IGM vs. GOOG

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Expanded Tech Sector ETF (IGM) and Alphabet Inc (GOOG).

IGM is a passively managed fund by iShares that tracks the performance of the S&P North American Technology Sector Index. It was launched on Mar 13, 2001.

Performance

IGM vs. GOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech Sector ETF (IGM) and Alphabet Inc (GOOG). The values are adjusted to include any dividend payments, if applicable.

IGM vs. GOOG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGM iShares Expanded Tech Sector ETF	-6.83%	26.76%	36.99%	60.68%	-35.83%	25.72%	45.11%	41.81%	2.26%	37.20%
GOOG Alphabet Inc	-5.96%	65.42%	35.62%	58.83%	-38.67%	65.17%	31.03%	29.10%	-1.03%	35.58%

Returns By Period

In the year-to-date period, IGM achieves a -6.83% return, which is significantly lower than GOOG's -5.96% return. Over the past 10 years, IGM has underperformed GOOG with an annualized return of 21.06%, while GOOG has yielded a comparatively higher 23.01% annualized return.

IGM

• 1D: 1.51%
• 1M: -3.57%
• YTD: -6.83%
• 6M: -5.05%
• 1Y: 31.61%
• 3Y*: 28.93%
• 5Y*: 14.72%
• 10Y*: 21.06%

GOOG

• 1D: 2.80%
• 1M: -3.67%
• YTD: -5.96%
• 6M: 20.27%
• 1Y: 86.25%
• 3Y*: 41.93%
• 5Y*: 22.70%
• 10Y*: 23.01%

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

Return for Risk

IGM vs. GOOG — Risk / Return Rank

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

IGM

IGM Risk / Return Rank: 68
IGM Sharpe Ratio Rank: 66
IGM Sortino Ratio Rank: 70
IGM Omega Ratio Rank: 67
IGM Calmar Ratio Rank: 74
IGM Martin Ratio Rank: 65

GOOG

GOOG Risk / Return Rank: 94
GOOG Sharpe Ratio Rank: 96
GOOG Sortino Ratio Rank: 96
GOOG Omega Ratio Rank: 94
GOOG Calmar Ratio Rank: 91
GOOG Martin Ratio Rank: 95

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.

IGM vs. GOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) and Alphabet Inc (GOOG). 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.

	IGM	GOOG	Difference
Sharpe ratio Return per unit of total volatility	1.19	2.88	-1.69
Sortino ratio Return per unit of downside risk	1.80	3.83	-2.04
Omega ratio Gain probability vs. loss probability	1.25	1.48	-0.22
Calmar ratio Return relative to maximum drawdown	2.00	4.31	-2.31
Martin ratio Return relative to average drawdown	6.74	16.52	-9.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGM vs. GOOG - Sharpe Ratio Comparison

The current IGM Sharpe Ratio is 1.19, which is lower than the GOOG Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of IGM and GOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IGM	GOOG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.19	2.88	-1.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.74	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	0.80	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.76	-0.34

Correlation

The correlation between IGM and GOOG is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IGM vs. GOOG - Dividend Comparison

IGM's dividend yield for the trailing twelve months is around 0.17%, less than GOOG's 0.28% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGM iShares Expanded Tech Sector ETF	0.17%	0.17%	0.22%	0.33%	0.66%	0.16%	0.32%	0.50%	0.57%	0.57%	0.90%	0.79%
GOOG Alphabet Inc	0.28%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IGM vs. GOOG - Drawdown Comparison

The maximum IGM drawdown since its inception was -65.59%, which is greater than GOOG's maximum drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for IGM and GOOG.

Drawdown Indicators

	IGM	GOOG	Difference
Max Drawdown Largest peak-to-trough decline	-65.59%	-44.60%	-20.99%
Max Drawdown (1Y) Largest decline over 1 year	-16.44%	-20.75%	+4.31%
Max Drawdown (5Y) Largest decline over 5 years	-40.68%	-44.60%	+3.92%
Max Drawdown (10Y) Largest decline over 10 years	-40.68%	-44.60%	+3.92%
Current Drawdown Current decline from peak	-11.29%	-14.44%	+3.15%
Average Drawdown Average peak-to-trough decline	-15.32%	-8.97%	-6.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.89%	5.41%	-0.52%

Volatility

IGM vs. GOOG - Volatility Comparison

The current volatility for iShares Expanded Tech Sector ETF (IGM) is 8.38%, while Alphabet Inc (GOOG) has a volatility of 9.18%. This indicates that IGM experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGM	GOOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.38%	9.18%	-0.80%
Volatility (6M) Calculated over the trailing 6-month period	16.35%	19.48%	-3.13%
Volatility (1Y) Calculated over the trailing 1-year period	26.72%	30.20%	-3.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.55%	30.70%	-5.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.41%	28.74%	-4.33%