IDGT vs. ASMH
IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) and ASMH (ASML Holding NV ADR Hedged ETF) are both Technology Equities funds - IDGT tracks the S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross while ASMH tracks the ASML Holding NV Sponsored ADR. Both are passively managed. Over the past year, IDGT returned 63.37% vs 130.11% for ASMH. At a 0.46 correlation, their price movements are largely independent. IDGT charges 0.41%/yr vs 0.19%/yr for ASMH.
Performance
IDGT vs. ASMH - Performance Comparison
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Returns By Period
In the year-to-date period, IDGT achieves a 53.90% return, which is significantly lower than ASMH's 63.99% return.
IDGT
- 1D
- -1.58%
- 1M
- 8.43%
- YTD
- 53.90%
- 6M
- 49.82%
- 1Y
- 63.37%
- 3Y*
- 25.08%
- 5Y*
- 13.30%
- 10Y*
- 14.38%
ASMH
- 1D
- 1.53%
- 1M
- 25.24%
- YTD
- 63.99%
- 6M
- 53.18%
- 1Y
- 130.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDGT vs. ASMH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 53.90% | 19.07% |
ASMH ASML Holding NV ADR Hedged ETF | 63.99% | 58.84% |
Correlation
The correlation between IDGT and ASMH is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2025 | 0.46 |
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Return for Risk
IDGT vs. ASMH — Risk / Return Rank
IDGT
ASMH
IDGT vs. ASMH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) and ASML Holding NV ADR Hedged ETF (ASMH). 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.
| IDGT | ASMH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.47 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 7.54 | 8.24 | -0.70 |
| Martin ratioReturn relative to average drawdown | 22.58 | 21.26 | +1.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDGT | ASMH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.13 | 3.36 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 3.59 | -3.41 |
Drawdowns
IDGT vs. ASMH - Drawdown Comparison
The maximum IDGT drawdown since its inception was -77.95%, which is greater than ASMH's maximum drawdown of -15.89%. Use the drawdown chart below to compare losses from any high point for IDGT and ASMH.
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Drawdown Indicators
| IDGT | ASMH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.95% | -15.89% | -62.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -15.89% | +7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -23.74% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.83% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.88% | — | — |
Current DrawdownCurrent decline from peak | -1.58% | 0.00% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -19.91% | -4.33% | -15.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 6.14% | -3.33% |
Volatility
IDGT vs. ASMH - Volatility Comparison
The current volatility for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) is 7.87%, while ASML Holding NV ADR Hedged ETF (ASMH) has a volatility of 13.84%. This indicates that IDGT experiences smaller price fluctuations and is considered to be less risky than ASMH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDGT | ASMH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 13.84% | -5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 30.43% | -14.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 38.94% | -18.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.20% | 38.32% | -15.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 38.32% | -15.03% |
IDGT vs. ASMH - Expense Ratio Comparison
IDGT has a 0.41% expense ratio, which is higher than ASMH's 0.19% expense ratio.
Dividends
IDGT vs. ASMH - Dividend Comparison
IDGT's dividend yield for the trailing twelve months is around 0.72%, less than ASMH's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASMH ASML Holding NV ADR Hedged ETF | 0.99% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 0.72% | 1.17% | 1.64% | 0.37% | 0.30% | 0.28% | 0.60% | 0.42% | 0.65% | 0.57% | 0.75% | 0.72% |
Frequently Asked Questions
IDGT and ASMH have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASMH has higher volatility (13.84%) compared to IDGT (7.87%). In terms of maximum drawdown, IDGT dropped -77.95% vs ASMH's -15.89%.
On 1-year performance, ASMH leads with 130.11% vs 63.37% for IDGT. On fees, ASMH is cheaper at 0.19% per year. On volatility, IDGT has been the lower-risk option at 7.87%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ASMH has performed better with a 130.11% return vs 63.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ASMH is cheaper with a 0.19% expense ratio, compared with 0.41% for IDGT.
ASMH has the higher dividend yield at 0.99%, compared with 0.72% for IDGT.
IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross, while ASMH tracks ASML Holding NV Sponsored ADR. They also come from different issuers: iShares and Precidian Funds. Their fees differ too: 0.41% for IDGT and 0.19% for ASMH.
ASMH currently has the higher Sharpe Ratio (3.36 vs 3.13), 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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