IYY vs. SPCT
IYY (iShares Dow Jones U.S. ETF) and SPCT (Liberty One Spectrum ETF) are both Large Cap Blend Equities funds. IYY is passively managed, while SPCT is actively managed. At a 0.48 correlation, their price movements are largely independent. IYY charges 0.20%/yr vs 0.85%/yr for SPCT.
Performance
IYY vs. SPCT - Performance Comparison
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Returns By Period
In the year-to-date period, IYY achieves a 10.79% return, which is significantly higher than SPCT's 9.92% return.
IYY
- 1D
- -0.42%
- 1M
- 0.29%
- 6M
- 8.97%
- YTD
- 10.79%
- 1Y
- 21.18%
- 3Y*
- 19.68%
- 5Y*
- 12.39%
- 10Y*
- 14.63%
SPCT
- 1D
- 0.99%
- 1M
- 1.35%
- 6M
- 7.01%
- YTD
- 9.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYY vs. SPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IYY iShares Dow Jones U.S. ETF | 10.79% | 2.72% |
SPCT Liberty One Spectrum ETF | 9.92% | 1.93% |
Correlation
The correlation between IYY and SPCT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.48 |
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Return for Risk
IYY vs. SPCT — Risk / Return Rank
IYY
SPCT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IYY vs. SPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) and Liberty One Spectrum ETF (SPCT). 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 | SPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | — | — |
| Martin ratioReturn relative to average drawdown | 10.32 | — | — |
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Drawdowns
IYY vs. SPCT - Drawdown Comparison
The maximum IYY drawdown since its inception was -55.17%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for IYY and SPCT.
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Drawdown Indicators
| IYY | SPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -7.17% | -48.00% |
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 DrawdownCurrent decline from peak | -0.85% | 0.00% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -10.80% | -1.49% | -9.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | — | — |
Volatility
IYY vs. SPCT - Volatility Comparison
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Volatility by Period
| IYY | SPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.70% | 9.27% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 9.27% | +7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 9.27% | +8.87% |
IYY vs. SPCT - Expense Ratio Comparison
IYY has a 0.20% expense ratio, which is lower than SPCT's 0.85% expense ratio.
Dividends
IYY vs. SPCT - Dividend Comparison
IYY's dividend yield for the trailing twelve months is around 0.87%, more than SPCT's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPCT Liberty One Spectrum ETF | 0.73% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IYY and SPCT have a correlation of 0.48, 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 0.85% for SPCT.
IYY has the higher dividend yield at 0.87%, compared with 0.73% for SPCT.
They also come from different issuers: iShares and Liberty One. Their fees differ too: 0.20% for IYY and 0.85% for SPCT.
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