IYC vs. WM
Compare and contrast key facts about iShares U.S. Consumer Discretionary ETF (IYC) and Waste Management, Inc. (WM).
IYC is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Services Index. It was launched on Jun 28, 2000.
Performance
IYC vs. WM - Performance Comparison
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IYC vs. WM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYC iShares U.S. Consumer Discretionary ETF | -5.90% | 7.85% | 27.54% | 34.03% | -31.78% | 19.65% | 24.58% | 27.36% | 1.76% | 19.87% |
WM Waste Management, Inc. | 5.00% | 10.50% | 14.28% | 16.20% | -4.49% | 43.82% | 5.46% | 30.45% | 5.32% | 24.46% |
Returns By Period
In the year-to-date period, IYC achieves a -5.90% return, which is significantly lower than WM's 5.00% return. Over the past 10 years, IYC has underperformed WM with an annualized return of 11.03%, while WM has yielded a comparatively higher 16.64% annualized return.
IYC
- 1D
- 2.72%
- 1M
- -5.94%
- YTD
- -5.90%
- 6M
- -7.30%
- 1Y
- 10.29%
- 3Y*
- 15.09%
- 5Y*
- 5.66%
- 10Y*
- 11.03%
WM
- 1D
- -0.07%
- 1M
- -4.21%
- YTD
- 5.00%
- 6M
- 4.88%
- 1Y
- 0.76%
- 3Y*
- 13.82%
- 5Y*
- 13.95%
- 10Y*
- 16.64%
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Return for Risk
IYC vs. WM — Risk / Return Rank
IYC
WM
IYC vs. WM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Discretionary ETF (IYC) and Waste Management, Inc. (WM). 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 | WM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.04 | +0.47 |
Sortino ratioReturn per unit of downside risk | 0.91 | 0.18 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.02 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.13 | +0.72 |
Martin ratioReturn relative to average drawdown | 2.85 | 0.31 | +2.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYC | WM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.04 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.77 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.86 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.37 | +0.04 |
Correlation
The correlation between IYC and WM is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IYC vs. WM - Dividend Comparison
IYC's dividend yield for the trailing twelve months is around 0.53%, less than WM's 1.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYC iShares U.S. Consumer Discretionary ETF | 0.53% | 0.51% | 0.47% | 0.68% | 0.68% | 0.39% | 0.65% | 0.89% | 0.90% | 0.92% | 1.10% | 1.03% |
WM Waste Management, Inc. | 1.49% | 1.50% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% |
Drawdowns
IYC vs. WM - Drawdown Comparison
The maximum IYC drawdown since its inception was -53.10%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for IYC and WM.
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Drawdown Indicators
| IYC | WM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.10% | -77.85% | +24.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.49% | -18.14% | +5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -35.90% | -18.14% | -17.76% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -30.07% | -5.83% |
Current DrawdownCurrent decline from peak | -9.46% | -6.41% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -17.74% | +7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.74% | 7.53% | -3.79% |
Volatility
IYC vs. WM - Volatility Comparison
iShares U.S. Consumer Discretionary ETF (IYC) and Waste Management, Inc. (WM) have volatilities of 5.84% and 5.94%, 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.
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Volatility by Period
| IYC | WM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 5.94% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 13.99% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.10% | 19.06% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.68% | 18.30% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.86% | 19.38% | +0.48% |