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IYT vs. XLII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYT vs. XLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Transportation Average ETF (IYT) and State Street Industrial Select Sector SPDR Premium Income ETF (XLII). The values are adjusted to include any dividend payments, if applicable.

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

Liquidity Comparison


PositionAvg. 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


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

84.9%
93.8%

Technology

15.1%
5.9%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

0.3%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

100.8%

Healthcare

-

-

Real Estate

-

-

Utilities

-

-

Industrials

IYT
84.9%
XLII
93.8%

Technology

IYT
15.1%
XLII
5.9%

Basic Materials

IYT

-

XLII

-

Communication Services

IYT

-

XLII

-

Consumer Cyclical

IYT

-

XLII
0.3%

Consumer Defensive

IYT

-

XLII

-

Energy

IYT

-

XLII

-

Financial Services

IYT

-

XLII
100.8%

Healthcare

IYT

-

XLII

-

Real Estate

IYT

-

XLII

-

Utilities

IYT

-

XLII

-

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Return for Risk

IYT vs. XLII — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IYT
IYT Risk / Return Rank: 5757
Overall Rank
IYT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IYT Sortino Ratio Rank: 5454
Sortino Ratio Rank
IYT Omega Ratio Rank: 5252
Omega Ratio Rank
IYT Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYT Martin Ratio Rank: 6262
Martin Ratio Rank

XLII
XLII Risk / Return Rank: 6666
Overall Rank
XLII Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XLII Sortino Ratio Rank: 6868
Sortino Ratio Rank
XLII Omega Ratio Rank: 6969
Omega Ratio Rank
XLII Calmar Ratio Rank: 5454
Calmar Ratio Rank
XLII Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


IYTXLIIDifference
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

IYT vs. XLII - Sharpe Ratio Comparison

The current IYT Sharpe Ratio is 1.29, which is comparable to the XLII Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of IYT and XLII, 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

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


IYTXLIIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.69%

-1.32%

-4.37%

Average Drawdown

Average peak-to-trough decline

-9.26%

-1.28%

-7.98%

Ulcer Index

Depth 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


IYTXLIIDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IYT and XLII

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