IYZ vs. SETM
IYZ (iShares U.S. Telecommunications ETF) and SETM (Sprott Energy Transition Materials ETF) are both exchange-traded funds - IYZ is a Communications Equities fund tracking the Dow Jones U.S. Select Telecommunications Index, while SETM is a Energy Equities fund tracking the Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross. Both are passively managed. Over the past 3 years, IYZ returned 28.37%/yr vs 25.91%/yr for SETM. At a 0.39 correlation, their price movements are largely independent. IYZ charges 0.42%/yr vs 0.65%/yr for SETM.
Performance
IYZ vs. SETM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IYZ achieves a 29.57% return, which is significantly higher than SETM's 18.27% 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%
SETM
- 1D
- 3.04%
- 1M
- -11.62%
- YTD
- 18.27%
- 6M
- 23.37%
- 1Y
- 111.07%
- 3Y*
- 25.91%
- 5Y*
- —
- 10Y*
- —
IYZ vs. SETM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IYZ iShares U.S. Telecommunications ETF | 29.57% | 29.28% | 20.53% | -5.42% |
SETM Sprott Energy Transition Materials ETF | 18.27% | 95.27% | -13.24% | -13.11% |
Correlation
The correlation between IYZ and SETM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.39 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IYZ vs. SETM — Risk / Return Rank
IYZ
SETM
IYZ vs. SETM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and Sprott Energy Transition Materials ETF (SETM). 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.
| IYZ | SETM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.36 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 6.54 | 4.32 | +2.22 |
| Martin ratioReturn relative to average drawdown | 25.99 | 12.69 | +13.30 |
Loading charts...
Drawdowns
IYZ vs. SETM - Drawdown Comparison
The maximum IYZ drawdown since its inception was -77.11%, which is greater than SETM's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for IYZ and SETM.
Loading charts...
Drawdown Indicators
| IYZ | SETM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.11% | -42.81% | -34.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.62% | -25.85% | +17.23% |
Max Drawdown (3Y)Largest decline over 3 years | -13.85% | -42.81% | +28.96% |
Max Drawdown (5Y)Largest decline over 5 years | -39.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.74% | — | — |
Current DrawdownCurrent decline from peak | -4.77% | -13.82% | +9.05% |
Average DrawdownAverage peak-to-trough decline | -40.10% | -15.04% | -25.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 8.78% | -6.61% |
Volatility
IYZ vs. SETM - Volatility Comparison
The current volatility for iShares U.S. Telecommunications ETF (IYZ) is 8.76%, while Sprott Energy Transition Materials ETF (SETM) has a volatility of 18.24%. This indicates that IYZ experiences smaller price fluctuations and is considered to be less risky than SETM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IYZ | SETM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.76% | 18.24% | -9.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.61% | 37.36% | -21.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 46.57% | -27.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.88% | 37.22% | -18.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 37.22% | -17.92% |
IYZ vs. SETM - Expense Ratio Comparison
IYZ has a 0.42% expense ratio, which is lower than SETM's 0.65% expense ratio.
Dividends
IYZ vs. SETM - Dividend Comparison
IYZ's dividend yield for the trailing twelve months is around 1.53%, more than SETM's 1.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SETM Sprott Energy Transition Materials ETF | 1.32% | 1.56% | 2.07% | 2.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IYZ and SETM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SETM has higher volatility (18.24%) compared to IYZ (8.76%). In terms of maximum drawdown, IYZ dropped -77.11% vs SETM's -42.81%.
On 3-year performance, IYZ leads with 28.37% vs 25.91% for SETM. On fees, IYZ is cheaper at 0.42% per year. On volatility, IYZ has been the lower-risk option at 8.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IYZ has performed better with a 28.37% return vs 25.91%. 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 0.65% for SETM.
IYZ has the higher dividend yield at 1.53%, compared with 1.32% for SETM.
IYZ is categorized as Communications Equities, while SETM is Energy Equities. IYZ tracks Dow Jones U.S. Select Telecommunications Index, while SETM tracks Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross. They also come from different issuers: iShares and Sprott. Their fees differ too: 0.42% for IYZ and 0.65% for SETM.
IYZ currently has the higher Sharpe Ratio (3.02 vs 2.40), 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.
Find the right allocation for IYZ and SETM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer