IYY vs. EBI
IYY (iShares Dow Jones U.S. ETF) and EBI (Longview Advantage ETF) are both Large Cap Blend Equities funds. IYY is passively managed, while EBI is actively managed. Over the past year, IYY returned 23.31% vs 30.46% for EBI. Their correlation of 0.93 suggests significant overlap in exposure. IYY charges 0.20%/yr vs 0.24%/yr for EBI.
Performance
IYY vs. EBI - Performance Comparison
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Returns By Period
In the year-to-date period, IYY achieves a 8.34% return, which is significantly lower than EBI's 13.70% return.
IYY
- 1D
- -1.33%
- 1M
- -1.01%
- YTD
- 8.34%
- 6M
- 7.27%
- 1Y
- 23.31%
- 3Y*
- 20.53%
- 5Y*
- 12.11%
- 10Y*
- 15.08%
EBI
- 1D
- -0.96%
- 1M
- 0.90%
- YTD
- 13.70%
- 6M
- 12.56%
- 1Y
- 30.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYY vs. EBI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IYY iShares Dow Jones U.S. ETF | 8.34% | 15.64% |
EBI Longview Advantage ETF | 13.70% | 15.82% |
Correlation
The correlation between IYY and EBI is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025 | 0.93 |
The correlation between IYY and EBI has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
IYY vs. EBI — Risk / Return Rank
IYY
EBI
IYY vs. EBI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) and Longview Advantage ETF (EBI). 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.
| IYY | EBI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 4.32 | -1.70 |
| Martin ratioReturn relative to average drawdown | 11.61 | 17.50 | -5.89 |
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Drawdowns
IYY vs. EBI - Drawdown Comparison
The maximum IYY drawdown since its inception was -55.17%, which is greater than EBI's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for IYY and EBI.
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Drawdown Indicators
| IYY | EBI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -17.05% | -38.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -7.09% | -1.85% |
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 DrawdownCurrent decline from peak | -3.04% | -1.43% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -10.82% | -2.03% | -8.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.75% | +0.26% |
Volatility
IYY vs. EBI - Volatility Comparison
iShares Dow Jones U.S. ETF (IYY) has a higher volatility of 4.98% compared to Longview Advantage ETF (EBI) at 4.03%. This indicates that IYY's price experiences larger fluctuations and is considered to be riskier than EBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYY | EBI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.03% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 9.27% | +0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 12.49% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 17.88% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 17.88% | +0.30% |
IYY vs. EBI - Expense Ratio Comparison
IYY has a 0.20% expense ratio, which is lower than EBI's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IYY vs. EBI - Dividend Comparison
IYY's dividend yield for the trailing twelve months is around 0.89%, less than EBI's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBI Longview Advantage ETF | 0.92% | 1.05% | 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 | 0.89% | 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
With a correlation of 0.90, IYY and EBI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IYY has higher volatility (4.98%) compared to EBI (4.03%). In terms of maximum drawdown, IYY dropped -55.17% vs EBI's -17.05%.
On 1-year performance, EBI leads with 30.46% vs 23.31% for IYY. On fees, IYY is cheaper at 0.20% per year. On volatility, EBI has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EBI has performed better with a 30.46% return vs 23.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IYY is cheaper with a 0.20% expense ratio, compared with 0.24% for EBI.
EBI has the higher dividend yield at 0.92%, compared with 0.89% for IYY.
They also come from different issuers: iShares and Longview. Their fees differ too: 0.20% for IYY and 0.24% for EBI.
EBI currently has the higher Sharpe Ratio (2.46 vs 1.85), 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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