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BTEK vs. IYW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTEK vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Future Tech ETF (BTEK) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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BTEK vs. IYW - Yearly Performance Comparison


2026 (YTD)20252024
BTEK
Future Tech ETF
0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF
-7.61%25.38%10.84%

Returns By Period


BTEK

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

IYW

1D
1.65%
1M
-3.50%
YTD
-7.61%
6M
-6.42%
1Y
30.19%
3Y*
26.02%
5Y*
15.85%
10Y*
21.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTEK vs. IYW - Expense Ratio Comparison

BTEK has a 0.88% expense ratio, which is higher than IYW's 0.42% expense ratio.


Return for Risk

BTEK vs. IYW — Risk / Return Rank

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

BTEK

IYW
IYW Risk / Return Rank: 6363
Overall Rank
IYW Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 6666
Sortino Ratio Rank
IYW Omega Ratio Rank: 6464
Omega Ratio Rank
IYW Calmar Ratio Rank: 6767
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
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.

BTEK vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Future Tech ETF (BTEK) and iShares U.S. Technology ETF (IYW). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BTEK vs. IYW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BTEKIYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

Dividends

BTEK vs. IYW - Dividend Comparison

BTEK has not paid dividends to shareholders, while IYW's dividend yield for the trailing twelve months is around 0.15%.


TTM20252024202320222021202020192018201720162015
BTEK
Future Tech ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYW
iShares U.S. Technology ETF
0.15%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Drawdowns

BTEK vs. IYW - Drawdown Comparison


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Drawdown Indicators


BTEKIYWDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

Current Drawdown

Current decline from peak

-12.65%

Average Drawdown

Average peak-to-trough decline

-34.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

Volatility

BTEK vs. IYW - Volatility Comparison


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Volatility by Period


BTEKIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

Volatility (1Y)

Calculated over the trailing 1-year period

26.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%