IYG vs. FXU
Compare and contrast key facts about iShares U.S. Financial Services ETF (IYG) and First Trust Utilities AlphaDEX Fund (FXU).
IYG and FXU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FXU is a passively managed fund by First Trust that tracks the performance of the StrataQuant Utilities Index. It was launched on May 8, 2007. Both IYG and FXU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IYG vs. FXU - Performance Comparison
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IYG vs. FXU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYG iShares U.S. Financial Services ETF | -9.82% | 19.85% | 31.94% | 16.07% | -16.76% | 30.36% | 0.99% | 37.62% | -12.56% | 24.47% |
FXU First Trust Utilities AlphaDEX Fund | 11.27% | 21.86% | 22.50% | -2.12% | 3.68% | 17.67% | 1.53% | 11.67% | 5.43% | 0.98% |
Returns By Period
In the year-to-date period, IYG achieves a -9.82% return, which is significantly lower than FXU's 11.27% return. Over the past 10 years, IYG has outperformed FXU with an annualized return of 13.56%, while FXU has yielded a comparatively lower 9.62% annualized return.
IYG
- 1D
- 0.10%
- 1M
- -2.91%
- YTD
- -9.82%
- 6M
- -5.92%
- 1Y
- 6.93%
- 3Y*
- 19.75%
- 5Y*
- 9.12%
- 10Y*
- 13.56%
FXU
- 1D
- 0.52%
- 1M
- -1.21%
- YTD
- 11.27%
- 6M
- 10.34%
- 1Y
- 23.84%
- 3Y*
- 17.86%
- 5Y*
- 13.51%
- 10Y*
- 9.62%
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IYG vs. FXU - Expense Ratio Comparison
IYG has a 0.42% expense ratio, which is lower than FXU's 0.62% expense ratio.
Return for Risk
IYG vs. FXU — Risk / Return Rank
IYG
FXU
IYG vs. FXU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financial Services ETF (IYG) and First Trust Utilities AlphaDEX Fund (FXU). 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.
| IYG | FXU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 1.60 | -1.27 |
Sortino ratioReturn per unit of downside risk | 0.58 | 2.11 | -1.53 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.30 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 2.85 | -2.42 |
Martin ratioReturn relative to average drawdown | 1.27 | 9.41 | -8.13 |
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
| IYG | FXU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 1.60 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.82 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.53 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.43 | -0.22 |
Correlation
The correlation between IYG and FXU is 0.47, 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.
Dividends
IYG vs. FXU - Dividend Comparison
IYG's dividend yield for the trailing twelve months is around 1.18%, less than FXU's 2.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYG iShares U.S. Financial Services ETF | 1.18% | 1.00% | 1.16% | 1.77% | 2.07% | 1.25% | 1.71% | 1.59% | 1.81% | 1.24% | 1.28% | 1.33% |
FXU First Trust Utilities AlphaDEX Fund | 2.10% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
Drawdowns
IYG vs. FXU - Drawdown Comparison
The maximum IYG drawdown since its inception was -81.84%, which is greater than FXU's maximum drawdown of -49.00%. Use the drawdown chart below to compare losses from any high point for IYG and FXU.
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Drawdown Indicators
| IYG | FXU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.84% | -49.00% | -32.84% |
Max Drawdown (1Y)Largest decline over 1 year | -15.90% | -8.57% | -7.33% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -21.87% | -7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -44.32% | -34.81% | -9.51% |
Current DrawdownCurrent decline from peak | -12.96% | -1.80% | -11.16% |
Average DrawdownAverage peak-to-trough decline | -20.83% | -7.66% | -13.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.31% | 2.60% | +2.71% |
Volatility
IYG vs. FXU - Volatility Comparison
iShares U.S. Financial Services ETF (IYG) has a higher volatility of 5.14% compared to First Trust Utilities AlphaDEX Fund (FXU) at 4.53%. This indicates that IYG's price experiences larger fluctuations and is considered to be riskier than FXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYG | FXU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 4.53% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.44% | 9.08% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 14.98% | +5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.49% | 16.49% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.61% | 18.29% | +5.32% |