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DASTY vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DASTY vs. IYW

Last updated Jun 24, 2026

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 3.57%/yr vs 25.94%/yr for IYW. At a 0.47 correlation, their price movements are largely independent.

Performance

DASTY vs. IYW - Performance Comparison

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

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Returns By Period

In the year-to-date period, DASTY achieves a -28.15% return, which is significantly lower than IYW's 21.96% return. Over the past 10 years, DASTY has underperformed IYW with an annualized return of 3.57%, while IYW has yielded a comparatively higher 25.94% annualized return.

DASTY

1D
2.27%
1M
-14.89%
YTD
-28.15%
6M
-27.92%
1Y
-43.84%
3Y*
-22.20%
5Y*
-15.97%
10Y*
3.57%

IYW

1D
-3.91%
1M
0.69%
YTD
21.96%
6M
20.43%
1Y
47.04%
3Y*
32.10%
5Y*
20.32%
10Y*
25.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DASTY vs. IYW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DASTY
Dassault Systemes SA		-28.15%-18.30%-29.32%37.87%-39.81%46.94%24.41%40.85%11.25%40.64%
IYW
iShares U.S. Technology ETF		21.96%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 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

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 0.23 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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Dassault Systemes SA

iShares U.S. Technology ETF

Often compared with DASTY:
DASTY vs. PTCDASTY vs. VOODASTY vs. CNIDASTY vs. XIACYDASTY vs. EMEDASTY vs. ALRIB.PADASTY vs. AIL.DE
Often compared with IYW:
IYW vs. VGTIYW vs. QQQIYW vs. XLKIYW vs. IGMIYW vs. SMHIYW vs. SOXXIYW vs. IWF

Return for Risk

DASTY vs. IYW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DASTY
DASTY Risk / Return Rank: 66
Overall Rank
DASTY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DASTY Sortino Ratio Rank: 66
Sortino Ratio Rank
DASTY Omega Ratio Rank: 44
Omega Ratio Rank
DASTY Calmar Ratio Rank: 88
Calmar Ratio Rank
DASTY Martin Ratio Rank: 88
Martin Ratio Rank
IYW
IYW Risk / Return Rank: 5959
Overall Rank
IYW Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 5959
Sortino Ratio Rank
IYW Omega Ratio Rank: 6161
Omega Ratio Rank
IYW Calmar Ratio Rank: 5656
Calmar Ratio Rank
IYW Martin Ratio Rank: 5151
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.

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.

DASTYIYWDifference
Sharpe ratioReturn per unit of total volatility
-1.13
2.12

-3.25

Sortino ratioReturn per unit of downside risk
-1.48
2.68

-4.16

Omega ratioGain probability vs. loss probability

0.77

1.36

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.88

2.65

-3.53

Martin ratioReturn relative to average drawdown

-1.42

8.46

-9.88

DASTY vs. IYW - Sharpe Ratio Comparison

The current DASTY Sharpe Ratio is -1.13, which is lower than the IYW Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of DASTY and IYW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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

DASTYIYWDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-67.69%

-6.35%

-61.34%

Average Drawdown

Average peak-to-trough decline

-21.46%

-34.59%

+13.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.99%

5.57%

+25.42%

Volatility

DASTY vs. IYW - Volatility Comparison

Dassault Systemes SA (DASTY) has a higher volatility of 15.60% compared to iShares U.S. Technology ETF (IYW) at 11.15%. 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

DASTYIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.60%

11.15%

+4.45%

Volatility (6M)

Calculated over the trailing 6-month period

34.25%

18.45%

+15.80%

Volatility (1Y)

Calculated over the trailing 1-year period

38.91%

22.34%

+16.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.09%

26.24%

+5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.09%

25.26%

+4.83%

Dividends

DASTY vs. IYW - Dividend Comparison

DASTY's dividend yield for the trailing twelve months is around 1.61%, more than IYW's 0.11% yield.

PositionTTM20252024202320222021202020192018201720162015
DASTY
Dassault Systemes SA		1.61%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		0.11%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 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DASTY has higher volatility (15.60%) compared to IYW (11.15%). In terms of maximum drawdown, DASTY dropped -69.27% vs IYW's -81.90%.

IYW currently has the higher Sharpe Ratio (2.12 vs -1.13), 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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