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IYZ vs. METL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYZ vs. METL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Telecommunications ETF (IYZ) and Sprott Active Metals & Miners ETF (METL). 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 26.58% return, which is significantly higher than METL's 7.51% return.


IYZ

1D
0.40%
1M
3.16%
YTD
26.58%
6M
29.19%
1Y
51.92%
3Y*
28.42%
5Y*
7.24%
10Y*
5.76%

METL

1D
0.05%
1M
-9.97%
YTD
7.51%
6M
15.84%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYZ vs. METL - Yearly Performance Comparison


Correlation

The correlation between IYZ and METL is 0.44, 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 11, 2025

0.44

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Return for Risk

IYZ vs. METL — Risk / Return Rank

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

IYZ
IYZ Risk / Return Rank: 9191
Overall Rank
IYZ Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IYZ Sortino Ratio Rank: 8989
Sortino Ratio Rank
IYZ Omega Ratio Rank: 8888
Omega Ratio Rank
IYZ Calmar Ratio Rank: 9595
Calmar Ratio Rank
IYZ Martin Ratio Rank: 9494
Martin Ratio Rank

METL
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. METL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and Sprott Active Metals & Miners ETF (METL). 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.


IYZMETLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.50

Calmar ratioReturn relative to maximum drawdown

7.11

Martin ratioReturn relative to average drawdown

26.20

IYZ vs. METL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IYZMETLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

1.18

-1.11

Drawdowns

IYZ vs. METL - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.11%, which is greater than METL's maximum drawdown of -27.39%. Use the drawdown chart below to compare losses from any high point for IYZ and METL.


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Drawdown Indicators


IYZMETLDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-27.39%

-49.72%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

Current Drawdown

Current decline from peak

-6.96%

-18.48%

+11.52%

Average Drawdown

Average peak-to-trough decline

-40.13%

-8.24%

-31.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

IYZ vs. METL - Volatility Comparison


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Volatility by Period


IYZMETLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

Volatility (6M)

Calculated over the trailing 6-month period

15.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

44.85%

-26.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

44.85%

-26.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

44.85%

-25.56%

IYZ vs. METL - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is lower than METL's 0.89% expense ratio.


Dividends

IYZ vs. METL - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.57%, more than METL's 0.92% yield.


PositionTTM20252024202320222021202020192018201720162015
IYZ
iShares U.S. Telecommunications ETF
1.57%2.04%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%
METL
Sprott Active Metals & Miners ETF
0.92%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IYZ and METL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IYZ is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IYZ is cheaper with a 0.42% expense ratio, compared with 0.89% for METL.

IYZ has the higher dividend yield at 1.57%, compared with 0.92% for METL.

IYZ is categorized as Communications Equities, while METL is Commodity Producers Equities. They also come from different issuers: iShares and Sprott. Their fees differ too: 0.42% for IYZ and 0.89% for METL.

Portfolio Optimizer

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