PortfoliosLab logo
IYF vs. FTXO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYF and FTXO is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

IYF vs. FTXO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Financials ETF (IYF) and First Trust Nasdaq Bank ETF (FTXO). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
180.95%
73.92%
IYF
FTXO

Key characteristics

Sharpe Ratio

IYF:

0.89

FTXO:

0.40

Sortino Ratio

IYF:

1.32

FTXO:

0.76

Omega Ratio

IYF:

1.19

FTXO:

1.10

Calmar Ratio

IYF:

1.14

FTXO:

0.44

Martin Ratio

IYF:

4.30

FTXO:

1.45

Ulcer Index

IYF:

4.39%

FTXO:

8.06%

Daily Std Dev

IYF:

21.28%

FTXO:

29.12%

Max Drawdown

IYF:

-79.09%

FTXO:

-55.25%

Current Drawdown

IYF:

-8.22%

FTXO:

-17.61%

Returns By Period

In the year-to-date period, IYF achieves a -0.93% return, which is significantly higher than FTXO's -9.14% return.


IYF

YTD

-0.93%

1M

-4.55%

6M

2.58%

1Y

19.73%

5Y*

18.55%

10Y*

11.22%

FTXO

YTD

-9.14%

1M

-7.25%

6M

-3.57%

1Y

11.60%

5Y*

15.10%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IYF vs. FTXO - Expense Ratio Comparison

IYF has a 0.42% expense ratio, which is lower than FTXO's 0.60% expense ratio.


Expense ratio chart for FTXO: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTXO: 0.60%
Expense ratio chart for IYF: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYF: 0.42%

Risk-Adjusted Performance

IYF vs. FTXO — Risk-Adjusted Performance Rank

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

IYF
The Risk-Adjusted Performance Rank of IYF is 7979
Overall Rank
The Sharpe Ratio Rank of IYF is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of IYF is 7676
Sortino Ratio Rank
The Omega Ratio Rank of IYF is 7878
Omega Ratio Rank
The Calmar Ratio Rank of IYF is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IYF is 8181
Martin Ratio Rank

FTXO
The Risk-Adjusted Performance Rank of FTXO is 5353
Overall Rank
The Sharpe Ratio Rank of FTXO is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FTXO is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FTXO is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FTXO is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYF vs. FTXO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financials ETF (IYF) and First Trust Nasdaq Bank ETF (FTXO). 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.


The chart of Sharpe ratio for IYF, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.00
IYF: 0.89
FTXO: 0.40
The chart of Sortino ratio for IYF, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.00
IYF: 1.32
FTXO: 0.76
The chart of Omega ratio for IYF, currently valued at 1.19, compared to the broader market0.501.001.502.00
IYF: 1.19
FTXO: 1.10
The chart of Calmar ratio for IYF, currently valued at 1.14, compared to the broader market0.002.004.006.008.0010.0012.00
IYF: 1.14
FTXO: 0.44
The chart of Martin ratio for IYF, currently valued at 4.30, compared to the broader market0.0020.0040.0060.00
IYF: 4.30
FTXO: 1.45

The current IYF Sharpe Ratio is 0.89, which is higher than the FTXO Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IYF and FTXO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
0.40
IYF
FTXO

Dividends

IYF vs. FTXO - Dividend Comparison

IYF's dividend yield for the trailing twelve months is around 1.37%, less than FTXO's 2.46% yield.


TTM20242023202220212020201920182017201620152014
IYF
iShares U.S. Financials ETF
1.37%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%1.38%
FTXO
First Trust Nasdaq Bank ETF
2.46%2.18%3.20%2.94%1.64%2.74%2.54%3.52%1.09%0.17%0.00%0.00%

Drawdowns

IYF vs. FTXO - Drawdown Comparison

The maximum IYF drawdown since its inception was -79.09%, which is greater than FTXO's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IYF and FTXO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.22%
-17.61%
IYF
FTXO

Volatility

IYF vs. FTXO - Volatility Comparison

The current volatility for iShares U.S. Financials ETF (IYF) is 13.84%, while First Trust Nasdaq Bank ETF (FTXO) has a volatility of 16.90%. This indicates that IYF experiences smaller price fluctuations and is considered to be less risky than FTXO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.84%
16.90%
IYF
FTXO