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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.


-0.50.00.51.01.0

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.

250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
334.09%
390.54%
IYG
IYF

Key characteristics

Sharpe Ratio

IYG:

2.22

IYF:

2.20

Sortino Ratio

IYG:

3.21

IYF:

3.12

Omega Ratio

IYG:

1.42

IYF:

1.41

Calmar Ratio

IYG:

3.39

IYF:

4.02

Martin Ratio

IYG:

15.55

IYF:

14.32

Ulcer Index

IYG:

2.23%

IYF:

2.36%

Daily Std Dev

IYG:

15.62%

IYF:

15.36%

Max Drawdown

IYG:

-81.84%

IYF:

-79.09%

Current Drawdown

IYG:

-5.24%

IYF:

-6.85%

Returns By Period

The year-to-date returns for both stocks are quite close, with IYG having a 31.89% return and IYF slightly lower at 31.14%. Both investments have delivered pretty close results over the past 10 years, with IYG having a 11.48% annualized return and IYF not far behind at 11.17%.


IYG

YTD

31.89%

1M

-1.82%

6M

20.42%

1Y

33.39%

5Y*

10.97%

10Y*

11.48%

IYF

YTD

31.14%

1M

-3.44%

6M

18.39%

1Y

32.80%

5Y*

11.87%

10Y*

11.17%

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 at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for IYF: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

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 2.22, compared to the broader market0.002.004.002.222.20
The chart of Sortino ratio for IYG, currently valued at 3.21, compared to the broader market-2.000.002.004.006.008.0010.003.213.12
The chart of Omega ratio for IYG, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.41
The chart of Calmar ratio for IYG, currently valued at 3.39, compared to the broader market0.005.0010.0015.003.394.02
The chart of Martin ratio for IYG, currently valued at 15.55, compared to the broader market0.0020.0040.0060.0080.00100.0015.5514.32
IYG
IYF

The current IYG Sharpe Ratio is 2.22, which is comparable to the IYF Sharpe Ratio of 2.20. 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.22
2.20
IYG
IYF

Dividends

IYG vs. IYF - Dividend Comparison

IYG's dividend yield for the trailing twelve months is around 1.16%, less than IYF's 1.29% yield.


TTM20232022202120202019201820172016201520142013
IYG
iShares U.S. Financial Services ETF
1.16%1.77%2.07%1.25%1.71%1.59%1.81%1.24%1.28%1.33%1.14%1.04%
IYF
iShares U.S. Financials ETF
1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%1.38%1.33%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.24%
-6.85%
IYG
IYF

Volatility

IYG vs. IYF - Volatility Comparison

iShares U.S. Financial Services ETF (IYG) and iShares U.S. Financials ETF (IYF) have volatilities of 4.91% and 5.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.91%
5.03%
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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