IYY vs. QMAR
Compare and contrast key facts about iShares Dow Jones U.S. ETF (IYY) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR).
IYY and QMAR 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. QMAR is an actively managed fund by First Trust. It was launched on Mar 19, 2021.
Performance
IYY vs. QMAR - Performance Comparison
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IYY vs. QMAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IYY iShares Dow Jones U.S. ETF | -4.22% | 17.08% | 24.15% | 26.48% | -19.57% | 19.81% |
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March | 1.87% | 10.89% | 16.11% | 35.47% | -16.56% | 12.31% |
Returns By Period
In the year-to-date period, IYY achieves a -4.22% return, which is significantly lower than QMAR's 1.87% 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%
QMAR
- 1D
- 2.41%
- 1M
- 0.75%
- YTD
- 1.87%
- 6M
- 4.47%
- 1Y
- 18.84%
- 3Y*
- 14.87%
- 5Y*
- 10.44%
- 10Y*
- —
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IYY vs. QMAR - Expense Ratio Comparison
IYY has a 0.20% expense ratio, which is lower than QMAR's 0.90% expense ratio.
Return for Risk
IYY vs. QMAR — Risk / Return Rank
IYY
QMAR
IYY vs. QMAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) and FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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.
| IYY | QMAR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.43 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.47 | 2.27 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.46 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.03 | -0.53 |
Martin ratioReturn relative to average drawdown | 7.06 | 14.07 | -7.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYY | QMAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.43 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.75 | -0.12 |
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 | 0.76 | -0.35 |
Correlation
The correlation between IYY and QMAR is 0.89, 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. QMAR - Dividend Comparison
IYY's dividend yield for the trailing twelve months is around 1.01%, while QMAR has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March | 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. QMAR - Drawdown Comparison
The maximum IYY drawdown since its inception was -55.17%, which is greater than QMAR's maximum drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for IYY and QMAR.
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Drawdown Indicators
| IYY | QMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -19.83% | -35.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -9.23% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -25.46% | -19.83% | -5.63% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | — | — |
Current DrawdownCurrent decline from peak | -6.23% | -0.88% | -5.35% |
Average DrawdownAverage peak-to-trough decline | -10.91% | -3.40% | -7.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 1.33% | +1.25% |
Volatility
IYY vs. QMAR - Volatility Comparison
iShares Dow Jones U.S. ETF (IYY) has a higher volatility of 5.44% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 3.50%. This indicates that IYY's price experiences larger fluctuations and is considered to be riskier than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYY | QMAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 3.50% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 4.62% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.30% | 13.25% | +5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 14.05% | +3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 14.03% | +4.12% |