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 15.87%/yr vs 36.00%/yr for ASML. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
IGV vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, IGV achieves a -14.18% return, which is significantly lower than ASML's 74.80% return. Over the past 10 years, IGV has underperformed ASML with an annualized return of 15.87%, while ASML has yielded a comparatively higher 36.00% annualized return.
IGV
- 1D
- -0.24%
- 1M
- -1.18%
- YTD
- -14.18%
- 6M
- -16.00%
- 1Y
- -14.65%
- 3Y*
- 10.04%
- 5Y*
- 3.91%
- 10Y*
- 15.87%
ASML
- 1D
- -1.89%
- 1M
- 24.09%
- YTD
- 74.80%
- 6M
- 73.02%
- 1Y
- 146.81%
- 3Y*
- 37.59%
- 5Y*
- 22.97%
- 10Y*
- 36.00%
IGV vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | -14.18% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
ASML ASML Holding N.V. | 74.80% | 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 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
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 0.18 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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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 | -3.82 | ||
| Sortino ratioReturn per unit of downside risk | -4.31 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.45 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 7.83 | -8.24 |
| Martin ratioReturn relative to average drawdown | -0.87 | 21.08 | -21.95 |
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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.
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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 | -23.00% | -1.89% | -21.11% |
Average DrawdownAverage peak-to-trough decline | -14.45% | -28.12% | +13.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.55% | 6.63% | +10.92% |
Volatility
IGV vs. ASML - Volatility Comparison
The current volatility for iShares Expanded Tech-Software Sector ETF (IGV) is 12.57%, while ASML Holding N.V. (ASML) has a volatility of 17.27%. 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.
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Volatility by Period
| IGV | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.57% | 17.27% | -4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 24.80% | 34.58% | -9.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.06% | 42.75% | -14.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.92% | 42.44% | -14.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.39% | 38.72% | -12.33% |
Dividends
IGV vs. ASML - Dividend Comparison
IGV has not paid dividends to shareholders, while ASML's dividend yield for the trailing twelve months is around 0.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.47% | 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 | 0.00% | 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 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (17.27%) compared to IGV (12.57%). In terms of maximum drawdown, IGV dropped -63.45% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.27 vs -0.55), 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.
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