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IYM vs. EART
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYM vs. EART - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Basic Materials ETF (IYM) and Global X Rare Earth & Critical Materials ETF (EART). The values are adjusted to include any dividend payments, if applicable.

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IYM vs. EART - Yearly Performance Comparison


2026 (YTD)2025202420232022
IYM
iShares U.S. Basic Materials ETF
14.57%20.41%-4.54%12.83%-1.21%
EART
Global X Rare Earth & Critical Materials ETF
7.49%98.48%-7.19%-19.75%-16.33%

Returns By Period

In the year-to-date period, IYM achieves a 14.57% return, which is significantly higher than EART's 7.49% return.


IYM

1D
2.70%
1M
-6.45%
YTD
14.57%
6M
19.61%
1Y
32.51%
3Y*
11.71%
5Y*
8.58%
10Y*
10.95%

EART

1D
4.60%
1M
-18.58%
YTD
7.49%
6M
23.42%
1Y
108.62%
3Y*
16.79%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IYM vs. EART - Expense Ratio Comparison

IYM has a 0.42% expense ratio, which is lower than EART's 0.59% expense ratio.


Return for Risk

IYM vs. EART — Risk / Return Rank

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

IYM
IYM Risk / Return Rank: 8080
Overall Rank
IYM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IYM Sortino Ratio Rank: 8181
Sortino Ratio Rank
IYM Omega Ratio Rank: 7676
Omega Ratio Rank
IYM Calmar Ratio Rank: 8282
Calmar Ratio Rank
IYM Martin Ratio Rank: 8080
Martin Ratio Rank

EART
EART Risk / Return Rank: 9494
Overall Rank
EART Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EART Sortino Ratio Rank: 9494
Sortino Ratio Rank
EART Omega Ratio Rank: 9393
Omega Ratio Rank
EART Calmar Ratio Rank: 9494
Calmar Ratio Rank
EART Martin Ratio Rank: 9494
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.

IYM vs. EART - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Basic Materials ETF (IYM) and Global X Rare Earth & Critical Materials ETF (EART). 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.


IYMEARTDifference

Sharpe ratio

Return per unit of total volatility

1.46

2.76

-1.30

Sortino ratio

Return per unit of downside risk

2.05

3.00

-0.95

Omega ratio

Gain probability vs. loss probability

1.28

1.43

-0.15

Calmar ratio

Return relative to maximum drawdown

2.29

3.78

-1.50

Martin ratio

Return relative to average drawdown

8.49

14.28

-5.80

IYM vs. EART - Sharpe Ratio Comparison

The current IYM Sharpe Ratio is 1.46, which is lower than the EART Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of IYM and EART, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IYMEARTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.76

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.21

+0.12

Correlation

The correlation between IYM and EART is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IYM vs. EART - Dividend Comparison

IYM's dividend yield for the trailing twelve months is around 1.32%, more than EART's 0.60% yield.


TTM20252024202320222021202020192018201720162015
IYM
iShares U.S. Basic Materials ETF
1.32%1.51%1.65%1.77%2.14%1.48%1.39%2.08%1.68%1.43%1.47%2.04%
EART
Global X Rare Earth & Critical Materials ETF
0.60%0.65%1.06%1.83%2.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IYM vs. EART - Drawdown Comparison

The maximum IYM drawdown since its inception was -67.78%, which is greater than EART's maximum drawdown of -53.68%. Use the drawdown chart below to compare losses from any high point for IYM and EART.


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Drawdown Indicators


IYMEARTDifference

Max Drawdown

Largest peak-to-trough decline

-67.78%

-53.68%

-14.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-26.03%

+11.49%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

Max Drawdown (10Y)

Largest decline over 10 years

-42.76%

Current Drawdown

Current decline from peak

-6.96%

-18.58%

+11.62%

Average Drawdown

Average peak-to-trough decline

-11.51%

-29.89%

+18.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

6.89%

-2.97%

Volatility

IYM vs. EART - Volatility Comparison

The current volatility for iShares U.S. Basic Materials ETF (IYM) is 7.53%, while Global X Rare Earth & Critical Materials ETF (EART) has a volatility of 17.00%. This indicates that IYM experiences smaller price fluctuations and is considered to be less risky than EART based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYMEARTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

17.00%

-9.47%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

32.26%

-17.40%

Volatility (1Y)

Calculated over the trailing 1-year period

22.37%

39.95%

-17.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

33.89%

-13.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.66%

33.89%

-12.23%