IYF vs. VOO
Compare and contrast key facts about iShares U.S. Financials ETF (IYF) and Vanguard S&P 500 ETF (VOO).
IYF and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both IYF and VOO 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 VOO.
Performance
IYF vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, IYF achieves a 37.65% return, which is significantly higher than VOO's 26.16% return. Over the past 10 years, IYF has underperformed VOO with an annualized return of 12.03%, while VOO has yielded a comparatively higher 13.18% annualized return.
IYF
37.65%
7.20%
24.29%
49.08%
13.66%
12.03%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| IYF | VOO | |
|---|---|---|
| Sharpe Ratio | 3.31 | 2.70 |
| Sortino Ratio | 4.62 | 3.60 |
| Omega Ratio | 1.60 | 1.50 |
| Calmar Ratio | 4.75 | 3.90 |
| Martin Ratio | 23.77 | 17.65 |
| Ulcer Index | 2.09% | 1.86% |
| Daily Std Dev | 15.01% | 12.19% |
| Max Drawdown | -79.09% | -33.99% |
| Current Drawdown | 0.00% | -0.86% |
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IYF vs. VOO - Expense Ratio Comparison
IYF has a 0.42% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between IYF and VOO is 0.84, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financials ETF (IYF) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
IYF's dividend yield for the trailing twelve months is around 1.19%, less than VOO's 1.24% 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IYF vs. VOO - Drawdown Comparison
The maximum IYF drawdown since its inception was -79.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IYF and VOO. For additional features, visit the drawdowns tool.
Volatility
IYF vs. VOO - Volatility Comparison
iShares U.S. Financials ETF (IYF) has a higher volatility of 7.89% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that IYF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.