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IGM vs. IXN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGM vs. IXN - Performance Comparison

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

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IGM vs. IXN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGM
iShares Expanded Tech Sector ETF
-8.21%26.76%36.99%60.68%-35.83%25.72%45.11%41.81%2.26%37.20%
IXN
iShares Global Tech ETF
-4.79%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%41.23%

Returns By Period

In the year-to-date period, IGM achieves a -8.21% return, which is significantly lower than IXN's -4.79% return. Both investments have delivered pretty close results over the past 10 years, with IGM having a 20.88% annualized return and IXN not far behind at 20.59%.


IGM

1D
4.59%
1M
-4.57%
YTD
-8.21%
6M
-5.83%
1Y
30.94%
3Y*
28.28%
5Y*
14.37%
10Y*
20.88%

IXN

1D
4.40%
1M
-6.36%
YTD
-4.79%
6M
-2.26%
1Y
33.44%
3Y*
23.38%
5Y*
14.62%
10Y*
20.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGM vs. IXN - Expense Ratio Comparison

Both IGM and IXN have an expense ratio of 0.46%.


Return for Risk

IGM vs. IXN — Risk / Return Rank

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

IGM
IGM Risk / Return Rank: 7171
Overall Rank
IGM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGM Omega Ratio Rank: 7171
Omega Ratio Rank
IGM Calmar Ratio Rank: 7676
Calmar Ratio Rank
IGM Martin Ratio Rank: 6868
Martin Ratio Rank

IXN
IXN Risk / Return Rank: 7777
Overall Rank
IXN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 7676
Sortino Ratio Rank
IXN Omega Ratio Rank: 7272
Omega Ratio Rank
IXN Calmar Ratio Rank: 8484
Calmar Ratio Rank
IXN Martin Ratio Rank: 7878
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.

IGM vs. IXN - Risk-Adjusted Trends Comparison

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


IGMIXNDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.24

-0.08

Sortino ratio

Return per unit of downside risk

1.77

1.85

-0.08

Omega ratio

Gain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

1.87

2.33

-0.46

Martin ratio

Return relative to average drawdown

6.36

7.76

-1.40

IGM vs. IXN - Sharpe Ratio Comparison

The current IGM Sharpe Ratio is 1.16, which is comparable to the IXN Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IGM and IXN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGMIXNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.24

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.60

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.85

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.47

-0.04

Correlation

The correlation between IGM and IXN is 0.91, 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. IXN - Dividend Comparison

IGM's dividend yield for the trailing twelve months is around 0.18%, less than IXN's 1.09% yield.


TTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.18%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
IXN
iShares Global Tech ETF
1.09%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%

Drawdowns

IGM vs. IXN - Drawdown Comparison

The maximum IGM drawdown since its inception was -65.59%, which is greater than IXN's maximum drawdown of -55.67%. Use the drawdown chart below to compare losses from any high point for IGM and IXN.


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Drawdown Indicators


IGMIXNDifference

Max Drawdown

Largest peak-to-trough decline

-65.59%

-55.67%

-9.92%

Max Drawdown (1Y)

Largest decline over 1 year

-16.44%

-14.37%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

-36.30%

-4.38%

Max Drawdown (10Y)

Largest decline over 10 years

-40.68%

-36.30%

-4.38%

Current Drawdown

Current decline from peak

-12.61%

-10.01%

-2.60%

Average Drawdown

Average peak-to-trough decline

-15.32%

-11.34%

-3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

4.31%

+0.52%

Volatility

IGM vs. IXN - Volatility Comparison

The current volatility for iShares Expanded Tech Sector ETF (IGM) is 8.30%, while iShares Global Tech ETF (IXN) has a volatility of 9.23%. This indicates that IGM experiences smaller price fluctuations and is considered to be less risky than IXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGMIXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

9.23%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

16.28%

17.10%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

26.68%

27.01%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.56%

24.57%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

24.19%

+0.22%