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IYZ vs. FENY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYZ vs. FENY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Telecommunications ETF (IYZ) and Fidelity MSCI Energy Index ETF (FENY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IYZ having a 29.57% return and FENY slightly higher at 29.64%. Over the past 10 years, IYZ has underperformed FENY with an annualized return of 5.94%, while FENY has yielded a comparatively higher 9.24% annualized return.


IYZ

1D
1.27%
1M
4.54%
YTD
29.57%
6M
32.60%
1Y
56.05%
3Y*
28.37%
5Y*
7.57%
10Y*
5.94%

FENY

1D
0.79%
1M
-0.72%
YTD
29.64%
6M
28.30%
1Y
37.40%
3Y*
16.71%
5Y*
20.03%
10Y*
9.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYZ vs. FENY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYZ
iShares U.S. Telecommunications ETF
29.57%29.28%20.53%3.90%-30.29%11.69%4.13%16.14%-8.59%-11.86%
FENY
Fidelity MSCI Energy Index ETF
29.64%7.27%6.62%-0.04%62.94%55.62%-33.15%9.11%-19.99%-2.30%

Correlation

The correlation between IYZ and FENY is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.32

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.43

Over the past year, the correlation between IYZ and FENY has dropped to 0.10 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

IYZ vs. FENY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IYZ
IYZ Risk / Return Rank: 9393
Overall Rank
IYZ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IYZ Sortino Ratio Rank: 9292
Sortino Ratio Rank
IYZ Omega Ratio Rank: 9191
Omega Ratio Rank
IYZ Calmar Ratio Rank: 9494
Calmar Ratio Rank
IYZ Martin Ratio Rank: 9595
Martin Ratio Rank

FENY
FENY Risk / Return Rank: 6161
Overall Rank
FENY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FENY Sortino Ratio Rank: 5959
Sortino Ratio Rank
FENY Omega Ratio Rank: 5454
Omega Ratio Rank
FENY Calmar Ratio Rank: 7272
Calmar Ratio Rank
FENY 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.

IYZ vs. FENY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and Fidelity MSCI Energy Index ETF (FENY). 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.


IYZFENYDifference
Sharpe ratioReturn per unit of total volatility

+1.19

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.52

1.30

+0.23

Calmar ratioReturn relative to maximum drawdown

6.54

3.19

+3.35

Martin ratioReturn relative to average drawdown

25.99

8.93

+17.06

IYZ vs. FENY - Sharpe Ratio Comparison

The current IYZ Sharpe Ratio is 3.02, which is higher than the FENY Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of IYZ and FENY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IYZ vs. FENY - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.11%, roughly equal to the maximum FENY drawdown of -74.35%. Use the drawdown chart below to compare losses from any high point for IYZ and FENY.


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Drawdown Indicators


IYZFENYDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-74.35%

-2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.62%

-11.78%

+3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

-21.47%

+7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

-26.64%

-13.10%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

-69.07%

+29.33%

Current Drawdown

Current decline from peak

-4.77%

-8.22%

+3.45%

Average Drawdown

Average peak-to-trough decline

-40.10%

-23.08%

-17.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

4.20%

-2.03%

Volatility

IYZ vs. FENY - Volatility Comparison

iShares U.S. Telecommunications ETF (IYZ) has a higher volatility of 8.76% compared to Fidelity MSCI Energy Index ETF (FENY) at 7.15%. This indicates that IYZ's price experiences larger fluctuations and is considered to be riskier than FENY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYZFENYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

7.15%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

16.58%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

20.47%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

26.51%

-7.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

29.79%

-10.49%

IYZ vs. FENY - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is higher than FENY's 0.08% expense ratio.


Dividends

IYZ vs. FENY - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.53%, less than FENY's 2.46% yield.


PositionTTM20252024202320222021202020192018201720162015
FENY
Fidelity MSCI Energy Index ETF
2.46%3.18%3.05%3.33%3.33%3.69%4.60%6.43%3.21%2.94%2.29%3.05%
IYZ
iShares U.S. Telecommunications ETF
1.53%2.04%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%

Frequently Asked Questions


IYZ and FENY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYZ has higher volatility (8.76%) compared to FENY (7.15%). In terms of maximum drawdown, IYZ dropped -77.11% vs FENY's -74.35%.

On 10-year performance, FENY leads with 9.24% vs 5.94% for IYZ. On fees, FENY is cheaper at 0.08% per year. On volatility, FENY has been the lower-risk option at 7.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FENY has performed better with a 9.24% return vs 5.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FENY is cheaper with a 0.08% expense ratio, compared with 0.42% for IYZ.

FENY has the higher dividend yield at 2.46%, compared with 1.53% for IYZ.

IYZ is categorized as Communications Equities, while FENY is Energy Equities. IYZ tracks Dow Jones U.S. Select Telecommunications Index, while FENY tracks MSCI USA IMI Energy 25/50 Index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.42% for IYZ and 0.08% for FENY.

IYZ currently has the higher Sharpe Ratio (3.02 vs 1.84), 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.

Portfolio Optimizer

Find the right allocation for IYZ and FENY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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