IDGT vs. WFH
IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) and WFH (Direxion Work From Home ETF) are both Technology Equities funds - IDGT tracks the S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross while WFH tracks the Solactive Remote Work Index. Both are passively managed. A 0.67 correlation means they provide meaningful diversification when combined. IDGT charges 0.41%/yr vs 0.45%/yr for WFH.
Performance
IDGT vs. WFH - Performance Comparison
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Returns By Period
IDGT
- 1D
- 0.48%
- 1M
- 7.28%
- YTD
- 54.64%
- 6M
- 51.00%
- 1Y
- 62.97%
- 3Y*
- 26.10%
- 5Y*
- 13.41%
- 10Y*
- 14.39%
WFH
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDGT vs. WFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 54.64% | 6.79% | 26.71% | -6.09% | -17.90% | 42.14% | 23.47% |
WFH Direxion Work From Home ETF | 0.00% | 15.47% | 18.55% | 35.75% | -45.26% | 10.77% | 34.26% |
Correlation
The correlation between IDGT and WFH is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2020 | 0.67 |
Over the past year, the correlation between IDGT and WFH has dropped to 0.33 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
IDGT vs. WFH - Sectors Allocation Comparison
Sectors
IDGT
WFH
Technology
Real Estate
-
Communication Services
Basic Materials
-
-
Consumer Cyclical
-
Consumer Defensive
-
-
Energy
-
-
Financial Services
-
-
Healthcare
-
-
Industrials
-
Utilities
-
-
Technology
IDGT
WFH
Real Estate
IDGT
WFH
-
Communication Services
IDGT
WFH
Basic Materials
IDGT
-
WFH
-
Consumer Cyclical
IDGT
-
WFH
Consumer Defensive
IDGT
-
WFH
-
Energy
IDGT
-
WFH
-
Financial Services
IDGT
-
WFH
-
Healthcare
IDGT
-
WFH
-
Industrials
IDGT
-
WFH
Utilities
IDGT
-
WFH
-
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Return for Risk
IDGT vs. WFH — Risk / Return Rank
IDGT
WFH
IDGT vs. WFH - 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 Direxion Work From Home ETF (WFH). 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 | WFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.52 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 7.49 | — | — |
| Martin ratioReturn relative to average drawdown | 22.44 | — | — |
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 | WFH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.11 | — | — |
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 | — | — |
Drawdowns
IDGT vs. WFH - Drawdown Comparison
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Drawdown Indicators
| IDGT | WFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.95% | — | — |
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 DrawdownCurrent decline from peak | -1.10% | — | — |
Average DrawdownAverage peak-to-trough decline | -19.91% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | — | — |
Volatility
IDGT vs. WFH - Volatility Comparison
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Volatility by Period
| IDGT | WFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.37% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.19% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | — | — |
IDGT vs. WFH - Expense Ratio Comparison
IDGT has a 0.41% expense ratio, which is lower than WFH's 0.45% expense ratio.
Dividends
IDGT vs. WFH - Dividend Comparison
IDGT's dividend yield for the trailing twelve months is around 0.72%, less than WFH's 0.91% 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% |
WFH Direxion Work From Home ETF | 0.91% | 0.94% | 0.50% | 0.67% | 0.42% | 0.79% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDGT and WFH have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDGT is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDGT is cheaper with a 0.41% expense ratio, compared with 0.45% for WFH.
WFH has the higher dividend yield at 0.91%, compared with 0.72% for IDGT.
IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross, while WFH tracks Solactive Remote Work Index. They also come from different issuers: iShares and Direxion. Their fees differ too: 0.41% for IDGT and 0.45% for WFH.
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