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 4.23%/yr vs 24.40%/yr for IYW. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
DASTY vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, DASTY achieves a -15.59% return, which is significantly lower than IYW's 22.12% return. Over the past 10 years, DASTY has underperformed IYW with an annualized return of 4.23%, while IYW has yielded a comparatively higher 24.40% annualized return.
DASTY
- 1D
- 0.22%
- 1M
- 8.95%
- 6M
- -14.30%
- YTD
- -15.59%
- 1Y
- -26.97%
- 3Y*
- -17.47%
- 5Y*
- -15.26%
- 10Y*
- 4.23%
- ALL TIME*
- 6.83%
IYW
- 1D
- 2.37%
- 1M
- 0.08%
- 6M
- 22.15%
- YTD
- 22.12%
- 1Y
- 37.66%
- 3Y*
- 31.14%
- 5Y*
- 18.81%
- 10Y*
- 24.40%
- ALL TIME*
- 9.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DASTY Dassault Systemes SA | $7.62M | $5.95M | $4.43M |
| $120.59M | $130.00M | $189.60M |
DASTY vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DASTY Dassault Systemes SA | -15.59% | -18.30% | -29.32% | 37.87% | -39.81% | 46.94% | 24.41% | 40.85% | 11.25% | 40.64% |
IYW iShares U.S. Technology ETF | 22.12% | 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 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2008 | 0.46 |
Over the past year, the correlation between DASTY and IYW has dropped to 0.14 - well below their long-term average of 0.46, 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 | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.27 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 2.12 | -2.75 |
| Martin ratioReturn relative to average drawdown | -0.98 | 6.25 | -7.23 |
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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 | -45.53% | -17.81% | -27.72% |
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 | -62.04% | -6.23% | -55.81% |
Average DrawdownAverage peak-to-trough decline | -21.73% | -34.47% | +12.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.83% | 6.04% | +22.79% |
Volatility
DASTY vs. IYW - Volatility Comparison
Dassault Systemes SA (DASTY) has a higher volatility of 10.97% compared to iShares U.S. Technology ETF (IYW) at 7.98%. 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 | 10.97% | 7.98% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 35.50% | 19.93% | +15.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.23% | 23.82% | +15.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.39% | 26.50% | +5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.17% | 25.37% | +4.80% |
Dividends
DASTY vs. IYW - Dividend Comparison
DASTY's dividend yield for the trailing twelve months is around 1.37%, more than IYW's 0.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DASTY Dassault Systemes SA | 1.37% | 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 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DASTY has higher volatility (10.97%) compared to IYW (7.98%). In terms of maximum drawdown, DASTY dropped -69.27% vs IYW's -81.90%.
IYW currently has the higher Sharpe Ratio (1.59 vs -0.72), 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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