IYJ vs. VIS
Compare and contrast key facts about iShares U.S. Industrials ETF (IYJ) and Vanguard Industrials ETF (VIS).
IYJ and VIS 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. VIS is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Industrials 25/50 Index. It was launched on Sep 23, 2004. Both IYJ and VIS 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 VIS.
Performance
IYJ vs. VIS - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IYJ having a 22.31% return and VIS slightly higher at 23.36%. Both investments have delivered pretty close results over the past 10 years, with IYJ having a 11.32% annualized return and VIS not far ahead at 11.47%.
IYJ
22.31%
1.46%
12.71%
33.26%
12.08%
11.32%
VIS
23.36%
1.31%
11.75%
34.71%
13.59%
11.47%
Key characteristics
| IYJ | VIS | |
|---|---|---|
| Sharpe Ratio | 2.52 | 2.38 |
| Sortino Ratio | 3.55 | 3.34 |
| Omega Ratio | 1.44 | 1.42 |
| Calmar Ratio | 5.29 | 5.08 |
| Martin Ratio | 14.37 | 15.55 |
| Ulcer Index | 2.32% | 2.22% |
| Daily Std Dev | 13.20% | 14.48% |
| Max Drawdown | -61.97% | -63.51% |
| Current Drawdown | -2.72% | -2.94% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IYJ vs. VIS - Expense Ratio Comparison
IYJ has a 0.42% expense ratio, which is higher than VIS's 0.10% expense ratio.
Correlation
The correlation between IYJ and VIS is 0.98, 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. VIS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) and Vanguard Industrials ETF (VIS). 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. VIS - Dividend Comparison
IYJ's dividend yield for the trailing twelve months is around 0.84%, less than VIS's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYJ iShares U.S. Industrials ETF | 0.84% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% | 1.46% | 1.14% |
VIS Vanguard Industrials ETF | 1.18% | 1.36% | 1.52% | 1.11% | 1.38% | 1.69% | 1.91% | 1.60% | 1.81% | 1.94% | 1.57% | 1.06% |
Drawdowns
IYJ vs. VIS - Drawdown Comparison
The maximum IYJ drawdown since its inception was -61.97%, roughly equal to the maximum VIS drawdown of -63.51%. Use the drawdown chart below to compare losses from any high point for IYJ and VIS. For additional features, visit the drawdowns tool.
Volatility
IYJ vs. VIS - Volatility Comparison
The current volatility for iShares U.S. Industrials ETF (IYJ) is 5.15%, while Vanguard Industrials ETF (VIS) has a volatility of 5.44%. This indicates that IYJ experiences smaller price fluctuations and is considered to be less risky than VIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.