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

Correlation

The correlation between IYG and XLF is 0.81, 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: 0.8

Performance

IYG vs. XLF - Performance Comparison

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

300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
330.48%
436.87%
IYG
XLF

Key characteristics

Sharpe Ratio

IYG:

0.95

XLF:

0.99

Sortino Ratio

IYG:

1.41

XLF:

1.45

Omega Ratio

IYG:

1.21

XLF:

1.21

Calmar Ratio

IYG:

1.13

XLF:

1.28

Martin Ratio

IYG:

4.39

XLF:

5.09

Ulcer Index

IYG:

4.78%

XLF:

3.91%

Daily Std Dev

IYG:

22.25%

XLF:

20.14%

Max Drawdown

IYG:

-81.84%

XLF:

-82.43%

Current Drawdown

IYG:

-9.05%

XLF:

-7.21%

Returns By Period

In the year-to-date period, IYG achieves a -0.87% return, which is significantly lower than XLF's 0.20% return. Over the past 10 years, IYG has underperformed XLF with an annualized return of 11.65%, while XLF has yielded a comparatively higher 13.98% annualized return.


IYG

YTD

-0.87%

1M

-4.08%

6M

3.99%

1Y

20.00%

5Y*

18.44%

10Y*

11.65%

XLF

YTD

0.20%

1M

-4.32%

6M

3.14%

1Y

19.17%

5Y*

19.57%

10Y*

13.98%

*Annualized

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IYG vs. XLF - Expense Ratio Comparison

IYG has a 0.42% expense ratio, which is higher than XLF's 0.13% expense ratio.


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 XLF: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLF: 0.13%

Risk-Adjusted Performance

IYG vs. XLF — 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 8282
Overall Rank
The Sharpe Ratio Rank of IYG is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IYG is 7979
Sortino Ratio Rank
The Omega Ratio Rank of IYG is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IYG is 8585
Calmar Ratio Rank
The Martin Ratio Rank of IYG is 8282
Martin Ratio Rank

XLF
The Risk-Adjusted Performance Rank of XLF is 8383
Overall Rank
The Sharpe Ratio Rank of XLF is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of XLF is 8080
Sortino Ratio Rank
The Omega Ratio Rank of XLF is 8383
Omega Ratio Rank
The Calmar Ratio Rank of XLF is 8787
Calmar Ratio Rank
The Martin Ratio Rank of XLF is 8585
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. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financial Services ETF (IYG) and Financial Select Sector SPDR Fund (XLF). 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 0.95, compared to the broader market-1.000.001.002.003.004.00
IYG: 0.95
XLF: 0.99
The chart of Sortino ratio for IYG, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.00
IYG: 1.41
XLF: 1.45
The chart of Omega ratio for IYG, currently valued at 1.21, compared to the broader market0.501.001.502.00
IYG: 1.21
XLF: 1.21
The chart of Calmar ratio for IYG, currently valued at 1.13, compared to the broader market0.002.004.006.008.0010.0012.00
IYG: 1.13
XLF: 1.28
The chart of Martin ratio for IYG, currently valued at 4.39, compared to the broader market0.0020.0040.0060.00
IYG: 4.39
XLF: 5.09

The current IYG Sharpe Ratio is 0.95, which is comparable to the XLF Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IYG and XLF, 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
0.95
0.99
IYG
XLF

Dividends

IYG vs. XLF - Dividend Comparison

IYG's dividend yield for the trailing twelve months is around 1.19%, less than XLF's 1.48% yield.


TTM20242023202220212020201920182017201620152014
IYG
iShares U.S. Financial Services ETF
1.19%1.16%1.77%2.07%1.25%1.71%1.59%1.81%1.24%1.28%1.33%1.14%
XLF
Financial Select Sector SPDR Fund
1.48%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%

Drawdowns

IYG vs. XLF - Drawdown Comparison

The maximum IYG drawdown since its inception was -81.84%, roughly equal to the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for IYG and XLF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.05%
-7.21%
IYG
XLF

Volatility

IYG vs. XLF - Volatility Comparison

iShares U.S. Financial Services ETF (IYG) has a higher volatility of 14.71% compared to Financial Select Sector SPDR Fund (XLF) at 13.51%. This indicates that IYG's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.71%
13.51%
IYG
XLF