IYM vs. VTI
Compare and contrast key facts about iShares U.S. Basic Materials ETF (IYM) and Vanguard Total Stock Market ETF (VTI).
IYM and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both IYM and VTI 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: IYM or VTI.
Key characteristics
| IYM | VTI | |
|---|---|---|
| YTD Return | 7.45% | 26.70% |
| 1Y Return | 20.36% | 38.81% |
| 3Y Return (Ann) | 3.10% | 8.86% |
| 5Y Return (Ann) | 10.89% | 15.46% |
| 10Y Return (Ann) | 7.51% | 12.95% |
| Sharpe Ratio | 1.50 | 3.23 |
| Sortino Ratio | 2.12 | 4.29 |
| Omega Ratio | 1.26 | 1.60 |
| Calmar Ratio | 1.28 | 4.77 |
| Martin Ratio | 6.22 | 21.07 |
| Ulcer Index | 3.53% | 1.94% |
| Daily Std Dev | 14.63% | 12.59% |
| Max Drawdown | -67.78% | -55.45% |
| Current Drawdown | -4.17% | 0.00% |
Correlation
The correlation between IYM and VTI is 0.78, 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.
Performance
IYM vs. VTI - Performance Comparison
In the year-to-date period, IYM achieves a 7.45% return, which is significantly lower than VTI's 26.70% return. Over the past 10 years, IYM has underperformed VTI with an annualized return of 7.51%, while VTI has yielded a comparatively higher 12.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IYM vs. VTI - Expense Ratio Comparison
IYM has a 0.42% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
IYM vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Basic Materials ETF (IYM) and Vanguard Total Stock Market ETF (VTI). 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
IYM vs. VTI - Dividend Comparison
IYM's dividend yield for the trailing twelve months is around 1.57%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYM iShares U.S. Basic Materials ETF | 1.57% | 1.77% | 2.14% | 1.48% | 1.39% | 2.09% | 1.68% | 1.43% | 1.47% | 2.03% | 1.77% | 1.79% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
IYM vs. VTI - Drawdown Comparison
The maximum IYM drawdown since its inception was -67.78%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IYM and VTI. For additional features, visit the drawdowns tool.
Volatility
IYM vs. VTI - Volatility Comparison
The current volatility for iShares U.S. Basic Materials ETF (IYM) is 3.72%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.07%. This indicates that IYM experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.