IYJ vs. EXI
Compare and contrast key facts about iShares U.S. Industrials ETF (IYJ) and iShares Global Industrials ETF (EXI).
IYJ and EXI 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. EXI is a passively managed fund by iShares that tracks the performance of the S&P Global 1200 / Industrials -SEC. It was launched on Sep 12, 2006. Both IYJ and EXI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYJ or EXI.
Performance
IYJ vs. EXI - Performance Comparison
Returns By Period
In the year-to-date period, IYJ achieves a 25.31% return, which is significantly higher than EXI's 18.38% return. Over the past 10 years, IYJ has outperformed EXI with an annualized return of 11.53%, while EXI has yielded a comparatively lower 9.32% annualized return.
IYJ
25.31%
5.33%
16.19%
36.00%
12.60%
11.53%
EXI
18.38%
2.15%
7.82%
28.11%
10.83%
9.32%
Key characteristics
| IYJ | EXI | |
|---|---|---|
| Sharpe Ratio | 2.71 | 2.20 |
| Sortino Ratio | 3.79 | 3.05 |
| Omega Ratio | 1.47 | 1.38 |
| Calmar Ratio | 5.88 | 3.78 |
| Martin Ratio | 15.54 | 13.09 |
| Ulcer Index | 2.32% | 2.15% |
| Daily Std Dev | 13.29% | 12.76% |
| Max Drawdown | -61.97% | -62.60% |
| Current Drawdown | -0.33% | -1.51% |
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IYJ vs. EXI - Expense Ratio Comparison
IYJ has a 0.42% expense ratio, which is lower than EXI's 0.43% expense ratio.
Correlation
The correlation between IYJ and EXI is 0.92, 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.
Risk-Adjusted Performance
IYJ vs. EXI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) and iShares Global Industrials ETF (EXI). 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.
Dividends
IYJ vs. EXI - Dividend Comparison
IYJ's dividend yield for the trailing twelve months is around 0.82%, less than EXI's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYJ iShares U.S. Industrials ETF | 0.82% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% | 1.46% | 1.14% |
EXI iShares Global Industrials ETF | 1.34% | 1.84% | 1.63% | 1.42% | 1.39% | 1.72% | 2.21% | 1.48% | 1.74% | 1.95% | 1.93% | 1.51% |
Drawdowns
IYJ vs. EXI - Drawdown Comparison
The maximum IYJ drawdown since its inception was -61.97%, roughly equal to the maximum EXI drawdown of -62.60%. Use the drawdown chart below to compare losses from any high point for IYJ and EXI. For additional features, visit the drawdowns tool.
Volatility
IYJ vs. EXI - Volatility Comparison
iShares U.S. Industrials ETF (IYJ) has a higher volatility of 5.30% compared to iShares Global Industrials ETF (EXI) at 3.75%. This indicates that IYJ's price experiences larger fluctuations and is considered to be riskier than EXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.