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

Correlation

The correlation between IYF and FTXO is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

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%JulyAugustSeptemberOctoberNovemberDecember
177.41%
88.60%
IYF
FTXO

Key characteristics

Sharpe Ratio

IYF:

1.93

FTXO:

1.15

Sortino Ratio

IYF:

2.76

FTXO:

1.86

Omega Ratio

IYF:

1.36

FTXO:

1.23

Calmar Ratio

IYF:

3.40

FTXO:

0.91

Martin Ratio

IYF:

13.11

FTXO:

7.09

Ulcer Index

IYF:

2.28%

FTXO:

3.97%

Daily Std Dev

IYF:

15.46%

FTXO:

24.36%

Max Drawdown

IYF:

-79.09%

FTXO:

-55.25%

Current Drawdown

IYF:

-8.77%

FTXO:

-10.66%

Returns By Period

The year-to-date returns for both stocks are quite close, with IYF having a 28.44% return and FTXO slightly lower at 27.16%.


IYF

YTD

28.44%

1M

-6.20%

6M

16.00%

1Y

28.79%

5Y*

11.43%

10Y*

11.06%

FTXO

YTD

27.16%

1M

-7.03%

6M

23.46%

1Y

26.68%

5Y*

5.14%

10Y*

N/A

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.


FTXO
First Trust Nasdaq Bank ETF
Expense ratio chart for FTXO: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for IYF: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for IYF, currently valued at 1.93, compared to the broader market0.002.004.001.931.15
The chart of Sortino ratio for IYF, currently valued at 2.76, compared to the broader market-2.000.002.004.006.008.0010.002.761.86
The chart of Omega ratio for IYF, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.23
The chart of Calmar ratio for IYF, currently valued at 3.40, compared to the broader market0.005.0010.0015.003.400.91
The chart of Martin ratio for IYF, currently valued at 13.11, compared to the broader market0.0020.0040.0060.0080.00100.0013.117.09
IYF
FTXO

The current IYF Sharpe Ratio is 1.93, which is higher than the FTXO Sharpe Ratio of 1.15. 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.93
1.15
IYF
FTXO

Dividends

IYF vs. FTXO - Dividend Comparison

IYF's dividend yield for the trailing twelve months is around 1.27%, less than FTXO's 2.97% yield.


TTM20232022202120202019201820172016201520142013
IYF
iShares U.S. Financials ETF
1.27%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%1.38%1.33%
FTXO
First Trust Nasdaq Bank ETF
2.97%3.20%2.94%1.64%2.74%2.54%3.52%1.09%0.17%0.00%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%JulyAugustSeptemberOctoberNovemberDecember
-8.77%
-10.66%
IYF
FTXO

Volatility

IYF vs. FTXO - Volatility Comparison

The current volatility for iShares U.S. Financials ETF (IYF) is 4.80%, while First Trust Nasdaq Bank ETF (FTXO) has a volatility of 6.07%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
4.80%
6.07%
IYF
FTXO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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