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IYZ vs. MUSQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYZ vs. MUSQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Telecommunications ETF (IYZ) and MUSQ Global Music Industry Index ETF (MUSQ). 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 32.03% return, which is significantly higher than MUSQ's -8.93% return.


IYZ

1D
-2.96%
1M
4.94%
YTD
32.03%
6M
38.73%
1Y
59.79%
3Y*
30.34%
5Y*
8.18%
10Y*
6.28%

MUSQ

1D
-2.16%
1M
1.10%
YTD
-8.93%
6M
-6.37%
1Y
-4.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYZ vs. MUSQ - Yearly Performance Comparison


2026 (YTD)202520242023
IYZ
iShares U.S. Telecommunications ETF
32.03%29.28%20.53%4.25%
MUSQ
MUSQ Global Music Industry Index ETF
-8.93%19.60%-4.94%1.76%

Correlation

The correlation between IYZ and MUSQ is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2023

0.52

The correlation between IYZ and MUSQ has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

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Return for Risk

IYZ vs. MUSQ — 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: 9292
Sharpe Ratio Rank
IYZ Sortino Ratio Rank: 9292
Sortino Ratio Rank
IYZ Omega Ratio Rank: 9090
Omega Ratio Rank
IYZ Calmar Ratio Rank: 9696
Calmar Ratio Rank
IYZ Martin Ratio Rank: 9595
Martin Ratio Rank

MUSQ
MUSQ Risk / Return Rank: 77
Overall Rank
MUSQ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MUSQ Sortino Ratio Rank: 66
Sortino Ratio Rank
MUSQ Omega Ratio Rank: 66
Omega Ratio Rank
MUSQ Calmar Ratio Rank: 77
Calmar Ratio Rank
MUSQ Martin Ratio Rank: 77
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. MUSQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and MUSQ Global Music Industry Index ETF (MUSQ). 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.


IYZMUSQDifference
Sharpe ratioReturn per unit of total volatility

+3.60

Sortino ratioReturn per unit of downside risk

+4.68

Omega ratioGain probability vs. loss probability

1.58

0.97

+0.61

Calmar ratioReturn relative to maximum drawdown

9.54

-0.18

+9.72

Martin ratioReturn relative to average drawdown

32.08

-0.44

+32.52

IYZ vs. MUSQ - Sharpe Ratio Comparison

The current IYZ Sharpe Ratio is 3.35, which is higher than the MUSQ Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of IYZ and MUSQ, 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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Sharpe Ratios by Period


IYZMUSQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.35

-0.25

+3.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.10

-0.03

Drawdowns

IYZ vs. MUSQ - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.11%, which is greater than MUSQ's maximum drawdown of -23.11%. Use the drawdown chart below to compare losses from any high point for IYZ and MUSQ.


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Drawdown Indicators


IYZMUSQDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-23.11%

-54.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-23.11%

+16.81%

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

-2.96%

-15.04%

+12.08%

Average Drawdown

Average peak-to-trough decline

-40.14%

-6.58%

-33.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

9.43%

-7.56%

Volatility

IYZ vs. MUSQ - Volatility Comparison

iShares U.S. Telecommunications ETF (IYZ) has a higher volatility of 7.44% compared to MUSQ Global Music Industry Index ETF (MUSQ) at 4.86%. This indicates that IYZ's price experiences larger fluctuations and is considered to be riskier than MUSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYZMUSQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

4.86%

+2.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

13.18%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

16.81%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

17.86%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

17.86%

+1.39%

IYZ vs. MUSQ - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is lower than MUSQ's 0.76% expense ratio.


Dividends

IYZ vs. MUSQ - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.50%, more than MUSQ's 0.69% yield.


PositionTTM20252024202320222021202020192018201720162015
IYZ
iShares U.S. Telecommunications ETF
1.50%2.04%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%
MUSQ
MUSQ Global Music Industry Index ETF
0.69%0.63%1.08%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IYZ and MUSQ have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYZ has higher volatility (7.44%) compared to MUSQ (4.86%). In terms of maximum drawdown, IYZ dropped -77.11% vs MUSQ's -23.11%.

On 1-year performance, IYZ leads with 59.79% vs -4.15% for MUSQ. On fees, IYZ is cheaper at 0.42% per year. On volatility, MUSQ has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IYZ has performed better with a 59.79% return vs -4.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYZ is cheaper with a 0.42% expense ratio, compared with 0.76% for MUSQ.

IYZ has the higher dividend yield at 1.50%, compared with 0.69% for MUSQ.

IYZ tracks Dow Jones U.S. Select Telecommunications Index, while MUSQ tracks MUSQ Global Music Industry Index. They also come from different issuers: iShares and Exchange Traded Concepts. Their fees differ too: 0.42% for IYZ and 0.76% for MUSQ.

IYZ currently has the higher Sharpe Ratio (3.35 vs -0.25), 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.

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