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

Correlation

The correlation between IYG and IYF is 0.96, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

IYG vs. IYF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Financial Services ETF (IYG) and iShares U.S. Financials ETF (IYF). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
316.43%
379.02%
IYG
IYF

Key characteristics

Sharpe Ratio

IYG:

0.80

IYF:

0.86

Sortino Ratio

IYG:

1.20

IYF:

1.26

Omega Ratio

IYG:

1.16

IYF:

1.17

Calmar Ratio

IYG:

1.24

IYF:

1.57

Martin Ratio

IYG:

4.21

IYF:

4.54

Ulcer Index

IYG:

3.56%

IYF:

3.39%

Daily Std Dev

IYG:

18.65%

IYF:

17.95%

Max Drawdown

IYG:

-81.84%

IYF:

-79.09%

Current Drawdown

IYG:

-12.02%

IYF:

-9.64%

Returns By Period

In the year-to-date period, IYG achieves a -4.11% return, which is significantly lower than IYF's -2.46% return. Both investments have delivered pretty close results over the past 10 years, with IYG having a 11.39% annualized return and IYF not far behind at 11.06%.


IYG

YTD

-4.11%

1M

-5.97%

6M

6.57%

1Y

15.01%

5Y*

20.29%

10Y*

11.39%

IYF

YTD

-2.46%

1M

-4.67%

6M

5.44%

1Y

15.34%

5Y*

20.72%

10Y*

11.06%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IYG vs. IYF - Expense Ratio Comparison

Both IYG and IYF have an expense ratio of 0.42%.


IYG
iShares U.S. Financial Services ETF
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%
Expense ratio chart for IYF: 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%
IYF: 0.42%

Risk-Adjusted Performance

IYG vs. IYF — 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 7777
Overall Rank
The Sharpe Ratio Rank of IYG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of IYG is 7474
Sortino Ratio Rank
The Omega Ratio Rank of IYG is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IYG is 8383
Calmar Ratio Rank
The Martin Ratio Rank of IYG is 8080
Martin Ratio Rank

IYF
The Risk-Adjusted Performance Rank of IYF is 7979
Overall Rank
The Sharpe Ratio Rank of IYF is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of IYF is 7676
Sortino Ratio Rank
The Omega Ratio Rank of IYF is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IYF is 8787
Calmar Ratio Rank
The Martin Ratio Rank of IYF is 8181
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. IYF - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for IYG, currently valued at 0.80, compared to the broader market0.002.004.00
IYG: 0.80
IYF: 0.86
The chart of Sortino ratio for IYG, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.0010.0012.00
IYG: 1.20
IYF: 1.26
The chart of Omega ratio for IYG, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
IYG: 1.16
IYF: 1.17
The chart of Calmar ratio for IYG, currently valued at 1.24, compared to the broader market0.005.0010.0015.00
IYG: 1.24
IYF: 1.57
The chart of Martin ratio for IYG, currently valued at 4.21, compared to the broader market0.0020.0040.0060.0080.00100.00
IYG: 4.21
IYF: 4.54

The current IYG Sharpe Ratio is 0.80, which is comparable to the IYF Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IYG and IYF, 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 Ratio1.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.80
0.86
IYG
IYF

Dividends

IYG vs. IYF - Dividend Comparison

IYG's dividend yield for the trailing twelve months is around 1.23%, less than IYF's 1.39% yield.


TTM20242023202220212020201920182017201620152014
IYG
iShares U.S. Financial Services ETF
1.23%1.16%1.77%2.07%1.25%1.71%1.59%1.81%1.24%1.28%1.33%1.14%
IYF
iShares U.S. Financials ETF
1.39%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%1.38%

Drawdowns

IYG vs. IYF - Drawdown Comparison

The maximum IYG drawdown since its inception was -81.84%, roughly equal to the maximum IYF drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for IYG and IYF. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.02%
-9.64%
IYG
IYF

Volatility

IYG vs. IYF - Volatility Comparison

iShares U.S. Financial Services ETF (IYG) has a higher volatility of 8.98% compared to iShares U.S. Financials ETF (IYF) at 8.24%. This indicates that IYG's price experiences larger fluctuations and is considered to be riskier than IYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.98%
8.24%
IYG
IYF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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