DASTY vs. IYW
DASTY (Dassault Systemes SA) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 10 years, DASTY returned 3.81%/yr vs 25.18%/yr for IYW. At a 0.47 correlation, their price movements are largely independent.
Performance
DASTY vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, DASTY achieves a -23.28% return, which is significantly lower than IYW's 22.66% return. Over the past 10 years, DASTY has underperformed IYW with an annualized return of 3.81%, while IYW has yielded a comparatively higher 25.18% annualized return.
DASTY
- 1D
- 1.44%
- 1M
- 5.97%
- 6M
- -26.04%
- YTD
- -23.28%
- 1Y
- -42.06%
- 3Y*
- -21.92%
- 5Y*
- -15.96%
- 10Y*
- 3.81%
IYW
- 1D
- -2.12%
- 1M
- 0.00%
- 6M
- 21.00%
- YTD
- 22.66%
- 1Y
- 39.98%
- 3Y*
- 30.38%
- 5Y*
- 19.51%
- 10Y*
- 25.18%
DASTY vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DASTY Dassault Systemes SA | -23.28% | -18.30% | -29.32% | 37.87% | -39.81% | 46.94% | 24.41% | 40.85% | 11.25% | 40.64% |
IYW iShares U.S. Technology ETF | 22.66% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
Correlation
The correlation between DASTY and IYW is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2008 | 0.47 |
Over the past year, the correlation between DASTY and IYW has dropped to 0.18 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
DASTY vs. IYW — Risk / Return Rank
DASTY
IYW
DASTY vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dassault Systemes SA (DASTY) 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.
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.
| DASTY | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.67 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.30 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 2.26 | -3.10 |
| Martin ratioReturn relative to average drawdown | -1.29 | 7.02 | -8.31 |
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Drawdowns
DASTY vs. IYW - Drawdown Comparison
The maximum DASTY drawdown since its inception was -69.27%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for DASTY and IYW.
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Drawdown Indicators
| DASTY | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.27% | -81.90% | +12.63% |
Max Drawdown (1Y)Largest decline over 1 year | -49.91% | -17.81% | -32.10% |
Max Drawdown (3Y)Largest decline over 3 years | -63.12% | -26.47% | -36.65% |
Max Drawdown (5Y)Largest decline over 5 years | -69.27% | -39.44% | -29.83% |
Max Drawdown (10Y)Largest decline over 10 years | -69.27% | -39.44% | -29.83% |
Current DrawdownCurrent decline from peak | -65.50% | -5.81% | -59.69% |
Average DrawdownAverage peak-to-trough decline | -21.59% | -34.54% | +12.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.63% | 5.71% | +26.92% |
Volatility
DASTY vs. IYW - Volatility Comparison
Dassault Systemes SA (DASTY) has a higher volatility of 11.14% compared to iShares U.S. Technology ETF (IYW) at 9.81%. This indicates that DASTY's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DASTY | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.14% | 9.81% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 34.57% | 19.23% | +15.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.35% | 22.98% | +16.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.15% | 26.36% | +5.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.05% | 25.29% | +4.76% |
Dividends
DASTY vs. IYW - Dividend Comparison
DASTY's dividend yield for the trailing twelve months is around 1.50%, more than IYW's 0.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DASTY Dassault Systemes SA | 1.50% | 1.06% | 0.72% | 0.47% | 0.51% | 0.23% | 0.37% | 0.44% | 0.59% | 1.14% | 1.32% | 0.00% |
IYW iShares U.S. Technology ETF | 0.10% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
Frequently Asked Questions
DASTY and IYW have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DASTY has higher volatility (11.14%) compared to IYW (9.81%). In terms of maximum drawdown, DASTY dropped -69.27% vs IYW's -81.90%.
IYW currently has the higher Sharpe Ratio (1.75 vs -1.07), 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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