IYJ vs. DIA
Compare and contrast key facts about iShares U.S. Industrials ETF (IYJ) and SPDR Dow Jones Industrial Average ETF (DIA).
IYJ and DIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYJ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Industrials Index. It was launched on Jul 14, 2000. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998. Both IYJ and DIA 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
IYJ vs. DIA - Performance Comparison
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IYJ vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYJ iShares U.S. Industrials ETF | 0.88% | 11.94% | 17.82% | 19.94% | -13.53% | 17.02% | 17.37% | 32.27% | -11.69% | 23.98% |
DIA SPDR Dow Jones Industrial Average ETF | -2.78% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
Returns By Period
In the year-to-date period, IYJ achieves a 0.88% return, which is significantly higher than DIA's -2.78% return. Both investments have delivered pretty close results over the past 10 years, with IYJ having a 12.01% annualized return and DIA not far ahead at 12.28%.
IYJ
- 1D
- 1.13%
- 1M
- -7.76%
- YTD
- 0.88%
- 6M
- 2.65%
- 1Y
- 14.98%
- 3Y*
- 15.29%
- 5Y*
- 8.00%
- 10Y*
- 12.01%
DIA
- 1D
- 0.49%
- 1M
- -4.64%
- YTD
- -2.78%
- 6M
- 1.02%
- 1Y
- 12.67%
- 3Y*
- 13.76%
- 5Y*
- 8.92%
- 10Y*
- 12.28%
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IYJ vs. DIA - Expense Ratio Comparison
IYJ has a 0.38% expense ratio, which is higher than DIA's 0.16% expense ratio.
Return for Risk
IYJ vs. DIA — Risk / Return Rank
IYJ
DIA
IYJ vs. DIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
| IYJ | DIA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.76 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.19 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.17 | +0.05 |
Martin ratioReturn relative to average drawdown | 4.57 | 4.26 | +0.31 |
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
| IYJ | DIA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.76 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.61 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.70 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.47 | -0.11 |
Correlation
The correlation between IYJ and DIA is 0.87, 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
IYJ vs. DIA - Dividend Comparison
IYJ's dividend yield for the trailing twelve months is around 0.82%, less than DIA's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYJ iShares U.S. Industrials ETF | 0.82% | 0.83% | 0.88% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% |
DIA SPDR Dow Jones Industrial Average ETF | 1.51% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
Drawdowns
IYJ vs. DIA - Drawdown Comparison
The maximum IYJ drawdown since its inception was -61.97%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for IYJ and DIA.
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Drawdown Indicators
| IYJ | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.97% | -51.87% | -10.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.83% | -10.79% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -26.24% | -20.76% | -5.48% |
Max Drawdown (10Y)Largest decline over 10 years | -40.20% | -36.70% | -3.50% |
Current DrawdownCurrent decline from peak | -7.76% | -6.94% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -7.17% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.95% | +0.46% |
Volatility
IYJ vs. DIA - Volatility Comparison
iShares U.S. Industrials ETF (IYJ) has a higher volatility of 6.10% compared to SPDR Dow Jones Industrial Average ETF (DIA) at 4.94%. This indicates that IYJ's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYJ | DIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 4.94% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.54% | 9.24% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 16.81% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 14.73% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.81% | 17.50% | +2.31% |