IYT vs. XLII
IYT (iShares Transportation Average ETF) and XLII (State Street Industrial Select Sector SPDR Premium Income ETF) are both exchange-traded funds - IYT is a Industrials Equities fund tracking the Dow Jones Transportation Average Index, while XLII is a Derivative Income fund actively managed by State Street. IYT is passively managed, while XLII is actively managed. Over the past year, IYT returned 28.75% vs 20.71% for XLII. Their 0.68 correlation means they have sometimes moved together and sometimes differently. IYT charges 0.42%/yr vs 0.35%/yr for XLII.
Performance
IYT vs. XLII - Performance Comparison
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Returns By Period
In the year-to-date period, IYT achieves a 14.55% return, which is significantly higher than XLII's 11.91% return.
IYT
- 1D
- 0.01%
- 1M
- -3.52%
- 6M
- 11.47%
- YTD
- 14.55%
- 1Y
- 28.75%
- 3Y*
- 10.10%
- 5Y*
- 7.51%
- 10Y*
- 10.75%
- ALL TIME*
- 9.92%
XLII
- 1D
- 0.96%
- 1M
- -0.49%
- 6M
- 8.98%
- YTD
- 11.91%
- 1Y
- 20.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $61.92M | $57.48M | $60.22M | |
| $449.50K | $324.22K | $213.70K |
IYT vs. XLII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IYT iShares Transportation Average ETF | 14.55% | 8.33% |
XLII State Street Industrial Select Sector SPDR Premium Income ETF | 11.91% | 6.30% |
Correlation
The correlation between IYT and XLII is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.68 |
The correlation between IYT and XLII has been stable across timeframes, ranging from 0.67 to 0.68 - a consistent structural relationship.
IYT vs. XLII - Sectors Allocation Comparison
Sectors
IYT
XLII
Industrials
Technology
Basic Materials
-
-
Communication Services
-
-
Consumer Cyclical
-
Consumer Defensive
-
-
Energy
-
-
Financial Services
-
Healthcare
-
-
Real Estate
-
-
Utilities
-
-
Industrials
IYT
XLII
Technology
IYT
XLII
Basic Materials
IYT
-
XLII
-
Communication Services
IYT
-
XLII
-
Consumer Cyclical
IYT
-
XLII
Consumer Defensive
IYT
-
XLII
-
Energy
IYT
-
XLII
-
Financial Services
IYT
-
XLII
Healthcare
IYT
-
XLII
-
Real Estate
IYT
-
XLII
-
Utilities
IYT
-
XLII
-
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Return for Risk
IYT vs. XLII — Risk / Return Rank
IYT
XLII
IYT vs. XLII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Transportation Average ETF (IYT) and State Street Industrial Select Sector SPDR Premium Income ETF (XLII). 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.
| IYT | XLII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.93 | +0.25 |
| Martin ratioReturn relative to average drawdown | 7.44 | 8.68 | -1.24 |
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Drawdowns
IYT vs. XLII - Drawdown Comparison
The maximum IYT drawdown since its inception was -60.39%, which is greater than XLII's maximum drawdown of -10.10%. Use the drawdown chart below to compare losses from any high point for IYT and XLII.
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Drawdown Indicators
| IYT | XLII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.39% | -10.10% | -50.29% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -10.10% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -26.35% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.28% | — | — |
Current DrawdownCurrent decline from peak | -5.69% | -1.32% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -9.26% | -1.28% | -7.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 2.24% | +1.29% |
Volatility
IYT vs. XLII - Volatility Comparison
iShares Transportation Average ETF (IYT) has a higher volatility of 4.43% compared to State Street Industrial Select Sector SPDR Premium Income ETF (XLII) at 3.82%. This indicates that IYT's price experiences larger fluctuations and is considered to be riskier than XLII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYT | XLII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 3.82% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.10% | 10.44% | +5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.29% | 12.25% | +8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 12.23% | +10.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.11% | 12.23% | +10.88% |
IYT vs. XLII - Expense Ratio Comparison
IYT has a 0.42% expense ratio, which is higher than XLII's 0.35% expense ratio.
Dividends
IYT vs. XLII - Dividend Comparison
IYT's dividend yield for the trailing twelve months is around 0.92%, less than XLII's 12.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYT iShares Transportation Average ETF | 0.92% | 1.00% | 1.08% | 1.26% | 1.40% | 0.77% | 0.93% | 1.29% | 1.35% | 0.92% | 0.96% | 1.28% |
XLII State Street Industrial Select Sector SPDR Premium Income ETF | 12.08% | 5.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IYT and XLII have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYT has higher volatility (4.43%) compared to XLII (3.82%). In terms of maximum drawdown, IYT dropped -60.39% vs XLII's -10.10%.
On 1-year performance, IYT leads with 28.75% vs 20.71% for XLII. On fees, XLII is cheaper at 0.35% per year. On volatility, XLII has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IYT has performed better with a 28.75% return vs 20.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLII is cheaper with a 0.35% expense ratio, compared with 0.42% for IYT.
XLII has the higher dividend yield at 12.08%, compared with 0.92% for IYT.
IYT is categorized as Industrials Equities, while XLII is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.42% for IYT and 0.35% for XLII.
XLII currently has the higher Sharpe Ratio (1.59 vs 1.29), 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.
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