IYF vs. JPM
IYF (iShares U.S. Financials ETF) is Financials Equities fund tracking the Dow Jones U.S. Financials Index, while JPM (JPMorgan Chase & Co.) is a stock. Over the past 10 years, IYF returned 12.56%/yr vs 19.77%/yr for JPM. Their correlation of 0.83 suggests significant overlap in exposure.
Performance
IYF vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, IYF achieves a -5.20% return, which is significantly higher than JPM's -5.73% return. Over the past 10 years, IYF has underperformed JPM with an annualized return of 12.56%, while JPM has yielded a comparatively higher 19.77% annualized return.
IYF
- 1D
- -1.13%
- 1M
- -1.00%
- YTD
- -5.20%
- 6M
- -3.00%
- 1Y
- 5.96%
- 3Y*
- 20.58%
- 5Y*
- 9.52%
- 10Y*
- 12.56%
JPM
- 1D
- -0.04%
- 1M
- -2.21%
- YTD
- -5.73%
- 6M
- -2.68%
- 1Y
- 15.18%
- 3Y*
- 31.87%
- 5Y*
- 15.45%
- 10Y*
- 19.77%
IYF vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYF iShares U.S. Financials ETF | -5.20% | 18.25% | 31.30% | 15.32% | -11.33% | 31.60% | -1.00% | 31.86% | -9.39% | 19.58% |
JPM JPMorgan Chase & Co. | -5.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between IYF and JPM is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 30, 2000 | 0.83 |
The correlation between IYF and JPM has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
IYF vs. JPM — Risk / Return Rank
IYF
JPM
IYF vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financials ETF (IYF) and JPMorgan Chase & Co. (JPM). 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.
| IYF | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.14 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | 0.99 | -0.55 |
| Martin ratioReturn relative to average drawdown | 1.18 | 2.36 | -1.18 |
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
| IYF | JPM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.71 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.64 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.72 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.34 | -0.12 |
Drawdowns
IYF vs. JPM - Drawdown Comparison
The maximum IYF drawdown since its inception was -79.09%, roughly equal to the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for IYF and JPM.
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Drawdown Indicators
| IYF | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.09% | -76.16% | -2.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.88% | -15.47% | +1.59% |
Max Drawdown (3Y)Largest decline over 3 years | -16.60% | -24.42% | +7.82% |
Max Drawdown (5Y)Largest decline over 5 years | -25.06% | -38.77% | +13.71% |
Max Drawdown (10Y)Largest decline over 10 years | -42.57% | -43.63% | +1.06% |
Current DrawdownCurrent decline from peak | -8.10% | -9.63% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -17.61% | -17.62% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 6.46% | -1.40% |
Volatility
IYF vs. JPM - Volatility Comparison
The current volatility for iShares U.S. Financials ETF (IYF) is 3.41%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.39%. This indicates that IYF experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYF | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 6.39% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 17.16% | -6.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.34% | 21.41% | -7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 24.41% | -5.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.89% | 27.37% | -6.48% |
Dividends
IYF vs. JPM - Dividend Comparison
IYF's dividend yield for the trailing twelve months is around 1.57%, less than JPM's 1.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYF iShares U.S. Financials ETF | 1.57% | 1.32% | 1.29% | 1.67% | 1.86% | 1.27% | 1.72% | 1.64% | 1.90% | 1.46% | 1.67% | 1.66% |
JPM JPMorgan Chase & Co. | 1.96% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Frequently Asked Questions
IYF and JPM have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.39%) compared to IYF (3.41%). In terms of maximum drawdown, IYF dropped -79.09% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.71 vs 0.42), 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.
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