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

Correlation

The correlation between IYG and FTXO is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

IYG vs. FTXO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Financial Services ETF (IYG) 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%NovemberDecember2025FebruaryMarchApril
196.99%
73.92%
IYG
FTXO

Key characteristics

Sharpe Ratio

IYG:

0.89

FTXO:

0.40

Sortino Ratio

IYG:

1.34

FTXO:

0.76

Omega Ratio

IYG:

1.20

FTXO:

1.10

Calmar Ratio

IYG:

1.07

FTXO:

0.44

Martin Ratio

IYG:

4.12

FTXO:

1.45

Ulcer Index

IYG:

4.82%

FTXO:

8.06%

Daily Std Dev

IYG:

22.26%

FTXO:

29.12%

Max Drawdown

IYG:

-81.84%

FTXO:

-55.25%

Current Drawdown

IYG:

-9.21%

FTXO:

-17.61%

Returns By Period

In the year-to-date period, IYG achieves a -1.04% return, which is significantly higher than FTXO's -9.14% return.


IYG

YTD

-1.04%

1M

-3.24%

6M

4.83%

1Y

20.49%

5Y*

17.36%

10Y*

11.50%

FTXO

YTD

-9.14%

1M

-6.19%

6M

-3.57%

1Y

11.75%

5Y*

13.75%

10Y*

N/A

*Annualized

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IYG vs. FTXO - Expense Ratio Comparison

IYG has a 0.42% expense ratio, which is lower than FTXO's 0.60% expense ratio.


Expense ratio chart for FTXO: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTXO: 0.60%
Expense ratio chart for IYG: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYG: 0.42%

Risk-Adjusted Performance

IYG vs. FTXO — Risk-Adjusted Performance Rank

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

IYG
The Risk-Adjusted Performance Rank of IYG is 8080
Overall Rank
The Sharpe Ratio Rank of IYG is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of IYG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IYG is 8080
Omega Ratio Rank
The Calmar Ratio Rank of IYG is 8484
Calmar Ratio Rank
The Martin Ratio Rank of IYG is 8181
Martin Ratio Rank

FTXO
The Risk-Adjusted Performance Rank of FTXO is 5454
Overall Rank
The Sharpe Ratio Rank of FTXO is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FTXO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FTXO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FTXO is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FTXO is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYG vs. FTXO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financial Services ETF (IYG) 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.


The chart of Sharpe ratio for IYG, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.00
IYG: 0.89
FTXO: 0.40
The chart of Sortino ratio for IYG, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.00
IYG: 1.34
FTXO: 0.76
The chart of Omega ratio for IYG, currently valued at 1.20, compared to the broader market0.501.001.502.00
IYG: 1.20
FTXO: 1.10
The chart of Calmar ratio for IYG, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.00
IYG: 1.07
FTXO: 0.44
The chart of Martin ratio for IYG, currently valued at 4.12, compared to the broader market0.0020.0040.0060.00
IYG: 4.12
FTXO: 1.45

The current IYG Sharpe Ratio is 0.89, which is higher than the FTXO Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IYG 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.89
0.40
IYG
FTXO

Dividends

IYG vs. FTXO - Dividend Comparison

IYG's dividend yield for the trailing twelve months is around 1.20%, less than FTXO's 2.46% yield.


TTM20242023202220212020201920182017201620152014
IYG
iShares U.S. Financial Services ETF
1.20%1.16%1.77%2.07%1.25%1.71%1.59%1.81%1.24%1.28%1.33%1.14%
FTXO
First Trust Nasdaq Bank ETF
2.46%2.18%3.20%2.94%1.64%2.74%2.54%3.52%1.09%0.17%0.00%0.00%

Drawdowns

IYG vs. FTXO - Drawdown Comparison

The maximum IYG drawdown since its inception was -81.84%, which is greater than FTXO's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IYG and FTXO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.21%
-17.61%
IYG
FTXO

Volatility

IYG vs. FTXO - Volatility Comparison

The current volatility for iShares U.S. Financial Services ETF (IYG) is 14.70%, while First Trust Nasdaq Bank ETF (FTXO) has a volatility of 16.90%. This indicates that IYG 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.70%
16.90%
IYG
FTXO