IYJ vs. ROKT

Last updated Apr 2, 2026

Compare and contrast key facts about iShares U.S. Industrials ETF (IYJ) and SPDR S&P Kensho Final Frontiers ETF (ROKT).

IYJ and ROKT 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. ROKT is a passively managed fund by State Street that tracks the performance of the S&P Kensho Final Frontiers Index. It was launched on Oct 22, 2018. Both IYJ and ROKT 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. ROKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Industrials ETF (IYJ) and SPDR S&P Kensho Final Frontiers ETF (ROKT). The values are adjusted to include any dividend payments, if applicable.

IYJ vs. ROKT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IYJ iShares U.S. Industrials ETF	0.88%	11.94%	17.82%	19.94%	-13.53%	17.02%	17.37%	32.27%	-9.28%
ROKT SPDR S&P Kensho Final Frontiers ETF	20.37%	50.56%	27.89%	14.41%	-0.81%	4.63%	7.99%	40.90%	-13.20%

Returns By Period

In the year-to-date period, IYJ achieves a 0.88% return, which is significantly lower than ROKT's 20.37% return.

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%

ROKT

• 1D: 2.91%
• 1M: -4.77%
• YTD: 20.37%
• 6M: 33.50%
• 1Y: 92.60%
• 3Y*: 36.67%
• 5Y*: 21.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IYJ vs. ROKT - Expense Ratio Comparison

IYJ has a 0.38% expense ratio, which is lower than ROKT's 0.45% expense ratio.

ROKT

SPDR S&P Kensho Final Frontiers ETF

IYJ

iShares U.S. Industrials ETF

Return for Risk

IYJ vs. ROKT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IYJ

IYJ Risk / Return Rank: 41
IYJ Sharpe Ratio Rank: 38
IYJ Sortino Ratio Rank: 40
IYJ Omega Ratio Rank: 38
IYJ Calmar Ratio Rank: 44
IYJ Martin Ratio Rank: 45

ROKT

ROKT Risk / Return Rank: 97
ROKT Sharpe Ratio Rank: 98
ROKT Sortino Ratio Rank: 97
ROKT Omega Ratio Rank: 96
ROKT Calmar Ratio Rank: 98
ROKT Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IYJ vs. ROKT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) and SPDR S&P Kensho Final Frontiers ETF (ROKT). 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	ROKT	Difference
Sharpe ratio Return per unit of total volatility	0.76	3.17	-2.41
Sortino ratio Return per unit of downside risk	1.19	3.82	-2.63
Omega ratio Gain probability vs. loss probability	1.16	1.52	-0.36
Calmar ratio Return relative to maximum drawdown	1.21	6.94	-5.73
Martin ratio Return relative to average drawdown	4.57	26.49	-21.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYJ vs. ROKT - Sharpe Ratio Comparison

The current IYJ Sharpe Ratio is 0.76, which is lower than the ROKT Sharpe Ratio of 3.17. The chart below compares the historical Sharpe Ratios of IYJ and ROKT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IYJ	ROKT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	3.17	-2.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.96	-0.52
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.77	-0.40

Correlation

The correlation between IYJ and ROKT is 0.82, 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. ROKT - Dividend Comparison

IYJ's dividend yield for the trailing twelve months is around 0.82%, more than ROKT's 0.33% 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%
ROKT SPDR S&P Kensho Final Frontiers ETF	0.33%	0.41%	0.57%	0.62%	0.54%	1.79%	0.48%	0.74%	0.16%	0.00%	0.00%	0.00%

Drawdowns

IYJ vs. ROKT - Drawdown Comparison

The maximum IYJ drawdown since its inception was -61.97%, which is greater than ROKT's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for IYJ and ROKT.

Drawdown Indicators

	IYJ	ROKT	Difference
Max Drawdown Largest peak-to-trough decline	-61.97%	-43.16%	-18.81%
Max Drawdown (1Y) Largest decline over 1 year	-12.83%	-13.36%	+0.53%
Max Drawdown (5Y) Largest decline over 5 years	-26.24%	-23.46%	-2.78%
Max Drawdown (10Y) Largest decline over 10 years	-40.20%	—	—
Current Drawdown Current decline from peak	-7.76%	-4.77%	-2.99%
Average Drawdown Average peak-to-trough decline	-11.27%	-6.86%	-4.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	3.50%	-0.09%

Volatility

IYJ vs. ROKT - Volatility Comparison

The current volatility for iShares U.S. Industrials ETF (IYJ) is 6.10%, while SPDR S&P Kensho Final Frontiers ETF (ROKT) has a volatility of 10.90%. This indicates that IYJ experiences smaller price fluctuations and is considered to be less risky than ROKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYJ	ROKT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.10%	10.90%	-4.80%
Volatility (6M) Calculated over the trailing 6-month period	11.54%	22.79%	-11.25%
Volatility (1Y) Calculated over the trailing 1-year period	19.71%	29.33%	-9.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.94%	21.91%	-3.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.81%	24.80%	-4.99%