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IYT vs. FDRV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYT vs. FDRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Transportation Average ETF (IYT) and Fidelity Electric Vehicles and Future Transportation ETF (FDRV). The values are adjusted to include any dividend payments, if applicable.

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IYT vs. FDRV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IYT
iShares Transportation Average ETF
1.39%11.48%4.10%24.62%-21.74%9.76%
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
1.81%24.32%-21.73%12.27%-44.23%7.00%

Returns By Period

In the year-to-date period, IYT achieves a 1.39% return, which is significantly lower than FDRV's 1.81% return.


IYT

1D
0.90%
1M
-7.82%
YTD
1.39%
6M
6.28%
1Y
19.03%
3Y*
11.04%
5Y*
4.22%
10Y*
9.12%

FDRV

1D
1.12%
1M
-3.04%
YTD
1.81%
6M
-5.75%
1Y
28.31%
3Y*
-3.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IYT vs. FDRV - Expense Ratio Comparison

IYT has a 0.42% expense ratio, which is higher than FDRV's 0.39% expense ratio.


Return for Risk

IYT vs. FDRV — Risk / Return Rank

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

IYT
IYT Risk / Return Rank: 4141
Overall Rank
IYT Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IYT Sortino Ratio Rank: 4242
Sortino Ratio Rank
IYT Omega Ratio Rank: 3939
Omega Ratio Rank
IYT Calmar Ratio Rank: 4646
Calmar Ratio Rank
IYT Martin Ratio Rank: 4343
Martin Ratio Rank

FDRV
FDRV Risk / Return Rank: 5252
Overall Rank
FDRV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FDRV Sortino Ratio Rank: 5555
Sortino Ratio Rank
FDRV Omega Ratio Rank: 4848
Omega Ratio Rank
FDRV Calmar Ratio Rank: 5959
Calmar Ratio Rank
FDRV Martin Ratio Rank: 5050
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.

IYT vs. FDRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Transportation Average ETF (IYT) and Fidelity Electric Vehicles and Future Transportation ETF (FDRV). 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.


IYTFDRVDifference

Sharpe ratio

Return per unit of total volatility

0.73

0.95

-0.21

Sortino ratio

Return per unit of downside risk

1.22

1.51

-0.29

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.26

1.62

-0.37

Martin ratio

Return relative to average drawdown

4.24

5.21

-0.97

IYT vs. FDRV - Sharpe Ratio Comparison

The current IYT Sharpe Ratio is 0.73, which is comparable to the FDRV Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of IYT and FDRV, 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


IYTFDRVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.95

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

-0.27

+0.67

Correlation

The correlation between IYT and FDRV is 0.69, 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

IYT vs. FDRV - Dividend Comparison

IYT's dividend yield for the trailing twelve months is around 1.06%, less than FDRV's 1.32% yield.


TTM20252024202320222021202020192018201720162015
IYT
iShares Transportation Average ETF
1.06%1.00%1.08%1.26%1.40%0.77%0.93%1.29%1.35%0.92%0.96%1.28%
FDRV
Fidelity Electric Vehicles and Future Transportation ETF
1.32%1.14%0.43%0.24%0.33%0.04%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IYT vs. FDRV - Drawdown Comparison

The maximum IYT drawdown since its inception was -60.39%, smaller than the maximum FDRV drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for IYT and FDRV.


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Drawdown Indicators


IYTFDRVDifference

Max Drawdown

Largest peak-to-trough decline

-60.39%

-63.89%

+3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.01%

-18.04%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.28%

Current Drawdown

Current decline from peak

-8.32%

-43.67%

+35.35%

Average Drawdown

Average peak-to-trough decline

-9.37%

-42.62%

+33.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

5.62%

-1.17%

Volatility

IYT vs. FDRV - Volatility Comparison

The current volatility for iShares Transportation Average ETF (IYT) is 7.84%, while Fidelity Electric Vehicles and Future Transportation ETF (FDRV) has a volatility of 9.66%. This indicates that IYT experiences smaller price fluctuations and is considered to be less risky than FDRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYTFDRVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

9.66%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

18.87%

-4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

26.03%

30.05%

-4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.07%

32.17%

-10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.04%

32.17%

-9.13%