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IYJ vs. SUPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYJ vs. SUPL

Last updated Aug 4, 2026
Documentation

IYJ (iShares U.S. Industrials ETF) and SUPL (ProShares Supply Chain Logistics ETF) are both Industrials Equities funds - IYJ tracks the Dow Jones U.S. Industrials Index while SUPL tracks the FactSet Supply Chain Logistics Index - Benchmark TR Net. Both are passively managed. Over the past 3 years, IYJ returned 16.91%/yr vs 8.57%/yr for SUPL. Their 0.77 correlation means they have sometimes moved together and sometimes differently. IYJ charges 0.38%/yr vs 0.58%/yr for SUPL.

Performance

IYJ vs. SUPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Industrials ETF (IYJ) and ProShares Supply Chain Logistics ETF (SUPL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYJ achieves a 12.88% return, which is significantly lower than SUPL's 17.40% return.

IYJ

1D
1.71%
1M
0.11%
6M
7.11%
YTD
12.88%
1Y
17.95%
3Y*
16.91%
5Y*
9.36%
10Y*
12.57%
ALL TIME*
8.09%

SUPL

1D
0.05%
1M
-0.06%
6M
10.10%
YTD
17.40%
1Y
28.98%
3Y*
8.57%
5Y*
—
10Y*
—
ALL TIME*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IYJ

iShares U.S. Industrials ETF
$23.95M$14.74M$15.31M

SUPL

ProShares Supply Chain Logistics ETF
$48.02K$64.57K$43.57K

IYJ vs. SUPL - Yearly Performance Comparison

2026 (YTD)2025202420232022
IYJ
iShares U.S. Industrials ETF		12.88%11.94%17.82%19.94%-5.56%
SUPL
ProShares Supply Chain Logistics ETF		17.40%9.25%-2.44%23.69%-11.01%

Correlation

The correlation between IYJ and SUPL is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2022

0.77

The correlation between IYJ and SUPL has been stable across timeframes, ranging from 0.67 to 0.77 - a consistent structural relationship.

IYJ vs. SUPL - Sectors Allocation Comparison

Sectors
IYJ
SUPL

Industrials

65.6%
57.1%

Financial Services

17.3%

-

Technology

7.1%
1.9%

Basic Materials

4.5%

-

Utilities

3.3%
3.2%

Consumer Cyclical

1.6%

-

Healthcare

0.4%
4.3%

Consumer Defensive

0.0%

-

Communication Services

-

-

Energy

-

4.9%

Real Estate

-

-

Industrials

IYJ
65.6%
SUPL
57.1%

Financial Services

IYJ
17.3%
SUPL

-

Technology

IYJ
7.1%
SUPL
1.9%

Basic Materials

IYJ
4.5%
SUPL

-

Utilities

IYJ
3.3%
SUPL
3.2%

Consumer Cyclical

IYJ
1.6%
SUPL

-

Healthcare

IYJ
0.4%
SUPL
4.3%

Consumer Defensive

IYJ
0.0%
SUPL

-

Communication Services

IYJ

-

SUPL

-

Energy

IYJ

-

SUPL
4.9%

Real Estate

IYJ

-

SUPL

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Industrials ETF

ProShares Supply Chain Logistics ETF

Often compared with IYJ:
IYJ vs. XLIIYJ vs. VISIYJ vs. EXIIYJ vs. EFIVIYJ vs. FXRIYJ vs. IYKIYJ vs. FXAIX
Often compared with SUPL:
SUPL vs. SUPPSUPL vs. AIRRSUPL vs. MAKXSUPL vs. SPYSUPL vs. GABFSUPL vs. MADESUPL vs. RBLD

