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IYZ vs. IGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYZ and IGN is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

IYZ vs. IGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Telecommunications ETF (IYZ) and iShares North American Tech-Multimedia Networking ETF (IGN). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
21.38%
0
IYZ
IGN

Key characteristics

Returns By Period


IYZ

YTD

5.40%

1M

1.29%

6M

21.38%

1Y

31.64%

5Y*

0.97%

10Y*

1.74%

IGN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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IYZ vs. IGN - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is lower than IGN's 0.46% expense ratio.


IGN
iShares North American Tech-Multimedia Networking ETF
Expense ratio chart for IGN: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for IYZ: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

IYZ vs. IGN — Risk-Adjusted Performance Rank

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

IYZ
The Risk-Adjusted Performance Rank of IYZ is 7676
Overall Rank
The Sharpe Ratio Rank of IYZ is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of IYZ is 8787
Sortino Ratio Rank
The Omega Ratio Rank of IYZ is 8686
Omega Ratio Rank
The Calmar Ratio Rank of IYZ is 3636
Calmar Ratio Rank
The Martin Ratio Rank of IYZ is 8383
Martin Ratio Rank

IGN
The Risk-Adjusted Performance Rank of IGN is 8686
Overall Rank
The Sharpe Ratio Rank of IGN is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of IGN is 9898
Sortino Ratio Rank
The Omega Ratio Rank of IGN is 9999
Omega Ratio Rank
The Calmar Ratio Rank of IGN is 3939
Calmar Ratio Rank
The Martin Ratio Rank of IGN is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYZ vs. IGN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and iShares North American Tech-Multimedia Networking ETF (IGN). 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.


Sharpe ratio
The chart of Sharpe ratio for IYZ, currently valued at 2.27, compared to the broader market0.002.004.002.27
The chart of Sortino ratio for IYZ, currently valued at 3.04, compared to the broader market0.005.0010.003.04
The chart of Omega ratio for IYZ, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.40
The chart of Calmar ratio for IYZ, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.87
The chart of Martin ratio for IYZ, currently valued at 12.00, compared to the broader market0.0020.0040.0060.0080.00100.0012.00
IYZ
IGN


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
2.27
1.00
IYZ
IGN

Dividends

IYZ vs. IGN - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.84%, while IGN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IYZ
iShares U.S. Telecommunications ETF
1.84%1.94%2.28%2.55%2.51%2.60%2.35%2.15%3.54%2.26%1.98%2.25%
IGN
iShares North American Tech-Multimedia Networking ETF
0.00%0.77%0.37%0.30%0.22%0.60%0.42%0.65%0.57%0.75%0.72%0.50%

Drawdowns

IYZ vs. IGN - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%SeptemberOctoberNovemberDecember2025February
-11.92%
-18.91%
IYZ
IGN

Volatility

IYZ vs. IGN - Volatility Comparison

iShares U.S. Telecommunications ETF (IYZ) has a higher volatility of 4.80% compared to iShares North American Tech-Multimedia Networking ETF (IGN) at 0.00%. This indicates that IYZ's price experiences larger fluctuations and is considered to be riskier than IGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.80%
0
IYZ
IGN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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