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IYLD vs. YYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYLD vs. YYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Multi-Asset Income ETF (IYLD) and Amplify CEF High Income ETF (YYY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYLD achieves a 5.27% return, which is significantly higher than YYY's 4.86% return. Over the past 10 years, IYLD has underperformed YYY with an annualized return of 4.10%, while YYY has yielded a comparatively higher 5.73% annualized return.


IYLD

1D
-0.06%
1M
0.56%
YTD
5.27%
6M
5.48%
1Y
14.00%
3Y*
10.68%
5Y*
3.38%
10Y*
4.10%

YYY

1D
-0.15%
1M
0.02%
YTD
4.86%
6M
4.67%
1Y
12.27%
3Y*
12.38%
5Y*
3.14%
10Y*
5.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYLD vs. YYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYLD
iShares Morningstar Multi-Asset Income ETF
5.27%15.44%2.00%12.55%-16.80%3.37%-1.18%15.82%-4.77%10.90%
YYY
Amplify CEF High Income ETF
4.86%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-10.21%13.86%

Correlation

The correlation between IYLD and YYY is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2012

0.61

The correlation between IYLD and YYY has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.

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Return for Risk

IYLD vs. YYY — Risk / Return Rank

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

IYLD
IYLD Risk / Return Rank: 7575
Overall Rank
IYLD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IYLD Sortino Ratio Rank: 8585
Sortino Ratio Rank
IYLD Omega Ratio Rank: 8181
Omega Ratio Rank
IYLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
IYLD Martin Ratio Rank: 6666
Martin Ratio Rank

YYY
YYY Risk / Return Rank: 4040
Overall Rank
YYY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 4141
Sortino Ratio Rank
YYY Omega Ratio Rank: 4242
Omega Ratio Rank
YYY Calmar Ratio Rank: 3131
Calmar Ratio Rank
YYY Martin Ratio Rank: 4242
Martin Ratio Rank
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.

IYLD vs. YYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Multi-Asset Income ETF (IYLD) and Amplify CEF High Income ETF (YYY). 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.


IYLDYYYDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.46

1.27

+0.19

Calmar ratioReturn relative to maximum drawdown

3.03

1.53

+1.51

Martin ratioReturn relative to average drawdown

11.69

6.58

+5.11

IYLD vs. YYY - Sharpe Ratio Comparison

The current IYLD Sharpe Ratio is 2.42, which is higher than the YYY Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of IYLD and YYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IYLD vs. YYY - Drawdown Comparison

The maximum IYLD drawdown since its inception was -30.23%, smaller than the maximum YYY drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for IYLD and YYY.


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Drawdown Indicators


IYLDYYYDifference

Max Drawdown

Largest peak-to-trough decline

-30.23%

-42.52%

+12.29%

Max Drawdown (1Y)

Largest decline over 1 year

-4.63%

-8.07%

+3.44%

Max Drawdown (3Y)

Largest decline over 3 years

-5.20%

-13.47%

+8.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.57%

-27.92%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-30.23%

-42.52%

+12.29%

Current Drawdown

Current decline from peak

-0.25%

-0.93%

+0.68%

Average Drawdown

Average peak-to-trough decline

-4.52%

-6.82%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

1.87%

-0.67%

Volatility

IYLD vs. YYY - Volatility Comparison

The current volatility for iShares Morningstar Multi-Asset Income ETF (IYLD) is 1.41%, while Amplify CEF High Income ETF (YYY) has a volatility of 2.55%. This indicates that IYLD experiences smaller price fluctuations and is considered to be less risky than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYLDYYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

2.55%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

4.75%

7.23%

-2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

5.83%

8.71%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.87%

11.37%

-3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.58%

13.90%

-4.32%

IYLD vs. YYY - Expense Ratio Comparison

IYLD has a 0.60% expense ratio, which is lower than YYY's 3.23% expense ratio.


Dividends

IYLD vs. YYY - Dividend Comparison

IYLD's dividend yield for the trailing twelve months is around 4.59%, less than YYY's 12.57% yield.


PositionTTM20252024202320222021202020192018201720162015
IYLD
iShares Morningstar Multi-Asset Income ETF
4.59%4.72%5.32%5.76%5.45%3.47%4.38%5.25%5.78%4.22%4.84%5.26%
YYY
Amplify CEF High Income ETF
12.57%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%

Frequently Asked Questions


IYLD and YYY have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YYY has higher volatility (2.55%) compared to IYLD (1.41%). In terms of maximum drawdown, IYLD dropped -30.23% vs YYY's -42.52%.

On 10-year performance, YYY leads with 5.73% vs 4.10% for IYLD. On fees, IYLD is cheaper at 0.60% per year. On volatility, IYLD has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, YYY has performed better with a 5.73% return vs 4.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYLD is cheaper with a 0.60% expense ratio, compared with 3.23% for YYY.

YYY has the higher dividend yield at 12.57%, compared with 4.59% for IYLD.

IYLD tracks Morningstar Multi-Asset High Income Index, while YYY tracks Nasdaq CEF High Income™ Index. They also come from different issuers: iShares and Amplify. Their fees differ too: 0.60% for IYLD and 3.23% for YYY.

IYLD currently has the higher Sharpe Ratio (2.42 vs 1.42), 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.

Portfolio Optimizer

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