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IYM vs. PSCM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IYM vs. PSCM

Last updated Apr 1, 2026

Compare and contrast key facts about iShares U.S. Basic Materials ETF (IYM) and Invesco S&P SmallCap Materials ETF (PSCM).

IYM and PSCM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYM is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Basic Materials Index. It was launched on Jun 20, 2000. PSCM is a passively managed fund by Invesco that tracks the performance of the S&P Small Cap 600 / Materials -SEC. It was launched on Apr 7, 2010. Both IYM and PSCM 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

IYM vs. PSCM - Performance Comparison

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

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IYM vs. PSCM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYM
iShares U.S. Basic Materials ETF		14.57%20.41%-4.54%12.83%-9.15%25.62%17.87%19.22%-16.63%24.83%
PSCM
Invesco S&P SmallCap Materials ETF		18.11%15.59%0.67%19.86%-6.45%18.02%22.18%21.75%-23.28%10.37%

Returns By Period

In the year-to-date period, IYM achieves a 14.57% return, which is significantly lower than PSCM's 18.11% return. Over the past 10 years, IYM has underperformed PSCM with an annualized return of 10.95%, while PSCM has yielded a comparatively higher 13.09% annualized 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%

PSCM

1D
2.48%
1M
0.04%
YTD
18.11%
6M
28.41%
1Y
50.44%
3Y*
14.75%
5Y*
10.33%
10Y*
13.09%
*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.

iShares U.S. Basic Materials ETF

Invesco S&P SmallCap Materials ETF

Often compared with IYM:
IYM vs. VAWIYM vs. MXIIYM vs. IYYIYM vs. CSDIYM vs. VTIIYM vs. IVVIYM vs. SOXX
Often compared with PSCM:
PSCM vs. PSCCPSCM vs. PSCIPSCM vs. AIRRPSCM vs. SPYIPSCM vs. TRINPSCM vs. XMEPSCM vs. aDPV

IYM vs. PSCM - Expense Ratio Comparison

IYM has a 0.42% expense ratio, which is higher than PSCM's 0.29% expense ratio.

IYM
iShares U.S. Basic Materials ETF
PSCM
Invesco S&P SmallCap Materials ETF

Return for Risk

IYM vs. PSCM — 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
PSCM
PSCM Risk / Return Rank: 8686
Overall Rank
PSCM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PSCM Sortino Ratio Rank: 8888
Sortino Ratio Rank
PSCM Omega Ratio Rank: 8181
Omega Ratio Rank
PSCM Calmar Ratio Rank: 8888
Calmar Ratio Rank
PSCM Martin Ratio Rank: 8888
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. PSCM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Basic Materials ETF (IYM) and Invesco S&P SmallCap Materials ETF (PSCM). 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.

IYMPSCMDifference

Sharpe ratio

Return per unit of total volatility

1.46

1.76

-0.30

Sortino ratio

Return per unit of downside risk

2.05

2.46

-0.41

Omega ratio

Gain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratio

Return relative to maximum drawdown

2.29

2.81

-0.53

Martin ratio

Return relative to average drawdown

8.49

10.86

-2.38

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYM vs. PSCM - Sharpe Ratio Comparison

The current IYM Sharpe Ratio is 1.46, which is comparable to the PSCM Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IYM and PSCM, 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

IYMPSCMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

1.76

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.40

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.49

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.38

-0.05

Correlation

The correlation between IYM and PSCM is 0.72, 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

IYM vs. PSCM - Dividend Comparison

IYM's dividend yield for the trailing twelve months is around 1.32%, more than PSCM's 1.09% 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%
PSCM
Invesco S&P SmallCap Materials ETF		1.09%1.17%0.80%0.81%0.93%0.67%1.56%1.14%1.25%0.61%0.76%1.33%

Drawdowns

IYM vs. PSCM - Drawdown Comparison

The maximum IYM drawdown since its inception was -67.78%, which is greater than PSCM's maximum drawdown of -51.34%. Use the drawdown chart below to compare losses from any high point for IYM and PSCM.

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Drawdown Indicators

IYMPSCMDifference

Max Drawdown

Largest peak-to-trough decline

-67.78%

-51.34%

-16.44%

Max Drawdown (1Y)

Largest decline over 1 year

-14.54%

-17.76%

+3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

-35.36%

+5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-42.76%

-51.34%

+8.58%

Current Drawdown

Current decline from peak

-6.96%

-4.39%

-2.57%

Average Drawdown

Average peak-to-trough decline

-11.51%

-10.99%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

4.60%

-0.68%

Volatility

IYM vs. PSCM - Volatility Comparison

The current volatility for iShares U.S. Basic Materials ETF (IYM) is 7.53%, while Invesco S&P SmallCap Materials ETF (PSCM) has a volatility of 9.12%. This indicates that IYM experiences smaller price fluctuations and is considered to be less risky than PSCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IYMPSCMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

9.12%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

17.83%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.37%

28.81%

-6.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

25.81%

-5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.66%

26.91%

-5.25%