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IYR vs. IYC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYR vs. IYC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) and iShares U.S. Consumer Discretionary ETF (IYC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYR achieves a 11.47% return, which is significantly higher than IYC's -1.40% return. Over the past 10 years, IYR has underperformed IYC with an annualized return of 5.97%, while IYC has yielded a comparatively higher 11.83% annualized return.


IYR

1D
0.89%
1M
3.00%
YTD
11.47%
6M
11.46%
1Y
12.40%
3Y*
9.71%
5Y*
2.47%
10Y*
5.97%

IYC

1D
0.16%
1M
-0.02%
YTD
-1.40%
6M
-2.54%
1Y
6.51%
3Y*
14.17%
5Y*
6.41%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYR vs. IYC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYR
iShares U.S. Real Estate ETF
11.47%3.38%4.41%11.89%-25.51%38.74%-5.23%28.21%-4.33%9.31%
IYC
iShares U.S. Consumer Discretionary ETF
-1.40%7.85%27.54%34.03%-31.78%19.65%24.58%27.36%1.76%19.87%

Correlation

The correlation between IYR and IYC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.50

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

0.57

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

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2000

0.59

The correlation between IYR and IYC shifts across timeframes, from 0.44 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IYR vs. IYC — Risk / Return Rank

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

IYR
IYR Risk / Return Rank: 2828
Overall Rank
IYR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 2525
Sortino Ratio Rank
IYR Omega Ratio Rank: 2525
Omega Ratio Rank
IYR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IYR Martin Ratio Rank: 3232
Martin Ratio Rank

IYC
IYC Risk / Return Rank: 1515
Overall Rank
IYC Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IYC Sortino Ratio Rank: 1515
Sortino Ratio Rank
IYC Omega Ratio Rank: 1414
Omega Ratio Rank
IYC Calmar Ratio Rank: 1515
Calmar Ratio Rank
IYC Martin Ratio Rank: 1616
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.

IYR vs. IYC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) and iShares U.S. Consumer Discretionary ETF (IYC). 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.


IYRIYCDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratioReturn relative to maximum drawdown

1.34

0.44

+0.91

Martin ratioReturn relative to average drawdown

4.19

1.28

+2.91

IYR vs. IYC - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.84, which is higher than the IYC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IYR and IYC, 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

IYR vs. IYC - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than IYC's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for IYR and IYC.


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Drawdown Indicators


IYRIYCDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-53.10%

-21.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-11.97%

+3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-21.62%

+4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-35.90%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-35.90%

-6.42%

Current Drawdown

Current decline from peak

0.00%

-5.12%

+5.12%

Average Drawdown

Average peak-to-trough decline

-12.89%

-9.95%

-2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

4.08%

-1.35%

Volatility

IYR vs. IYC - Volatility Comparison

iShares U.S. Real Estate ETF (IYR) has a higher volatility of 4.80% compared to iShares U.S. Consumer Discretionary ETF (IYC) at 4.33%. This indicates that IYR's price experiences larger fluctuations and is considered to be riskier than IYC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYRIYCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

4.33%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

10.74%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

14.44%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

20.74%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

19.90%

+0.44%

IYR vs. IYC - Expense Ratio Comparison

IYR has a 0.42% expense ratio, which is higher than IYC's 0.38% expense ratio.


Dividends

IYR vs. IYC - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.15%, more than IYC's 0.50% yield.


PositionTTM20252024202320222021202020192018201720162015
IYC
iShares U.S. Consumer Discretionary ETF
0.50%0.51%0.47%0.68%0.68%0.39%0.65%0.89%0.90%0.92%1.10%1.03%
IYR
iShares U.S. Real Estate ETF
2.15%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%

Frequently Asked Questions


IYR and IYC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYR has higher volatility (4.80%) compared to IYC (4.33%). In terms of maximum drawdown, IYR dropped -74.13% vs IYC's -53.10%.

On 10-year performance, IYC leads with 11.83% vs 5.97% for IYR. On fees, IYC is cheaper at 0.38% per year. On volatility, IYC has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYC has performed better with a 11.83% return vs 5.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYC is cheaper with a 0.38% expense ratio, compared with 0.42% for IYR.

IYR has the higher dividend yield at 2.15%, compared with 0.50% for IYC.

IYR is categorized as REIT, while IYC is Consumer Discretionary Equities. IYR tracks Dow Jones U.S. Real Estate Index, while IYC tracks Dow Jones U.S. Consumer Services Index. Their fees differ too: 0.42% for IYR and 0.38% for IYC.

IYR currently has the higher Sharpe Ratio (0.84 vs 0.36), 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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