CWC vs. IGM

In the year-to-date period, CWC achieves a -3.81% return, which is significantly lower than IGM's 0.61% return.

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CWC has a 0.95% expense ratio, which is higher than IGM's 0.46% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Clockwise Capital Innovation ETF (CWC) and iShares Expanded Tech Sector ETF (IGM). 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 CWC Sharpe Ratio is -0.06, which is lower than the IGM Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of CWC and IGM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CWC's dividend yield for the trailing twelve months is around 11.14%, more than IGM's 0.23% yield.

The maximum CWC drawdown since its inception was -42.24%, smaller than the maximum IGM drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for CWC and IGM.

The current volatility for Clockwise Capital Innovation ETF (CWC) is 3.29%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 6.41%. This indicates that CWC experiences smaller price fluctuations and is considered to be less risky than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.