SETM vs. IYZ
SETM (Sprott Energy Transition Materials ETF) and IYZ (iShares U.S. Telecommunications ETF) are both exchange-traded funds - SETM is a Energy Equities fund tracking the Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross, while IYZ is a Communications Equities fund tracking the Dow Jones U.S. Select Telecommunications Index. Both are passively managed. Over the past 3 years, SETM returned 25.24%/yr vs 28.42%/yr for IYZ. At a 0.39 correlation, their price movements are largely independent. SETM charges 0.65%/yr vs 0.42%/yr for IYZ.
Performance
SETM vs. IYZ - Performance Comparison
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Returns By Period
In the year-to-date period, SETM achieves a 13.02% return, which is significantly lower than IYZ's 26.58% return.
SETM
- 1D
- 0.49%
- 1M
- -13.85%
- YTD
- 13.02%
- 6M
- 17.73%
- 1Y
- 103.30%
- 3Y*
- 25.24%
- 5Y*
- —
- 10Y*
- —
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%
SETM vs. IYZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SETM Sprott Energy Transition Materials ETF | 13.02% | 95.27% | -13.24% | -11.03% |
IYZ iShares U.S. Telecommunications ETF | 26.58% | 29.28% | 20.53% | -7.30% |
Correlation
The correlation between SETM and IYZ is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2023 | 0.39 |
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Return for Risk
SETM vs. IYZ — Risk / Return Rank
SETM
IYZ
SETM vs. IYZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Energy Transition Materials ETF (SETM) and iShares U.S. Telecommunications ETF (IYZ). 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.
| SETM | IYZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.50 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | 7.11 | -3.10 |
| Martin ratioReturn relative to average drawdown | 12.22 | 26.20 | -13.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SETM | IYZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.27 | 2.84 | -0.57 |
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 | 0.47 | 0.07 | +0.40 |
Drawdowns
SETM vs. IYZ - Drawdown Comparison
The maximum SETM drawdown since its inception was -42.81%, smaller than the maximum IYZ drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for SETM and IYZ.
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Drawdown Indicators
| SETM | IYZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.81% | -77.11% | +34.30% |
Max Drawdown (1Y)Largest decline over 1 year | -25.85% | -7.33% | -18.52% |
Max Drawdown (3Y)Largest decline over 3 years | -42.81% | -13.85% | -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 | -17.64% | -6.96% | -10.68% |
Average DrawdownAverage peak-to-trough decline | -14.26% | -40.13% | +25.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.48% | 1.99% | +6.49% |
Volatility
SETM vs. IYZ - Volatility Comparison
Sprott Energy Transition Materials ETF (SETM) has a higher volatility of 15.93% compared to iShares U.S. Telecommunications ETF (IYZ) at 8.23%. This indicates that SETM's price experiences larger fluctuations and is considered to be riskier than IYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SETM | IYZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.93% | 8.23% | +7.70% |
Volatility (6M)Calculated over the trailing 6-month period | 36.23% | 15.34% | +20.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.85% | 18.43% | +27.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.95% | 18.84% | +18.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.95% | 19.29% | +17.66% |
SETM vs. IYZ - Expense Ratio Comparison
SETM has a 0.65% expense ratio, which is higher than IYZ's 0.42% expense ratio.
Dividends
SETM vs. IYZ - Dividend Comparison
SETM's dividend yield for the trailing twelve months is around 1.38%, less than IYZ's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SETM Sprott Energy Transition Materials ETF | 1.38% | 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
SETM and IYZ have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SETM has higher volatility (15.93%) compared to IYZ (8.23%). In terms of maximum drawdown, SETM dropped -42.81% vs IYZ's -77.11%.
On 3-year performance, IYZ leads with 28.42% vs 25.24% for SETM. On fees, IYZ is cheaper at 0.42% per year. On volatility, IYZ has been the lower-risk option at 8.23%. 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 28.42% return vs 25.24%. 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 1.57%, compared with 1.38% for SETM.
SETM is categorized as Energy Equities, while IYZ is Communications Equities. SETM tracks Nasdaq Sprott Energy Transition Materials Select Index - AUD - Benchmark TR Gross, while IYZ tracks Dow Jones U.S. Select Telecommunications Index. They also come from different issuers: Sprott and iShares. Their fees differ too: 0.65% for SETM and 0.42% for IYZ.
IYZ currently has the higher Sharpe Ratio (2.84 vs 2.27), 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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