IGM vs. ^XCI

In the year-to-date period, IGM achieves a 1.47% return, which is significantly higher than ^XCI's -1.67% return. Over the past 10 years, IGM has underperformed ^XCI with an annualized return of 19.80%, while ^XCI has yielded a comparatively higher 21.88% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) and ARCA Computer Technology Index (^XCI). 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.

The current IGM Sharpe Ratio is 0.62, which is comparable to the ^XCI Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IGM and ^XCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum IGM drawdown since its inception was -65.59%, smaller than the maximum ^XCI drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for IGM and ^XCI. For additional features, visit the drawdowns tool.

iShares Expanded Tech Sector ETF (IGM) and ARCA Computer Technology Index (^XCI) have volatilities of 7.65% and 7.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.