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IYZ vs. IYK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYZ vs. IYK - Performance Comparison

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

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Returns By Period

In the year-to-date period, IYZ achieves a 29.57% return, which is significantly higher than IYK's 10.91% return. Over the past 10 years, IYZ has underperformed IYK with an annualized return of 5.94%, while IYK has yielded a comparatively higher 9.42% annualized return.


IYZ

1D
1.27%
1M
0.83%
YTD
29.57%
6M
32.60%
1Y
58.27%
3Y*
28.37%
5Y*
7.57%
10Y*
5.94%

IYK

1D
0.70%
1M
1.92%
YTD
10.91%
6M
10.35%
1Y
7.28%
3Y*
6.56%
5Y*
6.67%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYZ vs. IYK - 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%
IYK
iShares U.S. Consumer Goods ETF
10.91%4.78%5.27%-2.84%3.57%17.32%32.65%28.12%-13.84%16.53%

Correlation

The correlation between IYZ and IYK is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.27

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

0.39

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2000

0.55

Over the past year, the correlation between IYZ and IYK has dropped to 0.15 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

IYZ vs. IYK — 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

IYK
IYK Risk / Return Rank: 1717
Overall Rank
IYK Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IYK Sortino Ratio Rank: 1717
Sortino Ratio Rank
IYK Omega Ratio Rank: 1717
Omega Ratio Rank
IYK Calmar Ratio Rank: 1717
Calmar Ratio Rank
IYK Martin Ratio Rank: 1616
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. IYK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and iShares U.S. Consumer Goods ETF (IYK). 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.


IYZIYKDifference
Sharpe ratioReturn per unit of total volatility

+2.52

Sortino ratioReturn per unit of downside risk

+3.15

Omega ratioGain probability vs. loss probability

1.52

1.09

+0.43

Calmar ratioReturn relative to maximum drawdown

6.54

0.59

+5.94

Martin ratioReturn relative to average drawdown

25.99

1.23

+24.76

IYZ vs. IYK - Sharpe Ratio Comparison

The current IYZ Sharpe Ratio is 3.02, which is higher than the IYK Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of IYZ and IYK, 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. IYK - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.11%, which is greater than IYK's maximum drawdown of -42.64%. Use the drawdown chart below to compare losses from any high point for IYZ and IYK.


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Drawdown Indicators


IYZIYKDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-42.64%

-34.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.62%

-10.68%

+2.06%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

-12.14%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

-15.05%

-24.69%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

-33.19%

-6.55%

Current Drawdown

Current decline from peak

-4.77%

-4.40%

-0.37%

Average Drawdown

Average peak-to-trough decline

-40.10%

-5.07%

-35.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

5.13%

-2.96%

Volatility

IYZ vs. IYK - Volatility Comparison

iShares U.S. Telecommunications ETF (IYZ) has a higher volatility of 8.76% compared to iShares U.S. Consumer Goods ETF (IYK) at 4.75%. This indicates that IYZ's price experiences larger fluctuations and is considered to be riskier than IYK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYZIYKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

4.75%

+4.01%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

9.77%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

12.59%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

13.05%

+5.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

15.53%

+3.77%

IYZ vs. IYK - Expense Ratio Comparison

Both IYZ and IYK have an expense ratio of 0.42%.


Dividends

IYZ vs. IYK - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.53%, less than IYK's 2.56% yield.


PositionTTM20252024202320222021202020192018201720162015
IYK
iShares U.S. Consumer Goods ETF
2.56%2.75%2.63%2.74%2.16%1.49%1.42%2.21%2.81%1.74%2.63%2.11%
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 IYK have a correlation of 0.15, 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 IYK (4.75%). In terms of maximum drawdown, IYZ dropped -77.11% vs IYK's -42.64%.

On 10-year performance, IYK leads with 9.42% vs 5.94% for IYZ. Both ETFs have the same 0.42% expense ratio. On volatility, IYK has been the lower-risk option at 4.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYK has performed better with a 9.42% return vs 5.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYZ and IYK have the same expense ratio: 0.42% per year.

IYK has the higher dividend yield at 2.56%, compared with 1.53% for IYZ.

IYZ is categorized as Communications Equities, while IYK is Consumer Staples Equities. IYZ tracks Dow Jones U.S. Select Telecommunications Index, while IYK tracks Dow Jones U.S. Consumer Goods Index.

IYZ currently has the higher Sharpe Ratio (3.02 vs 0.50), 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

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