IYT vs. WBA

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Transportation Average ETF (IYT) and Walgreens Boots Alliance, Inc. (WBA).

IYT is a passively managed fund by iShares that tracks the performance of the Dow Jones Transportation Average Index. It was launched on Oct 10, 2003.

Performance

IYT vs. WBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Transportation Average ETF (IYT) and Walgreens Boots Alliance, Inc. (WBA). The values are adjusted to include any dividend payments, if applicable.

IYT vs. WBA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IYT iShares Transportation Average ETF	1.39%	11.48%	4.10%	24.62%	-21.74%	26.41%	14.20%	20.11%	-12.87%	18.89%
WBA Walgreens Boots Alliance, Inc.	0.00%	28.40%	-61.34%	-25.09%	-25.06%	35.78%	-29.38%	-10.99%	-3.65%	-10.51%

Returns By Period

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%

WBA

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IYT vs. WBA — Risk / Return Rank

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

IYT

IYT Risk / Return Rank: 41
IYT Sharpe Ratio Rank: 37
IYT Sortino Ratio Rank: 42
IYT Omega Ratio Rank: 39
IYT Calmar Ratio Rank: 46
IYT Martin Ratio Rank: 43

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. WBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Transportation Average ETF (IYT) and Walgreens Boots Alliance, Inc. (WBA). 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.

	IYT	WBA	Difference
Sharpe ratio Return per unit of total volatility	0.73	—	—
Sortino ratio Return per unit of downside risk	1.22	—	—
Omega ratio Gain probability vs. loss probability	1.16	—	—
Calmar ratio Return relative to maximum drawdown	1.26	—	—
Martin ratio Return relative to average drawdown	4.24	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IYT	WBA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	—	—
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	—	—

Correlation

The correlation between IYT and WBA is 0.45, 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. WBA - Dividend Comparison

IYT's dividend yield for the trailing twelve months is around 1.06%, while WBA has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WBA Walgreens Boots Alliance, Inc.	0.00%	0.00%	10.72%	7.35%	5.13%	3.62%	4.64%	3.04%	2.46%	2.13%	1.78%	1.64%

Drawdowns

Drawdown Indicators

	IYT	WBA	Difference
Max Drawdown Largest peak-to-trough decline	-60.39%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-15.01%	—	—
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%	—	—
Average Drawdown Average peak-to-trough decline	-9.37%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.45%	—	—

Volatility

Volatility by Period

	IYT	WBA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	26.03%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.07%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.04%	—	—