PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IYY vs. CIND.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IYY vs. CIND.L

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Dow Jones U.S. ETF (IYY) and iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L).

IYY and CIND.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYY is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Index. It was launched on Jun 12, 2000. CIND.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jan 26, 2010. Both IYY and CIND.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IYY vs. CIND.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Dow Jones U.S. ETF (IYY) and iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IYY vs. CIND.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYY
iShares Dow Jones U.S. ETF		-4.22%17.08%24.15%26.48%-19.57%26.38%20.10%30.78%-5.16%21.33%
CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc		-5.27%14.46%14.71%15.66%-7.56%20.97%8.76%24.22%-4.90%27.62%

Returns By Period

In the year-to-date period, IYY achieves a -4.22% return, which is significantly higher than CIND.L's -5.27% return. Over the past 10 years, IYY has outperformed CIND.L with an annualized return of 13.55%, while CIND.L has yielded a comparatively lower 11.60% annualized return.

IYY

1D
2.98%
1M
-4.99%
YTD
-4.22%
6M
-1.98%
1Y
17.60%
3Y*
17.89%
5Y*
10.74%
10Y*
13.55%

CIND.L

1D
0.27%
1M
-6.64%
YTD
-5.27%
6M
-0.48%
1Y
10.97%
3Y*
12.77%
5Y*
8.05%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Dow Jones U.S. ETF

iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc

Often compared with IYY:
IYY vs. DIAIYY vs. VOOIYY vs. VTIIYY vs. IYMIYY vs. QQQIYY vs. TQQQIYY vs. VGT
Often compared with CIND.L:
CIND.L vs. IGSG.LCIND.L vs. DIACIND.L vs. QQQMCIND.L vs. SCHDCIND.L vs. VTCIND.L vs. XLGCIND.L vs. VYM

IYY vs. CIND.L - Expense Ratio Comparison

IYY has a 0.20% expense ratio, which is lower than CIND.L's 0.33% expense ratio.

CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc
IYY
iShares Dow Jones U.S. ETF

Return for Risk

IYY vs. CIND.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYY
IYY Risk / Return Rank: 6363
Overall Rank
IYY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IYY Sortino Ratio Rank: 6060
Sortino Ratio Rank
IYY Omega Ratio Rank: 6363
Omega Ratio Rank
IYY Calmar Ratio Rank: 6363
Calmar Ratio Rank
IYY Martin Ratio Rank: 7272
Martin Ratio Rank
CIND.L
CIND.L Risk / Return Rank: 3737
Overall Rank
CIND.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CIND.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
CIND.L Omega Ratio Rank: 3838
Omega Ratio Rank
CIND.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
CIND.L Martin Ratio Rank: 3636
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.

IYY vs. CIND.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) and iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L). 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.

IYYCIND.LDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.71

+0.25

Sortino ratio

Return per unit of downside risk

1.47

1.09

+0.39

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratio

Return relative to maximum drawdown

1.50

0.89

+0.61

Martin ratio

Return relative to average drawdown

7.06

3.38

+3.69

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYY vs. CIND.L - Sharpe Ratio Comparison

The current IYY Sharpe Ratio is 0.97, which is higher than the CIND.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IYY and CIND.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

IYYCIND.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.71

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.57

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.73

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.78

-0.37

Correlation

The correlation between IYY and CIND.L is 0.50, 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

IYY vs. CIND.L - Dividend Comparison

IYY's dividend yield for the trailing twelve months is around 1.01%, while CIND.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
IYY
iShares Dow Jones U.S. ETF		1.01%0.95%1.05%1.29%1.48%1.04%1.31%1.80%1.97%1.62%1.81%1.97%
CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IYY vs. CIND.L - Drawdown Comparison

The maximum IYY drawdown since its inception was -55.17%, which is greater than CIND.L's maximum drawdown of -36.68%. Use the drawdown chart below to compare losses from any high point for IYY and CIND.L.

Loading graphics...

Drawdown Indicators

IYYCIND.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-36.68%

-18.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-11.09%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-19.90%

-5.56%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

-36.68%

+1.78%

Current Drawdown

Current decline from peak

-6.23%

-9.03%

+2.80%

Average Drawdown

Average peak-to-trough decline

-10.91%

-3.69%

-7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.93%

-0.35%

Volatility

IYY vs. CIND.L - Volatility Comparison

iShares Dow Jones U.S. ETF (IYY) has a higher volatility of 5.44% compared to iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L) at 4.60%. This indicates that IYY's price experiences larger fluctuations and is considered to be riskier than CIND.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

IYYCIND.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

4.60%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

8.56%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

15.35%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

14.25%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

15.91%

+2.24%