IYK vs. UGE
Compare and contrast key facts about iShares U.S. Consumer Goods ETF (IYK) and ProShares Ultra Consumer Goods (UGE).
IYK and UGE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYK is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index. It was launched on Jun 12, 2000. UGE is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Consumer Goods Index (200%). It was launched on Jan 30, 2007. Both IYK and UGE 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
IYK vs. UGE - Performance Comparison
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IYK vs. UGE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYK iShares U.S. Consumer Goods ETF | 5.13% | 4.78% | 5.27% | -2.84% | 3.57% | 17.32% | 32.65% | 28.12% | -13.84% | 16.53% |
UGE ProShares Ultra Consumer Goods | 10.58% | -5.21% | 16.40% | 2.38% | -46.78% | 42.44% | 56.64% | 58.28% | -30.14% | 32.38% |
Returns By Period
In the year-to-date period, IYK achieves a 5.13% return, which is significantly lower than UGE's 10.58% return. Over the past 10 years, IYK has outperformed UGE with an annualized return of 8.81%, while UGE has yielded a comparatively lower 7.86% annualized return.
IYK
- 1D
- 0.10%
- 1M
- -9.38%
- YTD
- 5.13%
- 6M
- 3.93%
- 1Y
- 0.54%
- 3Y*
- 4.51%
- 5Y*
- 6.02%
- 10Y*
- 8.81%
UGE
- 1D
- 0.60%
- 1M
- -16.60%
- YTD
- 10.58%
- 6M
- 8.04%
- 1Y
- -1.93%
- 3Y*
- 3.56%
- 5Y*
- -1.67%
- 10Y*
- 7.86%
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IYK vs. UGE - Expense Ratio Comparison
IYK has a 0.42% expense ratio, which is lower than UGE's 0.95% expense ratio.
Return for Risk
IYK vs. UGE — Risk / Return Rank
IYK
UGE
IYK vs. UGE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) and ProShares Ultra Consumer Goods (UGE). 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.
| IYK | UGE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.04 | -0.07 | +0.11 |
Sortino ratioReturn per unit of downside risk | 0.15 | 0.10 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.01 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.05 | +0.13 |
Martin ratioReturn relative to average drawdown | 0.46 | 0.12 | +0.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYK | UGE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.04 | -0.07 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | -0.05 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.24 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.34 | +0.23 |
Correlation
The correlation between IYK and UGE is 0.80, 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
IYK vs. UGE - Dividend Comparison
IYK's dividend yield for the trailing twelve months is around 2.70%, more than UGE's 2.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYK iShares U.S. Consumer Goods ETF | 2.70% | 2.75% | 2.63% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% |
UGE ProShares Ultra Consumer Goods | 2.20% | 2.54% | 1.43% | 1.20% | 0.74% | 0.20% | 0.41% | 0.86% | 0.76% | 0.68% | 0.76% | 0.60% |
Drawdowns
IYK vs. UGE - Drawdown Comparison
The maximum IYK drawdown since its inception was -42.64%, smaller than the maximum UGE drawdown of -71.36%. Use the drawdown chart below to compare losses from any high point for IYK and UGE.
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Drawdown Indicators
| IYK | UGE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.64% | -71.36% | +28.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -18.94% | +8.56% |
Max Drawdown (5Y)Largest decline over 5 years | -15.05% | -56.55% | +41.50% |
Max Drawdown (10Y)Largest decline over 10 years | -33.19% | -57.14% | +23.95% |
Current DrawdownCurrent decline from peak | -9.38% | -37.53% | +28.15% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -18.57% | +13.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 8.63% | -4.43% |
Volatility
IYK vs. UGE - Volatility Comparison
The current volatility for iShares U.S. Consumer Goods ETF (IYK) is 4.14%, while ProShares Ultra Consumer Goods (UGE) has a volatility of 8.12%. This indicates that IYK experiences smaller price fluctuations and is considered to be less risky than UGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYK | UGE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 8.12% | -3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 18.70% | -9.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 27.76% | -14.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 31.24% | -18.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 32.98% | -17.52% |