	4.74%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	11.21%	9.96%	+1.25%
Volatility (1Y) Calculated over the trailing 1-year period	14.68%	12.76%	+1.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.80%	17.49%	+3.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.94%	18.35%	+1.59%

IYC vs. VTI - Expense Ratio Comparison

IYC has a 0.38% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

IYC vs. VTI - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.51%, less than VTI's 1.02% 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%
VTI Vanguard Total Stock Market ETF	1.02%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both IYC and VTI in my portfolio?

IYC and VTI 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 VTI?

IYC has higher volatility (4.94%) compared to VTI (4.74%). In terms of maximum drawdown, IYC dropped -53.10% vs VTI's -55.45%.

Which ETF is better, IYC or VTI?

On 10-year performance, VTI leads with 15.31% vs 11.83% for IYC. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IYC or VTI?

Over the 10-year period, VTI has performed better with a 15.31% return vs 11.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IYC or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.38% for IYC.

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

VTI has the higher dividend yield at 1.02%, compared with 0.51% for IYC.

What is the main difference between IYC and VTI?

IYC is categorized as Consumer Discretionary Equities, while VTI is Large Cap Blend Equities. IYC tracks Dow Jones U.S. Consumer Services Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.38% for IYC and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.14 vs 0.30), 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.