IYF vs. IYG
Compare and contrast key facts about iShares U.S. Financials ETF (IYF) and iShares U.S. Financial Services ETF (IYG).
IYF and IYG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYF is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Financials Index. It was launched on May 31, 2000. IYG is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Financial Services TR. It was launched on Jun 12, 2000. Both IYF and IYG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYF or IYG.
Performance
IYF vs. IYG - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IYF having a 36.93% return and IYG slightly lower at 35.54%. Both investments have delivered pretty close results over the past 10 years, with IYF having a 12.06% annualized return and IYG not far ahead at 12.22%.
IYF
36.93%
5.52%
21.92%
49.24%
13.52%
12.06%
IYG
35.54%
6.59%
21.64%
49.72%
12.50%
12.22%
Key characteristics
| IYF | IYG | |
|---|---|---|
| Sharpe Ratio | 3.35 | 3.31 |
| Sortino Ratio | 4.66 | 4.70 |
| Omega Ratio | 1.61 | 1.62 |
| Calmar Ratio | 4.58 | 3.03 |
| Martin Ratio | 23.96 | 24.64 |
| Ulcer Index | 2.09% | 2.06% |
| Daily Std Dev | 14.97% | 15.38% |
| Max Drawdown | -79.09% | -81.84% |
| Current Drawdown | 0.00% | 0.00% |
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IYF vs. IYG - Expense Ratio Comparison
Both IYF and IYG have an expense ratio of 0.42%.
Correlation
The correlation between IYF and IYG is 0.96, 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.
Risk-Adjusted Performance
IYF vs. IYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financials ETF (IYF) and iShares U.S. Financial Services ETF (IYG). 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.
Dividends
IYF vs. IYG - Dividend Comparison
IYF's dividend yield for the trailing twelve months is around 1.19%, more than IYG's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYF iShares U.S. Financials ETF | 1.19% | 1.67% | 1.86% | 1.27% | 1.72% | 1.64% | 1.90% | 1.46% | 1.67% | 1.66% | 1.38% | 1.33% |
IYG iShares U.S. Financial Services ETF | 1.14% | 1.77% | 2.07% | 1.25% | 1.71% | 1.59% | 1.81% | 1.24% | 1.28% | 1.33% | 1.14% | 1.04% |
Drawdowns
IYF vs. IYG - Drawdown Comparison
The maximum IYF drawdown since its inception was -79.09%, roughly equal to the maximum IYG drawdown of -81.84%. Use the drawdown chart below to compare losses from any high point for IYF and IYG. For additional features, visit the drawdowns tool.
Volatility
IYF vs. IYG - Volatility Comparison
The current volatility for iShares U.S. Financials ETF (IYF) is 7.88%, while iShares U.S. Financial Services ETF (IYG) has a volatility of 8.31%. This indicates that IYF experiences smaller price fluctuations and is considered to be less risky than IYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.