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IGV vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGV vs. META - Performance Comparison

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

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGV vs. META - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
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. 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.


IGVMETADifference
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

IGV vs. META - Sharpe Ratio Comparison

The current IGV Sharpe Ratio is -0.55, which is comparable to the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of IGV and META, 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. 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


IGVMETADifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-23.00%

-28.06%

+5.06%

Average Drawdown

Average peak-to-trough decline

-14.45%

-15.83%

+1.38%

Ulcer Index

Depth 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


IGVMETADifference

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%.


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%
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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