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IYY vs. AFOS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYY vs. AFOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Dow Jones U.S. ETF (IYY) and ARS Focused Opportunities Strategy ETF (AFOS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYY achieves a 10.92% return, which is significantly lower than AFOS's 32.04% return.


IYY

1D
-0.73%
1M
5.06%
YTD
10.92%
6M
10.83%
1Y
27.47%
3Y*
22.10%
5Y*
12.92%
10Y*
15.01%

AFOS

1D
-0.29%
1M
8.94%
YTD
32.04%
6M
37.37%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYY vs. AFOS - Yearly Performance Comparison


2026 (YTD)2025
IYY
iShares Dow Jones U.S. ETF
10.92%11.70%
AFOS
ARS Focused Opportunities Strategy ETF
32.04%36.15%

Correlation

The correlation between IYY and AFOS is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.84

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Return for Risk

IYY vs. AFOS — Risk / Return Rank

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

IYY
IYY Risk / Return Rank: 6868
Overall Rank
IYY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IYY Sortino Ratio Rank: 6868
Sortino Ratio Rank
IYY Omega Ratio Rank: 6868
Omega Ratio Rank
IYY Calmar Ratio Rank: 6161
Calmar Ratio Rank
IYY Martin Ratio Rank: 7474
Martin Ratio Rank

AFOS
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.

IYY vs. AFOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) and ARS Focused Opportunities Strategy ETF (AFOS). 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.


IYYAFOSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.09

Martin ratioReturn relative to average drawdown

14.19

IYY vs. AFOS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IYYAFOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

4.35

-3.91

Drawdowns

IYY vs. AFOS - Drawdown Comparison

The maximum IYY drawdown since its inception was -55.17%, which is greater than AFOS's maximum drawdown of -11.52%. Use the drawdown chart below to compare losses from any high point for IYY and AFOS.


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Drawdown Indicators


IYYAFOSDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-11.52%

-43.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

Current Drawdown

Current decline from peak

-0.73%

-0.29%

-0.44%

Average Drawdown

Average peak-to-trough decline

-10.84%

-1.37%

-9.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

Volatility

IYY vs. AFOS - Volatility Comparison


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Volatility by Period


IYYAFOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

20.19%

-8.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

20.19%

-3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

20.19%

-2.03%

IYY vs. AFOS - Expense Ratio Comparison

IYY has a 0.20% expense ratio, which is lower than AFOS's 0.45% expense ratio.


Dividends

IYY vs. AFOS - Dividend Comparison

IYY's dividend yield for the trailing twelve months is around 0.87%, more than AFOS's 0.22% yield.


PositionTTM20252024202320222021202020192018201720162015
AFOS
ARS Focused Opportunities Strategy ETF
0.22%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYY
iShares Dow Jones U.S. ETF
0.87%0.95%1.05%1.29%1.48%1.04%1.31%1.80%1.97%1.62%1.81%1.97%

Frequently Asked Questions


IYY and AFOS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IYY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IYY is cheaper with a 0.20% expense ratio, compared with 0.45% for AFOS.

IYY has the higher dividend yield at 0.87%, compared with 0.22% for AFOS.

They also come from different issuers: iShares and ARS Investment Partners. Their fees differ too: 0.20% for IYY and 0.45% for AFOS.

Portfolio Optimizer

Find the right allocation for IYY and AFOS

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