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DXYZ vs. IGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXYZ vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Destiny Tech100 Inc (DXYZ) and iShares Expanded Tech Sector ETF (IGM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXYZ achieves a -5.42% return, which is significantly lower than IGM's 23.42% return.


DXYZ

1D
-25.14%
1M
-44.50%
YTD
-5.42%
6M
-23.68%
1Y
-28.04%
3Y*
5Y*
10Y*

IGM

1D
0.69%
1M
3.04%
YTD
23.42%
6M
23.24%
1Y
48.57%
3Y*
35.37%
5Y*
20.09%
10Y*
24.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXYZ vs. IGM - Yearly Performance Comparison


2026 (YTD)20252024
DXYZ
Destiny Tech100 Inc
-5.42%-47.96%613.45%
IGM
iShares Expanded Tech Sector ETF
23.42%26.76%18.11%

Correlation

The correlation between DXYZ and IGM is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2024

0.42

The correlation between DXYZ and IGM shifts across timeframes, from 0.31 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DXYZ vs. IGM — Risk / Return Rank

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

DXYZ
DXYZ Risk / Return Rank: 3232
Overall Rank
DXYZ Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
DXYZ Sortino Ratio Rank: 3838
Sortino Ratio Rank
DXYZ Omega Ratio Rank: 3838
Omega Ratio Rank
DXYZ Calmar Ratio Rank: 2727
Calmar Ratio Rank
DXYZ Martin Ratio Rank: 2424
Martin Ratio Rank

IGM
IGM Risk / Return Rank: 7171
Overall Rank
IGM Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7272
Sortino Ratio Rank
IGM Omega Ratio Rank: 7373
Omega Ratio Rank
IGM Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGM Martin Ratio Rank: 6464
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.

DXYZ vs. IGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Destiny Tech100 Inc (DXYZ) 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.

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.


DXYZIGMDifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-2.51

Omega ratioGain probability vs. loss probability

1.03

1.37

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.47

2.97

-3.44

Martin ratioReturn relative to average drawdown

-0.93

10.06

-10.99

DXYZ vs. IGM - Sharpe Ratio Comparison

The current DXYZ Sharpe Ratio is -0.28, which is lower than the IGM Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DXYZ and IGM, 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

DXYZ vs. IGM - Drawdown Comparison

The maximum DXYZ drawdown since its inception was -90.35%, which is greater than IGM's maximum drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for DXYZ and IGM.


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Drawdown Indicators


DXYZIGMDifference

Max Drawdown

Largest peak-to-trough decline

-90.35%

-65.59%

-24.76%

Max Drawdown (1Y)

Largest decline over 1 year

-59.33%

-16.44%

-42.89%

Max Drawdown (3Y)

Largest decline over 3 years

-26.39%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

Max Drawdown (10Y)

Largest decline over 10 years

-40.68%

Current Drawdown

Current decline from peak

-70.97%

-6.80%

-64.17%

Average Drawdown

Average peak-to-trough decline

-68.37%

-15.22%

-53.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.12%

4.84%

+25.28%

Volatility

DXYZ vs. IGM - Volatility Comparison

Destiny Tech100 Inc (DXYZ) has a higher volatility of 52.18% compared to iShares Expanded Tech Sector ETF (IGM) at 10.03%. This indicates that DXYZ's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXYZIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

52.18%

10.03%

+42.15%

Volatility (6M)

Calculated over the trailing 6-month period

85.74%

18.11%

+67.63%

Volatility (1Y)

Calculated over the trailing 1-year period

101.63%

21.98%

+79.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

165.45%

25.91%

+139.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

165.45%

24.66%

+140.79%

Dividends

DXYZ vs. IGM - Dividend Comparison

DXYZ has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.13%.


PositionTTM20252024202320222021202020192018201720162015
DXYZ
Destiny Tech100 Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGM
iShares Expanded Tech Sector ETF
0.13%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%

Frequently Asked Questions


DXYZ and IGM have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXYZ has higher volatility (52.18%) compared to IGM (10.03%). In terms of maximum drawdown, DXYZ dropped -90.35% vs IGM's -65.59%.

IGM currently has the higher Sharpe Ratio (2.22 vs -0.28), 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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