Return for Risk

IYJ vs. SUPL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IYJ
IYJ Risk / Return Rank: 4444
Overall Rank
IYJ Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IYJ Sortino Ratio Rank: 4444
Sortino Ratio Rank
IYJ Omega Ratio Rank: 4040
Omega Ratio Rank
IYJ Calmar Ratio Rank: 4343
Calmar Ratio Rank
IYJ Martin Ratio Rank: 4949
Martin Ratio Rank
SUPL
SUPL Risk / Return Rank: 7272
Overall Rank
SUPL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SUPL Sortino Ratio Rank: 6868
Sortino Ratio Rank
SUPL Omega Ratio Rank: 7070
Omega Ratio Rank
SUPL Calmar Ratio Rank: 7878
Calmar Ratio Rank
SUPL Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IYJ vs. SUPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) and ProShares Supply Chain Logistics ETF (SUPL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IYJSUPLDifference
Sharpe ratioReturn per unit of total volatility
1.13
1.76

-0.64

Sortino ratioReturn per unit of downside risk
1.66
2.41

-0.75

Omega ratioGain probability vs. loss probability

1.20

1.32

-0.12

Calmar ratioReturn relative to maximum drawdown

1.58

2.98

-1.40

Martin ratioReturn relative to average drawdown

5.80

9.47

-3.67

IYJ vs. SUPL - Sharpe Ratio Comparison

The current IYJ Sharpe Ratio is 1.13, which is lower than the SUPL Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IYJ and SUPL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IYJ vs. SUPL - Drawdown Comparison

The maximum IYJ drawdown since its inception was -61.97%, which is greater than SUPL's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for IYJ and SUPL.

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Drawdown Indicators

IYJSUPLDifference

Max Drawdown

Largest peak-to-trough decline

-61.97%

-24.42%

-37.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-9.76%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-21.71%

+2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-26.24%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

—

—

Current Drawdown

Current decline from peak

-0.47%

-4.44%

+3.97%

Average Drawdown

Average peak-to-trough decline

-11.15%

-5.82%

-5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

3.07%

+0.03%

Volatility

IYJ vs. SUPL - Volatility Comparison

iShares U.S. Industrials ETF (IYJ) has a higher volatility of 4.71% compared to ProShares Supply Chain Logistics ETF (SUPL) at 4.03%. This indicates that IYJ's price experiences larger fluctuations and is considered to be riskier than SUPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IYJSUPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

4.03%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

13.26%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.00%

16.53%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

18.88%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

18.88%

+1.02%

IYJ vs. SUPL - Expense Ratio Comparison

IYJ has a 0.38% expense ratio, which is lower than SUPL's 0.58% expense ratio.

Dividends

IYJ vs. SUPL - Dividend Comparison

IYJ's dividend yield for the trailing twelve months is around 0.70%, less than SUPL's 2.50% yield.

PositionTTM20252024202320222021202020192018201720162015
IYJ
iShares U.S. Industrials ETF		0.70%0.83%0.88%1.05%1.05%0.76%1.01%1.32%1.43%1.29%1.38%1.53%
SUPL
ProShares Supply Chain Logistics ETF		2.50%3.03%4.78%4.71%3.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IYJ and SUPL have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYJ has higher volatility (4.71%) compared to SUPL (4.03%). In terms of maximum drawdown, IYJ dropped -61.97% vs SUPL's -24.42%.

On 3-year performance, IYJ leads with 16.91% vs 8.57% for SUPL. On fees, IYJ is cheaper at 0.38% per year. On volatility, SUPL has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IYJ has performed better with a 16.91% return vs 8.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYJ is cheaper with a 0.38% expense ratio, compared with 0.58% for SUPL.

SUPL has the higher dividend yield at 2.50%, compared with 0.70% for IYJ.

IYJ tracks Dow Jones U.S. Industrials Index, while SUPL tracks FactSet Supply Chain Logistics Index - Benchmark TR Net. They also come from different issuers: iShares and ProShares. Their fees differ too: 0.38% for IYJ and 0.58% for SUPL.

SUPL currently has the higher Sharpe Ratio (1.76 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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