IYK vs. VUG
Compare and contrast key facts about iShares U.S. Consumer Goods ETF (IYK) and Vanguard Growth ETF (VUG).
IYK and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both IYK and VUG 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: IYK or VUG.
Performance
IYK vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, IYK achieves a 10.54% return, which is significantly lower than VUG's 30.43% return. Over the past 10 years, IYK has underperformed VUG with an annualized return of 9.45%, while VUG has yielded a comparatively higher 15.50% annualized return.
IYK
10.54%
-0.76%
5.20%
12.67%
12.77%
9.45%
VUG
30.43%
2.58%
15.17%
35.89%
19.11%
15.50%
Key characteristics
| IYK | VUG | |
|---|---|---|
| Sharpe Ratio | 1.31 | 2.17 |
| Sortino Ratio | 1.94 | 2.83 |
| Omega Ratio | 1.23 | 1.40 |
| Calmar Ratio | 1.61 | 2.82 |
| Martin Ratio | 6.26 | 11.11 |
| Ulcer Index | 2.18% | 3.29% |
| Daily Std Dev | 10.37% | 16.83% |
| Max Drawdown | -42.64% | -50.68% |
| Current Drawdown | -3.06% | -1.19% |
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IYK vs. VUG - Expense Ratio Comparison
IYK has a 0.42% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between IYK and VUG is 0.71, 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
IYK vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods ETF (IYK) and Vanguard Growth ETF (VUG). 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
IYK vs. VUG - Dividend Comparison
IYK's dividend yield for the trailing twelve months is around 2.51%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYK iShares U.S. Consumer Goods ETF | 2.51% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% | 1.82% | 1.84% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
IYK vs. VUG - Drawdown Comparison
The maximum IYK drawdown since its inception was -42.64%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IYK and VUG. For additional features, visit the drawdowns tool.
Volatility
IYK vs. VUG - Volatility Comparison
The current volatility for iShares U.S. Consumer Goods ETF (IYK) is 2.84%, while Vanguard Growth ETF (VUG) has a volatility of 5.29%. This indicates that IYK experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.