IYG vs. GSIB
Compare and contrast key facts about iShares U.S. Financial Services ETF (IYG) and Themes Global Systemically Important Banks ETF (GSIB).
IYG and GSIB 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. GSIB is an actively managed fund by Themes. It was launched on Dec 14, 2023.
Performance
IYG vs. GSIB - Performance Comparison
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IYG vs. GSIB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IYG iShares U.S. Financial Services ETF | -9.91% | 19.85% | 31.94% | 1.34% |
GSIB Themes Global Systemically Important Banks ETF | -3.15% | 61.67% | 32.86% | 2.35% |
Returns By Period
In the year-to-date period, IYG achieves a -9.91% return, which is significantly lower than GSIB's -3.15% return.
IYG
- 1D
- 2.50%
- 1M
- -3.28%
- YTD
- -9.91%
- 6M
- -7.02%
- 1Y
- 6.67%
- 3Y*
- 19.71%
- 5Y*
- 9.10%
- 10Y*
- 13.55%
GSIB
- 1D
- 4.01%
- 1M
- -4.96%
- YTD
- -3.15%
- 6M
- 7.71%
- 1Y
- 36.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IYG vs. GSIB - Expense Ratio Comparison
IYG has a 0.42% expense ratio, which is higher than GSIB's 0.35% expense ratio.
Return for Risk
IYG vs. GSIB — Risk / Return Rank
IYG
GSIB
IYG vs. GSIB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financial Services ETF (IYG) and Themes Global Systemically Important Banks ETF (GSIB). 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 | GSIB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.79 | -1.47 |
Sortino ratioReturn per unit of downside risk | 0.56 | 2.39 | -1.83 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.34 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 2.51 | -2.02 |
Martin ratioReturn relative to average drawdown | 1.50 | 8.62 | -7.12 |
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 | GSIB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.79 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 2.15 | -1.93 |
Correlation
The correlation between IYG and GSIB is 0.72, 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.
Dividends
IYG vs. GSIB - Dividend Comparison
IYG's dividend yield for the trailing twelve months is around 1.18%, less than GSIB's 1.97% 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% |
GSIB Themes Global Systemically Important Banks ETF | 1.97% | 1.91% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IYG vs. GSIB - Drawdown Comparison
The maximum IYG drawdown since its inception was -81.84%, which is greater than GSIB's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for IYG and GSIB.
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Drawdown Indicators
| IYG | GSIB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.84% | -17.71% | -64.13% |
Max Drawdown (1Y)Largest decline over 1 year | -15.90% | -14.59% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.32% | — | — |
Current DrawdownCurrent decline from peak | -13.05% | -9.87% | -3.18% |
Average DrawdownAverage peak-to-trough decline | -20.83% | -2.06% | -18.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.25% | 4.25% | +1.00% |
Volatility
IYG vs. GSIB - Volatility Comparison
The current volatility for iShares U.S. Financial Services ETF (IYG) is 5.13%, while Themes Global Systemically Important Banks ETF (GSIB) has a volatility of 7.69%. This indicates that IYG experiences smaller price fluctuations and is considered to be less risky than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYG | GSIB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 7.69% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 13.05% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.91% | 20.79% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.50% | 18.39% | +2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.62% | 18.39% | +5.23% |