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IGV vs. IREN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGV vs. IREN - Performance Comparison

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

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Returns By Period

In the year-to-date period, IGV achieves a -14.18% return, which is significantly lower than IREN's 58.25% return.


IGV

1D
-0.24%
1M
2.37%
YTD
-14.18%
6M
-16.00%
1Y
-15.27%
3Y*
10.04%
5Y*
3.91%
10Y*
15.87%

IREN

1D
5.40%
1M
8.34%
YTD
58.25%
6M
48.94%
1Y
487.71%
3Y*
155.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGV vs. IREN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IGV
iShares Expanded Tech-Software Sector ETF
-14.18%5.56%23.41%58.56%-35.65%-10.80%
IREN
IREN Limited
58.25%284.62%37.34%472.00%-92.27%-42.25%

Correlation

The correlation between IGV and IREN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.37

The correlation between IGV and IREN shifts across timeframes, from 0.24 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGV vs. IREN — Risk / Return Rank

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

IGV
IGV Risk / Return Rank: 55
Overall Rank
IGV Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 55
Sortino Ratio Rank
IGV Omega Ratio Rank: 55
Omega Ratio Rank
IGV Calmar Ratio Rank: 66
Calmar Ratio Rank
IGV Martin Ratio Rank: 66
Martin Ratio Rank

IREN
IREN Risk / Return Rank: 9595
Overall Rank
IREN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IREN Sortino Ratio Rank: 9494
Sortino Ratio Rank
IREN Omega Ratio Rank: 9191
Omega Ratio Rank
IREN Calmar Ratio Rank: 9797
Calmar Ratio Rank
IREN Martin Ratio Rank: 9494
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.

IGV vs. IREN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ETF (IGV) and IREN Limited (IREN). 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.


IGVIRENDifference
Sharpe ratioReturn per unit of total volatility

-5.31

Sortino ratioReturn per unit of downside risk

-4.27

Omega ratioGain probability vs. loss probability

0.93

1.42

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.42

8.39

-8.81

Martin ratioReturn relative to average drawdown

-0.87

15.97

-16.84

IGV vs. IREN - Sharpe Ratio Comparison

The current IGV Sharpe Ratio is -0.55, which is lower than the IREN Sharpe Ratio of 4.76. The chart below compares the historical Sharpe Ratios of IGV and IREN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGV vs. IREN - Drawdown Comparison

The maximum IGV drawdown since its inception was -63.45%, smaller than the maximum IREN drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for IGV and IREN.


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Drawdown Indicators


IGVIRENDifference

Max Drawdown

Largest peak-to-trough decline

-63.45%

-96.21%

+32.76%

Max Drawdown (1Y)

Largest decline over 1 year

-36.61%

-58.62%

+22.01%

Max Drawdown (3Y)

Largest decline over 3 years

-36.61%

-65.56%

+28.95%

Max Drawdown (5Y)

Largest decline over 5 years

-45.85%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

Current Drawdown

Current decline from peak

-23.00%

-21.78%

-1.22%

Average Drawdown

Average peak-to-trough decline

-14.45%

-65.42%

+50.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.55%

30.74%

-13.19%

Volatility

IGV vs. IREN - Volatility Comparison

The current volatility for iShares Expanded Tech-Software Sector ETF (IGV) is 12.57%, while IREN Limited (IREN) has a volatility of 34.10%. This indicates that IGV experiences smaller price fluctuations and is considered to be less risky than IREN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGVIRENDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.57%

34.10%

-21.53%

Volatility (6M)

Calculated over the trailing 6-month period

24.80%

75.79%

-50.99%

Volatility (1Y)

Calculated over the trailing 1-year period

28.06%

103.25%

-75.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.92%

118.61%

-90.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.39%

118.61%

-92.22%

Dividends

IGV vs. IREN - Dividend Comparison

Neither IGV nor IREN has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
IREN
IREN Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGV and IREN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IREN has higher volatility (34.10%) compared to IGV (12.57%). In terms of maximum drawdown, IGV dropped -63.45% vs IREN's -96.21%.

IREN currently has the higher Sharpe Ratio (4.76 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.

Portfolio Optimizer

Find the right allocation for IGV and IREN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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