IYK vs. ROM

Last updated Jul 14, 2026

IYK (iShares U.S. Consumer Staples ETF) and ROM (ProShares Ultra Technology) are both exchange-traded funds - IYK is a Consumer Staples Equities fund tracking the Russell 1000 Consumer Staples RIC 22.5/45 Capped Index, while ROM is a Leveraged Equities fund tracking the S&P Technology Select Sector Index (200%). Both are passively managed. Over the past 10 years, IYK returned 9.02%/yr vs 39.61%/yr for ROM. A 0.52 correlation means they provide meaningful diversification when combined. IYK charges 0.38%/yr vs 0.95%/yr for ROM.

Performance

IYK vs. ROM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Consumer Staples ETF (IYK) and ProShares Ultra Technology (ROM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IYK achieves a 12.00% return, which is significantly lower than ROM's 48.40% return. Over the past 10 years, IYK has underperformed ROM with an annualized return of 9.02%, while ROM has yielded a comparatively higher 39.61% annualized return.

IYK

• 1D: 0.55%
• 1M: 0.98%
• 6M: 10.61%
• YTD: 12.00%
• 1Y: 8.80%
• 3Y*: 6.31%
• 5Y*: 6.54%
• 10Y*: 9.02%

ROM

• 1D: -4.84%
• 1M: -4.75%
• 6M: 43.03%
• YTD: 48.40%
• 1Y: 80.90%
• 3Y*: 45.24%
• 5Y*: 22.69%
• 10Y*: 39.61%

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

IYK vs. ROM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IYK iShares U.S. Consumer Staples ETF	12.00%	4.78%	5.27%	-2.84%	3.57%	17.32%	32.65%	28.12%	-13.84%	16.53%
ROM ProShares Ultra Technology	48.40%	35.63%	31.65%	130.70%	-63.86%	77.75%	80.42%	102.10%	-9.89%	81.11%

Correlation

The correlation between IYK and ROM is -0.37, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.37
Correlation (3Y) Calculated over the trailing 3-year period	-0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007	0.52

The correlation between IYK and ROM shifts across timeframes, from -0.37 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

IYK vs. ROM - Sectors Allocation Comparison

Sectors	IYK	ROM
Consumer Defensive	85.2%	-
Healthcare	10.7%	-
Basic Materials	2.6%	-
Consumer Cyclical	1.4%	-
Industrials	0.1%	0.0%
Communication Services	-	-
Energy	-	0.1%
Financial Services	-	3.3%
Real Estate	-	-
Technology	-	59.8%
Utilities	-	-

Return for Risk

IYK vs. ROM — Risk / Return Rank

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

IYK

IYK Risk / Return Rank: 22
IYK Sharpe Ratio Rank: 23
IYK Sortino Ratio Rank: 22
IYK Omega Ratio Rank: 21
IYK Calmar Ratio Rank: 22
IYK Martin Ratio Rank: 19

ROM

ROM Risk / Return Rank: 57
ROM Sharpe Ratio Rank: 63
ROM Sortino Ratio Rank: 53
ROM Omega Ratio Rank: 55
ROM Calmar Ratio Rank: 63
ROM Martin Ratio Rank: 52

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.

IYK vs. ROM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Staples ETF (IYK) and ProShares Ultra Technology (ROM). 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.

	IYK	ROM	Difference
Sharpe ratio: Return per unit of total volatility	0.67	1.66	-0.99
Sortino ratio: Return per unit of downside risk	1.05	2.08	-1.03
Omega ratio: Gain probability vs. loss probability	1.12	1.27	-0.15
Calmar ratio: Return relative to maximum drawdown	0.83	2.52	-1.69
Martin ratio: Return relative to average drawdown	1.67	7.00	-5.33

IYK vs. ROM - Sharpe Ratio Comparison

The current IYK Sharpe Ratio is 0.67, which is lower than the ROM Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IYK and ROM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IYK vs. ROM - Drawdown Comparison

The maximum IYK drawdown since its inception was -42.64%, smaller than the maximum ROM drawdown of -83.36%. Use the drawdown chart below to compare losses from any high point for IYK and ROM.

Drawdown Indicators

	IYK	ROM	Difference
Max Drawdown Largest peak-to-trough decline	-42.64%	-83.36%	+40.72%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-32.33%	+21.65%
Max Drawdown (3Y) Largest decline over 3 years	-12.14%	-48.10%	+35.96%
Max Drawdown (5Y) Largest decline over 5 years	-15.05%	-67.55%	+52.50%
Max Drawdown (10Y) Largest decline over 10 years	-33.19%	-67.55%	+34.36%
Current Drawdown Current decline from peak	-3.47%	-18.18%	+14.71%
Average Drawdown Average peak-to-trough decline	-5.07%	-20.84%	+15.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.27%	11.59%	-6.32%

Volatility

IYK vs. ROM - Volatility Comparison

The current volatility for iShares U.S. Consumer Staples ETF (IYK) is 4.93%, while ProShares Ultra Technology (ROM) has a volatility of 22.09%. This indicates that IYK experiences smaller price fluctuations and is considered to be less risky than ROM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYK	ROM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.93%	22.09%	-17.16%
Volatility (6M) Calculated over the trailing 6-month period	10.40%	41.79%	-31.39%
Volatility (1Y) Calculated over the trailing 1-year period	13.17%	49.04%	-35.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.16%	52.89%	-39.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.54%	50.37%	-34.83%

IYK vs. ROM - Expense Ratio Comparison

IYK has a 0.38% expense ratio, which is lower than ROM's 0.95% expense ratio.

Dividends

IYK vs. ROM - Dividend Comparison

IYK's dividend yield for the trailing twelve months is around 2.56%, more than ROM's 0.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYK iShares U.S. Consumer Staples ETF	2.56%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%
ROM ProShares Ultra Technology	0.06%	0.24%	0.21%	0.01%	0.00%	0.00%	0.05%	0.16%	0.30%	0.08%	0.20%	0.12%

Frequently Asked Questions

Can I hold both IYK and ROM in my portfolio?

IYK and ROM have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IYK or ROM?

ROM has higher volatility (22.09%) compared to IYK (4.93%). In terms of maximum drawdown, IYK dropped -42.64% vs ROM's -83.36%.

Which ETF is better, IYK or ROM?

On 10-year performance, ROM leads with 39.61% vs 9.02% for IYK. On fees, IYK is cheaper at 0.38% per year. On volatility, IYK has been the lower-risk option at 4.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IYK or ROM?

Over the 10-year period, ROM has performed better with a 39.61% return vs 9.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IYK or ROM?

IYK is cheaper with a 0.38% expense ratio, compared with 0.95% for ROM.

Which ETF pays a higher dividend yield, IYK or ROM?

IYK has the higher dividend yield at 2.56%, compared with 0.06% for ROM.

What is the main difference between IYK and ROM?

IYK is categorized as Consumer Staples Equities, while ROM is Leveraged Equities. IYK tracks Russell 1000 Consumer Staples RIC 22.5/45 Capped Index, while ROM tracks S&P Technology Select Sector Index (200%). They also come from different issuers: iShares and ProShares. Their fees differ too: 0.38% for IYK and 0.95% for ROM.

Which has better risk-adjusted returns?

ROM currently has the higher Sharpe Ratio (1.66 vs 0.67), 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.