IGV vs. ASML
IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index, while ASML (ASML Holding N.V.) is a stock. Over the past 10 years, IGV returned 15.60%/yr vs 33.59%/yr for ASML. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
IGV vs. ASML - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IGV achieves a -12.01% return, which is significantly lower than ASML's 63.12% return. Over the past 10 years, IGV has underperformed ASML with an annualized return of 15.60%, while ASML has yielded a comparatively higher 33.59% annualized return.
IGV
- 1D
- 0.19%
- 1M
- 4.37%
- 6M
- -5.40%
- YTD
- -12.01%
- 1Y
- -16.26%
- 3Y*
- 9.01%
- 5Y*
- 3.20%
- 10Y*
- 15.60%
- ALL TIME*
- 9.30%
ASML
- 1D
- -0.49%
- 1M
- -9.88%
- 6M
- 28.45%
- YTD
- 63.12%
- 1Y
- 138.60%
- 3Y*
- 37.24%
- 5Y*
- 20.47%
- 10Y*
- 33.59%
- ALL TIME*
- 27.03%
IGV vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | -12.01% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
ASML ASML Holding N.V. | 63.12% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
Correlation
The correlation between IGV and ASML is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.59 |
Over the past year, the correlation between IGV and ASML has dropped to 0.16 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IGV vs. ASML — Risk / Return Rank
IGV
ASML
IGV vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ETF (IGV) and ASML Holding N.V. (ASML). 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.
| IGV | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.67 | ||
| Sortino ratioReturn per unit of downside risk | -4.12 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.42 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 7.81 | -8.25 |
| Martin ratioReturn relative to average drawdown | -0.86 | 24.29 | -25.16 |
Loading charts...
Drawdowns
IGV vs. ASML - Drawdown Comparison
The maximum IGV drawdown since its inception was -63.45%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for IGV and ASML.
Loading charts...
Drawdown Indicators
| IGV | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.45% | -90.00% | +26.55% |
Max Drawdown (1Y)Largest decline over 1 year | -36.61% | -17.85% | -18.76% |
Max Drawdown (3Y)Largest decline over 3 years | -36.61% | -45.38% | +8.77% |
Max Drawdown (5Y)Largest decline over 5 years | -45.85% | -56.84% | +10.99% |
Max Drawdown (10Y)Largest decline over 10 years | -45.85% | -56.84% | +10.99% |
Current DrawdownCurrent decline from peak | -21.05% | -12.59% | -8.46% |
Average DrawdownAverage peak-to-trough decline | -14.48% | -28.06% | +13.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.89% | 5.75% | +13.14% |
Volatility
IGV vs. ASML - Volatility Comparison
The current volatility for iShares Expanded Tech-Software Sector ETF (IGV) is 7.17%, while ASML Holding N.V. (ASML) has a volatility of 17.75%. This indicates that IGV experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IGV | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 17.75% | -10.58% |
Volatility (6M)Calculated over the trailing 6-month period | 25.18% | 36.22% | -11.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.69% | 45.08% | -16.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.08% | 43.09% | -15.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.41% | 39.00% | -12.59% |
Dividends
IGV vs. ASML - Dividend Comparison
IGV's dividend yield for the trailing twelve months is around 0.02%, less than ASML's 0.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.51% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
IGV iShares Expanded Tech-Software Sector ETF | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
Frequently Asked Questions
IGV and ASML have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (17.75%) compared to IGV (7.17%). In terms of maximum drawdown, IGV dropped -63.45% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.10 vs -0.57), 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.
Find the right allocation for IGV and ASML
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer