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IGM vs. XLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGM and XLK is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

IGM vs. XLK - Performance Comparison

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

800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%December2025FebruaryMarchAprilMay
1,111.65%
1,003.41%
IGM
XLK

Key characteristics

Sharpe Ratio

IGM:

0.62

XLK:

0.37

Sortino Ratio

IGM:

1.03

XLK:

0.71

Omega Ratio

IGM:

1.14

XLK:

1.10

Calmar Ratio

IGM:

0.68

XLK:

0.43

Martin Ratio

IGM:

2.24

XLK:

1.39

Ulcer Index

IGM:

7.99%

XLK:

8.02%

Daily Std Dev

IGM:

28.88%

XLK:

30.18%

Max Drawdown

IGM:

-65.59%

XLK:

-82.05%

Current Drawdown

IGM:

-11.32%

XLK:

-10.40%

Returns By Period

In the year-to-date period, IGM achieves a -5.79% return, which is significantly higher than XLK's -6.68% return. Both investments have delivered pretty close results over the past 10 years, with IGM having a 19.21% annualized return and XLK not far ahead at 19.22%.


IGM

YTD

-5.79%

1M

19.31%

6M

0.09%

1Y

14.62%

5Y*

19.20%

10Y*

19.21%

XLK

YTD

-6.68%

1M

18.78%

6M

-2.93%

1Y

7.69%

5Y*

19.94%

10Y*

19.22%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IGM vs. XLK - Expense Ratio Comparison

IGM has a 0.46% expense ratio, which is higher than XLK's 0.13% expense ratio.


Expense ratio chart for IGM: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGM: 0.46%
Expense ratio chart for XLK: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLK: 0.13%

Risk-Adjusted Performance

IGM vs. XLK — Risk-Adjusted Performance Rank

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

IGM
The Risk-Adjusted Performance Rank of IGM is 5959
Overall Rank
The Sharpe Ratio Rank of IGM is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of IGM is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IGM is 5959
Omega Ratio Rank
The Calmar Ratio Rank of IGM is 6565
Calmar Ratio Rank
The Martin Ratio Rank of IGM is 5757
Martin Ratio Rank

XLK
The Risk-Adjusted Performance Rank of XLK is 4343
Overall Rank
The Sharpe Ratio Rank of XLK is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of XLK is 4242
Sortino Ratio Rank
The Omega Ratio Rank of XLK is 4242
Omega Ratio Rank
The Calmar Ratio Rank of XLK is 4949
Calmar Ratio Rank
The Martin Ratio Rank of XLK is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGM vs. XLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) and Technology Select Sector SPDR Fund (XLK). 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.


The chart of Sharpe ratio for IGM, currently valued at 0.62, compared to the broader market-1.000.001.002.003.004.00
IGM: 0.62
XLK: 0.37
The chart of Sortino ratio for IGM, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.00
IGM: 1.03
XLK: 0.71
The chart of Omega ratio for IGM, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
IGM: 1.14
XLK: 1.10
The chart of Calmar ratio for IGM, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.0012.00
IGM: 0.68
XLK: 0.43
The chart of Martin ratio for IGM, currently valued at 2.24, compared to the broader market0.0020.0040.0060.00
IGM: 2.24
XLK: 1.39

The current IGM Sharpe Ratio is 0.62, which is higher than the XLK Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of IGM and XLK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.62
0.37
IGM
XLK

Dividends

IGM vs. XLK - Dividend Comparison

IGM's dividend yield for the trailing twelve months is around 0.24%, less than XLK's 0.72% yield.


TTM20242023202220212020201920182017201620152014
IGM
iShares Expanded Tech Sector ETF
0.24%0.22%0.52%0.53%0.16%0.32%0.50%0.57%0.57%0.90%0.79%0.88%
XLK
Technology Select Sector SPDR Fund
0.72%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%

Drawdowns

IGM vs. XLK - Drawdown Comparison

The maximum IGM drawdown since its inception was -65.59%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for IGM and XLK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.32%
-10.40%
IGM
XLK

Volatility

IGM vs. XLK - Volatility Comparison

iShares Expanded Tech Sector ETF (IGM) and Technology Select Sector SPDR Fund (XLK) have volatilities of 18.58% and 18.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
18.58%
18.93%
IGM
XLK