IDGT vs. GTEK

Last updated Jun 14, 2026

IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) and GTEK (Goldman Sachs Future Tech Leaders Equity ETF) are both Technology Equities funds. IDGT is passively managed, while GTEK is actively managed. Over the past 3 years, IDGT returned 22.73%/yr vs 32.04%/yr for GTEK. A 0.76 correlation means they provide meaningful diversification when combined. IDGT charges 0.41%/yr vs 0.75%/yr for GTEK.

Performance

IDGT vs. GTEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) and Goldman Sachs Future Tech Leaders Equity ETF (GTEK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with IDGT having a 47.20% return and GTEK slightly lower at 46.97%.

IDGT

• 1D: 0.52%
• 1M: 4.36%
• YTD: 47.20%
• 6M: 45.67%
• 1Y: 58.40%
• 3Y*: 22.73%
• 5Y*: 11.93%
• 10Y*: 14.10%

GTEK

• 1D: 0.15%
• 1M: 6.37%
• YTD: 46.97%
• 6M: 48.56%
• 1Y: 72.32%
• 3Y*: 32.04%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDGT vs. GTEK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF	47.20%	6.79%	26.71%	-6.09%	-17.90%	19.08%
GTEK Goldman Sachs Future Tech Leaders Equity ETF	46.97%	23.68%	15.94%	33.58%	-46.73%	-2.50%

Correlation

The correlation between IDGT and GTEK is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (All Time) Calculated using the full available price history since Sep 16, 2021	0.76

The correlation between IDGT and GTEK has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.

IDGT vs. GTEK - Sectors Allocation Comparison

Sectors	IDGT	GTEK
Technology	59.4%	75.6%
Real Estate	35.4%	2.5%
Communication Services	5.1%	4.0%
Basic Materials	-	3.0%
Consumer Cyclical	-	3.6%
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	1.4%
Healthcare	-	1.1%
Industrials	-	7.8%
Utilities	-	-

Return for Risk

IDGT vs. GTEK — Risk / Return Rank

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

IDGT

IDGT Risk / Return Rank: 89
IDGT Sharpe Ratio Rank: 90
IDGT Sortino Ratio Rank: 85
IDGT Omega Ratio Rank: 84
IDGT Calmar Ratio Rank: 94
IDGT Martin Ratio Rank: 91

GTEK

GTEK Risk / Return Rank: 87
GTEK Sharpe Ratio Rank: 88
GTEK Sortino Ratio Rank: 80
GTEK Omega Ratio Rank: 79
GTEK Calmar Ratio Rank: 94
GTEK Martin Ratio Rank: 92

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.

IDGT vs. GTEK - 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 Goldman Sachs Future Tech Leaders Equity ETF (GTEK). 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.

	IDGT	GTEK	Difference
Sharpe ratio: Return per unit of total volatility	2.62	2.52	+0.10
Sortino ratio: Return per unit of downside risk	3.32	3.11	+0.21
Omega ratio: Gain probability vs. loss probability	1.44	1.41	+0.03
Calmar ratio: Return relative to maximum drawdown	6.18	6.29	-0.11
Martin ratio: Return relative to average drawdown	18.60	19.56	-0.96

IDGT vs. GTEK - Sharpe Ratio Comparison

The current IDGT Sharpe Ratio is 2.62, which is comparable to the GTEK Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IDGT and GTEK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDGT vs. GTEK - Drawdown Comparison

The maximum IDGT drawdown since its inception was -77.95%, which is greater than GTEK's maximum drawdown of -53.77%. Use the drawdown chart below to compare losses from any high point for IDGT and GTEK.

Drawdown Indicators

	IDGT	GTEK	Difference
Max Drawdown Largest peak-to-trough decline	-77.95%	-53.77%	-24.18%
Max Drawdown (1Y) Largest decline over 1 year	-9.02%	-11.13%	+2.11%
Max Drawdown (3Y) Largest decline over 3 years	-23.74%	-27.49%	+3.75%
Max Drawdown (5Y) Largest decline over 5 years	-35.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.88%	—	—
Current Drawdown Current decline from peak	-5.86%	-4.62%	-1.24%
Average Drawdown Average peak-to-trough decline	-19.89%	-27.36%	+7.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.00%	3.58%	-0.58%

Volatility

IDGT vs. GTEK - Volatility Comparison

The current volatility for iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) is 9.11%, while Goldman Sachs Future Tech Leaders Equity ETF (GTEK) has a volatility of 13.33%. This indicates that IDGT experiences smaller price fluctuations and is considered to be less risky than GTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDGT	GTEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.11%	13.33%	-4.22%
Volatility (6M) Calculated over the trailing 6-month period	17.60%	24.01%	-6.41%
Volatility (1Y) Calculated over the trailing 1-year period	21.32%	27.80%	-6.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.34%	28.57%	-5.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.36%	28.57%	-5.21%

IDGT vs. GTEK - Expense Ratio Comparison

IDGT has a 0.41% expense ratio, which is lower than GTEK's 0.75% expense ratio.

Dividends

IDGT vs. GTEK - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 0.76%, while GTEK has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTEK Goldman Sachs Future Tech Leaders Equity ETF	0.00%	0.00%	0.00%	0.26%	0.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF	0.76%	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

Can I hold both IDGT and GTEK in my portfolio?

IDGT and GTEK have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDGT or GTEK?

GTEK has higher volatility (13.33%) compared to IDGT (9.11%). In terms of maximum drawdown, IDGT dropped -77.95% vs GTEK's -53.77%.

Which ETF is better, IDGT or GTEK?

On 3-year performance, GTEK leads with 32.04% vs 22.73% for IDGT. On fees, IDGT is cheaper at 0.41% per year. On volatility, IDGT has been the lower-risk option at 9.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDGT or GTEK?

Over the 3-year period, GTEK has performed better with a 32.04% return vs 22.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDGT or GTEK?

IDGT is cheaper with a 0.41% expense ratio, compared with 0.75% for GTEK.

Which ETF pays a higher dividend yield, IDGT or GTEK?

IDGT has the higher dividend yield at 0.76%, compared with 0.00% for GTEK.

What is the main difference between IDGT and GTEK?

They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.41% for IDGT and 0.75% for GTEK.

Which has better risk-adjusted returns?

IDGT currently has the higher Sharpe Ratio (2.62 vs 2.52), 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.