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IYY vs. EDOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYY vs. EDOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Dow Jones U.S. ETF (IYY) and First Trust Dow 30 Equal Weight ETF (EDOW). The values are adjusted to include any dividend payments, if applicable.

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IYY vs. EDOW - 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%9.11%
EDOW
First Trust Dow 30 Equal Weight ETF
-1.45%15.46%13.17%15.47%-7.45%18.82%6.64%24.69%-2.04%11.90%

Returns By Period

In the year-to-date period, IYY achieves a -4.22% return, which is significantly lower than EDOW's -1.45% 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%

EDOW

1D
1.76%
1M
-5.43%
YTD
-1.45%
6M
2.32%
1Y
13.51%
3Y*
13.00%
5Y*
8.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IYY vs. EDOW - Expense Ratio Comparison

IYY has a 0.20% expense ratio, which is lower than EDOW's 0.50% expense ratio.


Return for Risk

IYY vs. EDOW — 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

EDOW
EDOW Risk / Return Rank: 5353
Overall Rank
EDOW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EDOW Sortino Ratio Rank: 5151
Sortino Ratio Rank
EDOW Omega Ratio Rank: 5252
Omega Ratio Rank
EDOW Calmar Ratio Rank: 5353
Calmar Ratio Rank
EDOW Martin Ratio Rank: 5858
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. EDOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) and First Trust Dow 30 Equal Weight ETF (EDOW). 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.


IYYEDOWDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.86

+0.10

Sortino ratio

Return per unit of downside risk

1.47

1.34

+0.14

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.50

1.29

+0.20

Martin ratio

Return relative to average drawdown

7.06

5.49

+1.58

IYY vs. EDOW - Sharpe Ratio Comparison

The current IYY Sharpe Ratio is 0.97, which is comparable to the EDOW Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IYY and EDOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IYYEDOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.86

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.59

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.59

-0.18

Correlation

The correlation between IYY and EDOW is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IYY vs. EDOW - Dividend Comparison

IYY's dividend yield for the trailing twelve months is around 1.01%, less than EDOW's 1.33% yield.


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%
EDOW
First Trust Dow 30 Equal Weight ETF
1.33%1.31%1.65%1.93%1.91%1.52%1.84%1.88%1.82%0.75%0.00%0.00%

Drawdowns

IYY vs. EDOW - Drawdown Comparison

The maximum IYY drawdown since its inception was -55.17%, which is greater than EDOW's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for IYY and EDOW.


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Drawdown Indicators


IYYEDOWDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-33.72%

-21.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-11.30%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-21.98%

-3.48%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

Current Drawdown

Current decline from peak

-6.23%

-6.80%

+0.57%

Average Drawdown

Average peak-to-trough decline

-10.91%

-4.11%

-6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.67%

-0.09%

Volatility

IYY vs. EDOW - Volatility Comparison

iShares Dow Jones U.S. ETF (IYY) has a higher volatility of 5.44% compared to First Trust Dow 30 Equal Weight ETF (EDOW) at 4.20%. This indicates that IYY's price experiences larger fluctuations and is considered to be riskier than EDOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYYEDOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

4.20%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

8.03%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

15.75%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

14.20%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

17.85%

+0.30%