FIVG vs. IGV
Compare and contrast key facts about Defiance Next Gen Connectivity ETF (FIVG) and iShares Expanded Tech-Software Sector ET (IGV).
FIVG and IGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FIVG is a passively managed fund by Defiance ETFs that tracks the performance of the MVIS Bluestar 5G Communications Index. It was launched on Mar 4, 2019. IGV is a passively managed fund by iShares that tracks the performance of the S&P North American Technology-Software Index. It was launched on Jul 10, 2001. Both FIVG and IGV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIVG or IGV.
Performance
FIVG vs. IGV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with FIVG having a 29.70% return and IGV slightly lower at 28.86%.
FIVG
29.70%
3.22%
17.72%
42.53%
14.65%
N/A
IGV
28.86%
13.49%
24.87%
37.76%
18.86%
20.27%
Key characteristics
| FIVG | IGV | |
|---|---|---|
| Sharpe Ratio | 2.47 | 1.85 |
| Sortino Ratio | 3.16 | 2.36 |
| Omega Ratio | 1.42 | 1.33 |
| Calmar Ratio | 2.00 | 2.52 |
| Martin Ratio | 11.08 | 8.03 |
| Ulcer Index | 4.62% | 4.70% |
| Daily Std Dev | 20.75% | 20.37% |
| Max Drawdown | -34.62% | -92.69% |
| Current Drawdown | 0.00% | 0.00% |
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FIVG vs. IGV - Expense Ratio Comparison
FIVG has a 0.30% expense ratio, which is lower than IGV's 0.46% expense ratio.
Correlation
The correlation between FIVG and IGV is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FIVG vs. IGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Defiance Next Gen Connectivity ETF (FIVG) and iShares Expanded Tech-Software Sector ET (IGV). 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.
Dividends
FIVG vs. IGV - Dividend Comparison
FIVG's dividend yield for the trailing twelve months is around 0.88%, more than IGV's 0.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIVG Defiance Next Gen Connectivity ETF | 0.88% | 1.40% | 0.00% | 1.17% | 0.99% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGV iShares Expanded Tech-Software Sector ET | 0.32% | 0.41% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% | 0.29% | 0.33% |
Drawdowns
FIVG vs. IGV - Drawdown Comparison
The maximum FIVG drawdown since its inception was -34.62%, smaller than the maximum IGV drawdown of -92.69%. Use the drawdown chart below to compare losses from any high point for FIVG and IGV. For additional features, visit the drawdowns tool.
Volatility
FIVG vs. IGV - Volatility Comparison
The current volatility for Defiance Next Gen Connectivity ETF (FIVG) is 4.80%, while iShares Expanded Tech-Software Sector ET (IGV) has a volatility of 6.79%. This indicates that FIVG experiences smaller price fluctuations and is considered to be less risky than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.