PortfoliosLab logoPortfoliosLab logo
IYM vs. IYE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYM vs. IYE - Performance Comparison

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

Loading graphics...

IYM vs. IYE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYM
iShares U.S. Basic Materials ETF
16.42%20.41%-4.54%12.83%-9.15%25.62%17.87%19.22%-16.63%24.83%
IYE
iShares U.S. Energy ETF
32.07%7.33%6.06%-2.21%60.21%53.42%-33.49%10.03%-19.37%-1.80%

Returns By Period

In the year-to-date period, IYM achieves a 16.42% return, which is significantly lower than IYE's 32.07% return. Over the past 10 years, IYM has outperformed IYE with an annualized return of 11.13%, while IYE has yielded a comparatively lower 9.94% annualized return.


IYM

1D
1.61%
1M
-5.46%
YTD
16.42%
6M
22.01%
1Y
34.61%
3Y*
12.30%
5Y*
8.93%
10Y*
11.13%

IYE

1D
-3.57%
1M
4.12%
YTD
32.07%
6M
32.94%
1Y
29.50%
3Y*
15.68%
5Y*
22.04%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IYM vs. IYE - Expense Ratio Comparison

Both IYM and IYE have an expense ratio of 0.42%.


Return for Risk

IYM vs. IYE — Risk / Return Rank

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

IYM
IYM Risk / Return Rank: 7979
Overall Rank
IYM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IYM Sortino Ratio Rank: 8080
Sortino Ratio Rank
IYM Omega Ratio Rank: 7575
Omega Ratio Rank
IYM Calmar Ratio Rank: 8181
Calmar Ratio Rank
IYM Martin Ratio Rank: 7777
Martin Ratio Rank

IYE
IYE Risk / Return Rank: 5858
Overall Rank
IYE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 5959
Sortino Ratio Rank
IYE Omega Ratio Rank: 6161
Omega Ratio Rank
IYE Calmar Ratio Rank: 6060
Calmar Ratio Rank
IYE Martin Ratio Rank: 4545
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. IYE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Basic Materials ETF (IYM) and iShares U.S. Energy ETF (IYE). 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.


IYMIYEDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.19

+0.36

Sortino ratio

Return per unit of downside risk

2.15

1.58

+0.57

Omega ratio

Gain probability vs. loss probability

1.29

1.24

+0.06

Calmar ratio

Return relative to maximum drawdown

2.38

1.61

+0.78

Martin ratio

Return relative to average drawdown

8.81

4.46

+4.35

IYM vs. IYE - Sharpe Ratio Comparison

The current IYM Sharpe Ratio is 1.55, which is higher than the IYE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of IYM and IYE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IYMIYEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.19

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.86

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.34

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.26

+0.07

Correlation

The correlation between IYM and IYE is 0.65, 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. IYE - Dividend Comparison

IYM's dividend yield for the trailing twelve months is around 1.30%, less than IYE's 2.13% yield.


TTM20252024202320222021202020192018201720162015
IYM
iShares U.S. Basic Materials ETF
1.30%1.51%1.65%1.77%2.14%1.48%1.39%2.08%1.68%1.43%1.47%2.04%
IYE
iShares U.S. Energy ETF
2.13%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%

Drawdowns

IYM vs. IYE - Drawdown Comparison

The maximum IYM drawdown since its inception was -67.78%, smaller than the maximum IYE drawdown of -73.74%. Use the drawdown chart below to compare losses from any high point for IYM and IYE.


Loading graphics...

Drawdown Indicators


IYMIYEDifference

Max Drawdown

Largest peak-to-trough decline

-67.78%

-73.74%

+5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-18.74%

+4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

-25.61%

-4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-42.76%

-68.59%

+25.83%

Current Drawdown

Current decline from peak

-5.46%

-5.65%

+0.19%

Average Drawdown

Average peak-to-trough decline

-11.51%

-19.44%

+7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

6.76%

-2.83%

Volatility

IYM vs. IYE - Volatility Comparison

iShares U.S. Basic Materials ETF (IYM) has a higher volatility of 7.07% compared to iShares U.S. Energy ETF (IYE) at 6.28%. This indicates that IYM's price experiences larger fluctuations and is considered to be riskier than IYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IYMIYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

6.28%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

14.10%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.42%

24.90%

-2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.33%

25.83%

-5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.66%

29.45%

-7.79%