IGV vs. META
IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, IGV returned 15.87%/yr vs 17.39%/yr for META. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
IGV vs. META - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IGV having a -14.18% return and META slightly higher at -14.03%. Over the past 10 years, IGV has underperformed META with an annualized return of 15.87%, while META has yielded a comparatively higher 17.39% 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%
META
- 1D
- -0.26%
- 1M
- -7.69%
- YTD
- -14.03%
- 6M
- -11.84%
- 1Y
- -16.71%
- 3Y*
- 28.18%
- 5Y*
- 11.52%
- 10Y*
- 17.39%
IGV vs. META - 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% |
META Meta Platforms, Inc. | -14.03% | 13.09% | 66.05% | 194.13% | -64.22% | 23.13% | 33.09% | 56.57% | -25.71% | 53.38% |
Correlation
The correlation between IGV and META is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.55 |
The correlation between IGV and META shifts across timeframes, from 0.40 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IGV vs. META — Risk / Return Rank
IGV
META
IGV vs. META - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ETF (IGV) and Meta Platforms, Inc. (META). 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 | META | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.93 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.54 | +0.12 |
| Martin ratioReturn relative to average drawdown | -0.87 | -1.12 | +0.25 |
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Drawdowns
IGV vs. META - Drawdown Comparison
The maximum IGV drawdown since its inception was -63.45%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for IGV and META.
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Drawdown Indicators
| IGV | META | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.45% | -76.74% | +13.29% |
Max Drawdown (1Y)Largest decline over 1 year | -36.61% | -33.30% | -3.31% |
Max Drawdown (3Y)Largest decline over 3 years | -36.61% | -34.15% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -45.85% | -76.74% | +30.89% |
Max Drawdown (10Y)Largest decline over 10 years | -45.85% | -76.74% | +30.89% |
Current DrawdownCurrent decline from peak | -23.00% | -28.06% | +5.06% |
Average DrawdownAverage peak-to-trough decline | -14.45% | -15.83% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.55% | 16.06% | +1.49% |
Volatility
IGV vs. META - Volatility Comparison
iShares Expanded Tech-Software Sector ETF (IGV) has a higher volatility of 12.57% compared to Meta Platforms, Inc. (META) at 10.17%. This indicates that IGV's price experiences larger fluctuations and is considered to be riskier than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGV | META | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.57% | 10.17% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 24.80% | 26.91% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.06% | 35.52% | -7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.92% | 44.04% | -16.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.39% | 38.67% | -12.28% |
Dividends
IGV vs. META - Dividend Comparison
IGV has not paid dividends to shareholders, while META's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IGV and META have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGV has higher volatility (12.57%) compared to META (10.17%). In terms of maximum drawdown, IGV dropped -63.45% vs META's -76.74%.
META currently has the higher Sharpe Ratio (-0.51 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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