IDGT vs. TRUT

Last updated Jun 4, 2026

IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) and TRUT (Vaneck Technology Trusector ETF) are both Technology Equities funds. IDGT is passively managed, while TRUT is actively managed. A 0.60 correlation means they provide meaningful diversification when combined. IDGT charges 0.41%/yr vs 0.13%/yr for TRUT.

Performance

IDGT vs. TRUT - 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 Vaneck Technology Trusector ETF (TRUT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDGT achieves a 53.90% return, which is significantly higher than TRUT's 25.30% 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%

TRUT

• 1D: -1.46%
• 1M: 16.68%
• YTD: 25.30%
• 6M: 24.37%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IDGT vs. TRUT - Yearly Performance Comparison

	2026 (YTD)	2025
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF	53.90%	4.44%
TRUT Vaneck Technology Trusector ETF	25.30%	10.16%

Correlation

The correlation between IDGT and TRUT is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 22, 2025	0.60

Return for Risk

IDGT vs. TRUT — 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: 89
IDGT Sortino Ratio Rank: 86
IDGT Omega Ratio Rank: 84
IDGT Calmar Ratio Rank: 94
IDGT Martin Ratio Rank: 91

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. TRUT - 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 Vaneck Technology Trusector ETF (TRUT). 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	TRUT	Difference
Sharpe ratio Return per unit of total volatility	3.13	—	—
Sortino ratio Return per unit of downside risk	3.96	—	—
Omega ratio Gain probability vs. loss probability	1.52	—	—
Calmar ratio Return relative to maximum drawdown	7.54	—	—
Martin ratio Return relative to average drawdown	22.58	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IDGT	TRUT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.13	—	—
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	2.39	-2.21

Drawdowns

IDGT vs. TRUT - Drawdown Comparison

The maximum IDGT drawdown since its inception was -77.95%, which is greater than TRUT's maximum drawdown of -18.55%. Use the drawdown chart below to compare losses from any high point for IDGT and TRUT.

Drawdown Indicators

	IDGT	TRUT	Difference
Max Drawdown Largest peak-to-trough decline	-77.95%	-18.55%	-59.40%
Max Drawdown (1Y) Largest decline over 1 year	-8.45%	—	—
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 Drawdown Current decline from peak	-1.58%	-1.46%	-0.12%
Average Drawdown Average peak-to-trough decline	-19.91%	-5.17%	-14.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	—	—

Volatility

Volatility by Period

	IDGT	TRUT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.41%	21.53%	-1.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.20%	21.53%	+1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.29%	21.53%	+1.76%

IDGT vs. TRUT - Expense Ratio Comparison

IDGT has a 0.41% expense ratio, which is higher than TRUT's 0.13% expense ratio.

Dividends

IDGT vs. TRUT - Dividend Comparison

IDGT's dividend yield for the trailing twelve months is around 0.72%, more than TRUT's 0.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
TRUT Vaneck Technology Trusector ETF	0.19%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDGT and TRUT in my portfolio?

IDGT and TRUT have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDGT or TRUT?

On fees, TRUT is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IDGT or TRUT?

TRUT is cheaper with a 0.13% expense ratio, compared with 0.41% for IDGT.

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

IDGT has the higher dividend yield at 0.72%, compared with 0.19% for TRUT.

What is the main difference between IDGT and TRUT?

They also come from different issuers: iShares and VanEck. Their fees differ too: 0.41% for IDGT and 0.13% for TRUT.