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IYF vs. IYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYF vs. IYG - Performance Comparison

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

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Returns By Period

In the year-to-date period, IYF achieves a -0.24% return, which is significantly higher than IYG's -1.15% return. Over the past 10 years, IYF has underperformed IYG with an annualized return of 13.43%, while IYG has yielded a comparatively higher 14.52% annualized return.


IYF

1D
-0.99%
1M
4.08%
YTD
-0.24%
6M
-0.08%
1Y
12.21%
3Y*
21.52%
5Y*
11.98%
10Y*
13.43%

IYG

1D
-0.89%
1M
4.46%
YTD
-1.15%
6M
-1.02%
1Y
12.63%
3Y*
21.70%
5Y*
10.60%
10Y*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYF vs. IYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYF
iShares U.S. Financials ETF
-0.24%18.25%31.30%15.32%-11.33%31.60%-1.00%31.86%-9.39%19.58%
IYG
iShares U.S. Financial Services ETF
-1.15%19.85%31.94%16.07%-16.76%30.36%0.99%37.62%-12.56%24.47%

Correlation

The correlation between IYF and IYG is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2000

0.96

The correlation between IYF and IYG has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

IYF vs. IYG - Sectors Allocation Comparison


Sectors
IYF
IYG

Financial Services

99.1%
100.0%

Real Estate

0.6%

-

Technology

0.3%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Utilities

-

-

Financial Services

IYF
99.1%
IYG
100.0%

Real Estate

IYF
0.6%
IYG

-

Technology

IYF
0.3%
IYG

-

Basic Materials

IYF

-

IYG

-

Communication Services

IYF

-

IYG

-

Consumer Cyclical

IYF

-

IYG

-

Consumer Defensive

IYF

-

IYG

-

Energy

IYF

-

IYG

-

Healthcare

IYF

-

IYG

-

Industrials

IYF

-

IYG

-

Utilities

IYF

-

IYG

-

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Return for Risk

IYF vs. IYG — Risk / Return Rank

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

IYF
IYF Risk / Return Rank: 2222
Overall Rank
IYF Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IYF Sortino Ratio Rank: 2323
Sortino Ratio Rank
IYF Omega Ratio Rank: 2222
Omega Ratio Rank
IYF Calmar Ratio Rank: 2020
Calmar Ratio Rank
IYF Martin Ratio Rank: 2121
Martin Ratio Rank

IYG
IYG Risk / Return Rank: 2121
Overall Rank
IYG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IYG Sortino Ratio Rank: 2222
Sortino Ratio Rank
IYG Omega Ratio Rank: 2222
Omega Ratio Rank
IYG Calmar Ratio Rank: 1919
Calmar Ratio Rank
IYG Martin Ratio Rank: 1818
Martin Ratio Rank
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.

IYF vs. IYG - Risk-Adjusted Trends 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.

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.


IYFIYGDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

0.88

0.80

+0.09

Martin ratioReturn relative to average drawdown

2.38

2.04

+0.35

IYF vs. IYG - Sharpe Ratio Comparison

The current IYF Sharpe Ratio is 0.84, which is comparable to the IYG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of IYF and IYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


IYFIYGDifference

Max Drawdown

Largest peak-to-trough decline

-79.09%

-81.84%

+2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-15.90%

+2.02%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-18.54%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-29.62%

+4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-42.57%

-44.32%

+1.75%

Current Drawdown

Current decline from peak

-3.29%

-4.60%

+1.31%

Average Drawdown

Average peak-to-trough decline

-17.59%

-20.72%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

6.22%

-1.08%

Volatility

IYF vs. IYG - Volatility Comparison

The current volatility for iShares U.S. Financials ETF (IYF) is 4.21%, while iShares U.S. Financial Services ETF (IYG) has a volatility of 4.51%. 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.


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Volatility by Period


IYFIYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

4.51%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

12.14%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

15.60%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

20.44%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

23.54%

-2.63%

IYF vs. IYG - Expense Ratio Comparison

Both IYF and IYG have an expense ratio of 0.42%.


Dividends

IYF vs. IYG - Dividend Comparison

IYF's dividend yield for the trailing twelve months is around 1.50%, more than IYG's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
IYF
iShares U.S. Financials ETF
1.50%1.32%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%
IYG
iShares U.S. Financial Services ETF
1.09%1.00%1.16%1.77%2.07%1.25%1.71%1.59%1.81%1.24%1.28%1.33%

Frequently Asked Questions


With a correlation of 0.97, IYF and IYG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IYG has higher volatility (4.51%) compared to IYF (4.21%). In terms of maximum drawdown, IYF dropped -79.09% vs IYG's -81.84%.

On 10-year performance, IYG leads with 14.52% vs 13.43% for IYF. Both ETFs have the same 0.42% expense ratio. On volatility, IYF has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYG has performed better with a 14.52% return vs 13.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYF and IYG have the same expense ratio: 0.42% per year.

IYF has the higher dividend yield at 1.50%, compared with 1.09% for IYG.

IYF tracks Dow Jones U.S. Financials Index, while IYG tracks Dow Jones U.S. Financial Services TR.

IYF currently has the higher Sharpe Ratio (0.84 vs 0.81), 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.

Portfolio Optimizer

Find the right allocation for IYF and IYG

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