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IETC vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IETC vs. VCLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Tech Independence Focused ETF (IETC) and Vanguard Long-Term Corporate Bond ETF (VCLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IETC achieves a 5.11% return, which is significantly higher than VCLT's 1.37% return.


IETC

1D
-0.89%
1M
0.18%
YTD
5.11%
6M
8.61%
1Y
18.80%
3Y*
25.22%
5Y*
15.69%
10Y*

VCLT

1D
-0.16%
1M
2.66%
YTD
1.37%
6M
1.50%
1Y
6.63%
3Y*
4.12%
5Y*
-2.36%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IETC vs. VCLT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IETC
iShares U.S. Tech Independence Focused ETF
5.11%19.56%37.57%54.35%-32.78%29.73%46.59%43.09%-3.75%
VCLT
Vanguard Long-Term Corporate Bond ETF
1.37%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-1.46%

Correlation

The correlation between IETC and VCLT is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2018

0.23

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Return for Risk

IETC vs. VCLT — Risk / Return Rank

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

IETC
IETC Risk / Return Rank: 2222
Overall Rank
IETC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IETC Sortino Ratio Rank: 2323
Sortino Ratio Rank
IETC Omega Ratio Rank: 2323
Omega Ratio Rank
IETC Calmar Ratio Rank: 2020
Calmar Ratio Rank
IETC Martin Ratio Rank: 2121
Martin Ratio Rank

VCLT
VCLT Risk / Return Rank: 2424
Overall Rank
VCLT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2323
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2323
Omega Ratio Rank
VCLT Calmar Ratio Rank: 2727
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2424
Martin Ratio Rank
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.

IETC vs. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Tech Independence Focused ETF (IETC) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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.


IETCVCLTDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

0.89

1.27

-0.38

Martin ratioReturn relative to average drawdown

2.44

3.07

-0.63

IETC vs. VCLT - Sharpe Ratio Comparison

The current IETC Sharpe Ratio is 0.84, which is comparable to the VCLT Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IETC and VCLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IETC vs. VCLT - Drawdown Comparison

The maximum IETC drawdown since its inception was -38.48%, which is greater than VCLT's maximum drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for IETC and VCLT.


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Drawdown Indicators


IETCVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-38.48%

-34.31%

-4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-21.19%

-5.25%

-15.94%

Max Drawdown (3Y)

Largest decline over 3 years

-25.17%

-13.03%

-12.14%

Max Drawdown (5Y)

Largest decline over 5 years

-38.48%

-34.31%

-4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-9.78%

-14.04%

+4.26%

Average Drawdown

Average peak-to-trough decline

-8.14%

-8.17%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

2.16%

+5.57%

Volatility

IETC vs. VCLT - Volatility Comparison

iShares U.S. Tech Independence Focused ETF (IETC) has a higher volatility of 10.32% compared to Vanguard Long-Term Corporate Bond ETF (VCLT) at 2.21%. This indicates that IETC's price experiences larger fluctuations and is considered to be riskier than VCLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IETCVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.32%

2.21%

+8.11%

Volatility (6M)

Calculated over the trailing 6-month period

18.01%

5.83%

+12.18%

Volatility (1Y)

Calculated over the trailing 1-year period

22.47%

7.83%

+14.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.78%

12.77%

+12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.47%

12.85%

+12.62%

IETC vs. VCLT - Expense Ratio Comparison

IETC has a 0.18% expense ratio, which is higher than VCLT's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IETC vs. VCLT - Dividend Comparison

IETC's dividend yield for the trailing twelve months is around 0.39%, less than VCLT's 5.52% yield.


PositionTTM20252024202320222021202020192018201720162015
IETC
iShares U.S. Tech Independence Focused ETF
0.39%0.38%0.52%0.79%0.92%0.73%0.48%0.95%1.27%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.52%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


IETC and VCLT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IETC has higher volatility (10.32%) compared to VCLT (2.21%). In terms of maximum drawdown, IETC dropped -38.48% vs VCLT's -34.31%.

On 5-year performance, IETC leads with 15.69% vs -2.36% for VCLT. On fees, VCLT is cheaper at 0.03% per year. On volatility, VCLT has been the lower-risk option at 2.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IETC has performed better with a 15.69% return vs -2.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.03% expense ratio, compared with 0.18% for IETC.

VCLT has the higher dividend yield at 5.52%, compared with 0.39% for IETC.

IETC is categorized as Technology Equities, while VCLT is Corporate Bonds. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for IETC and 0.03% for VCLT.

VCLT currently has the higher Sharpe Ratio (0.85 vs 0.84), 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.

Portfolio Optimizer

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