PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IYJ vs. XLII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYJ vs. XLII

Last updated Jun 24, 2026

IYJ (iShares U.S. Industrials ETF) and XLII (State Street Industrial Select Sector SPDR Premium Income ETF) are both exchange-traded funds - IYJ is a Industrials Equities fund tracking the Dow Jones U.S. Industrials Index, while XLII is a Derivative Income fund actively managed by State Street. IYJ is passively managed, while XLII is actively managed. Their correlation of 0.93 suggests significant overlap in exposure. IYJ charges 0.38%/yr vs 0.35%/yr for XLII.

Performance

IYJ vs. XLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Industrials ETF (IYJ) and State Street Industrial Select Sector SPDR Premium Income ETF (XLII). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IYJ achieves a 8.41% return, which is significantly lower than XLII's 9.77% return.

IYJ

1D
-1.60%
1M
2.69%
YTD
8.41%
6M
6.89%
1Y
16.33%
3Y*
17.24%
5Y*
8.66%
10Y*
12.86%

XLII

1D
-1.37%
1M
4.07%
YTD
9.77%
6M
9.38%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYJ vs. XLII - Yearly Performance Comparison

2026 (YTD)2025
IYJ
iShares U.S. Industrials ETF		8.41%1.86%
XLII
State Street Industrial Select Sector SPDR Premium Income ETF		9.77%6.30%

Correlation

The correlation between IYJ and XLII is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.93

IYJ vs. XLII - Sectors Allocation Comparison

Sectors
IYJ
XLII

Industrials

69.0%
93.8%

Financial Services

17.0%
100.8%

Technology

7.8%
5.9%

Basic Materials

4.1%

-

Utilities

3.4%

-

Consumer Cyclical

1.6%
0.3%

Healthcare

0.4%

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Real Estate

-

-

Industrials

IYJ
69.0%
XLII
93.8%

Financial Services

IYJ
17.0%
XLII
100.8%

Technology

IYJ
7.8%
XLII
5.9%

Basic Materials

IYJ
4.1%
XLII

-

Utilities

IYJ
3.4%
XLII

-

Consumer Cyclical

IYJ
1.6%
XLII
0.3%

Healthcare

IYJ
0.4%
XLII

-

Communication Services

IYJ

-

XLII

-

Consumer Defensive

IYJ

-

XLII

-

Energy

IYJ

-

XLII

-

Real Estate

IYJ

-

XLII

-

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

State Street Industrial Select Sector SPDR Premium Income ETF

Often compared with IYJ:
IYJ vs. XLIIYJ vs. VISIYJ vs. EXIIYJ vs. FXRIYJ vs. EFIVIYJ vs. IYKIYJ vs. FXAIX
Often compared with XLII:
XLII vs. IPAVXLII vs. CWIIXLII vs. PPAXLII vs. RIFRXLII vs. IVEPXLII vs. JETSXLII vs. MADE

Return for Risk

IYJ vs. XLII — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYJ
IYJ Risk / Return Rank: 3131
Overall Rank
IYJ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IYJ Sortino Ratio Rank: 3131
Sortino Ratio Rank
IYJ Omega Ratio Rank: 2828
Omega Ratio Rank
IYJ Calmar Ratio Rank: 3030
Calmar Ratio Rank
IYJ Martin Ratio Rank: 3636
Martin Ratio Rank
XLII

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. XLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) and State Street Industrial Select Sector SPDR Premium Income ETF (XLII). 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.

IYJXLIIDifference
Sharpe ratioReturn per unit of total volatility
1.05

—

—

Sortino ratioReturn per unit of downside risk
1.57

—

—

Omega ratioGain probability vs. loss probability

1.18

—

—

Calmar ratioReturn relative to maximum drawdown

1.44

—

—

Martin ratioReturn relative to average drawdown

5.18

—

—

IYJ vs. XLII - Sharpe Ratio Comparison

Loading charts...

Drawdowns

IYJ vs. XLII - Drawdown Comparison

The maximum IYJ drawdown since its inception was -61.97%, which is greater than XLII's maximum drawdown of -10.10%. Use the drawdown chart below to compare losses from any high point for IYJ and XLII.

Loading charts...

Drawdown Indicators

IYJXLIIDifference

Max Drawdown

Largest peak-to-trough decline

-61.97%

-10.10%

-51.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

—

—

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

-1.60%

-1.37%

-0.23%

Average Drawdown

Average peak-to-trough decline

-11.19%

-1.30%

-9.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

—

—

Volatility

IYJ vs. XLII - Volatility Comparison

Loading charts...

Volatility by Period

IYJXLIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.66%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

12.57%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

12.19%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

12.19%

+5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

12.19%

+7.70%

IYJ vs. XLII - Expense Ratio Comparison

IYJ has a 0.38% expense ratio, which is higher than XLII's 0.35% expense ratio.

Dividends

IYJ vs. XLII - Dividend Comparison

IYJ's dividend yield for the trailing twelve months is around 0.73%, less than XLII's 10.97% yield.

PositionTTM20252024202320222021202020192018201720162015
IYJ
iShares U.S. Industrials ETF		0.73%0.83%0.88%1.05%1.05%0.76%1.01%1.32%1.43%1.29%1.38%1.53%
XLII
State Street Industrial Select Sector SPDR Premium Income ETF		10.97%5.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.93, IYJ and XLII move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XLII is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLII is cheaper with a 0.35% expense ratio, compared with 0.38% for IYJ.

XLII has the higher dividend yield at 10.97%, compared with 0.73% for IYJ.

IYJ is categorized as Industrials Equities, while XLII is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.38% for IYJ and 0.35% for XLII.

Portfolio Optimizer

Find the right allocation for IYJ and XLII

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer