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IGV vs. UNH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGV vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech-Software Sector ETF (IGV) and UnitedHealth Group Incorporated (UNH). 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 -9.50% return, which is significantly lower than UNH's 24.12% return. Over the past 10 years, IGV has outperformed UNH with an annualized return of 16.44%, while UNH has yielded a comparatively lower 13.15% annualized return.


IGV

1D
-0.21%
1M
4.94%
YTD
-9.50%
6M
-12.57%
1Y
-9.75%
3Y*
13.14%
5Y*
5.60%
10Y*
16.44%

UNH

1D
1.78%
1M
7.00%
YTD
24.12%
6M
26.61%
1Y
37.87%
3Y*
-4.40%
5Y*
2.00%
10Y*
13.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGV vs. UNH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGV
iShares Expanded Tech-Software Sector ETF
-9.50%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%
UNH
UnitedHealth Group Incorporated
24.12%-33.14%-2.41%0.80%6.94%45.20%21.25%20.00%14.52%39.83%

Correlation

The correlation between IGV and UNH is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2001

0.31

The correlation between IGV and UNH shifts across timeframes, from 0.06 (3 years) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGV vs. UNH — Risk / Return Rank

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

IGV
IGV Risk / Return Rank: 77
Overall Rank
IGV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGV Omega Ratio Rank: 66
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 77
Martin Ratio Rank

UNH
UNH Risk / Return Rank: 6868
Overall Rank
UNH Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
UNH Sortino Ratio Rank: 6565
Sortino Ratio Rank
UNH Omega Ratio Rank: 7070
Omega Ratio Rank
UNH Calmar Ratio Rank: 6767
Calmar Ratio Rank
UNH Martin Ratio Rank: 6666
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. UNH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ETF (IGV) and UnitedHealth Group Incorporated (UNH). 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.


IGVUNHDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

0.96

1.22

-0.25

Calmar ratioReturn relative to maximum drawdown

-0.27

1.31

-1.58

Martin ratioReturn relative to average drawdown

-0.56

2.88

-3.44

IGV vs. UNH - Sharpe Ratio Comparison

The current IGV Sharpe Ratio is -0.35, which is lower than the UNH Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of IGV and UNH, 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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Sharpe Ratios by Period


IGVUNHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

0.95

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.06

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.44

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.64

-0.28

Drawdowns

IGV vs. UNH - Drawdown Comparison

The maximum IGV drawdown since its inception was -63.45%, smaller than the maximum UNH drawdown of -74.37%. Use the drawdown chart below to compare losses from any high point for IGV and UNH.


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Drawdown Indicators


IGVUNHDifference

Max Drawdown

Largest peak-to-trough decline

-63.45%

-74.37%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-36.61%

-28.96%

-7.65%

Max Drawdown (3Y)

Largest decline over 3 years

-36.61%

-61.39%

+24.78%

Max Drawdown (5Y)

Largest decline over 5 years

-45.85%

-61.39%

+15.54%

Max Drawdown (10Y)

Largest decline over 10 years

-45.85%

-61.39%

+15.54%

Current Drawdown

Current decline from peak

-18.80%

-32.60%

+13.80%

Average Drawdown

Average peak-to-trough decline

-14.45%

-14.76%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.33%

13.19%

+4.14%

Volatility

IGV vs. UNH - Volatility Comparison

iShares Expanded Tech-Software Sector ETF (IGV) has a higher volatility of 12.20% compared to UnitedHealth Group Incorporated (UNH) at 8.29%. This indicates that IGV's price experiences larger fluctuations and is considered to be riskier than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGVUNHDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.20%

8.29%

+3.91%

Volatility (6M)

Calculated over the trailing 6-month period

24.65%

30.87%

-6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

27.93%

40.17%

-12.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.90%

31.87%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.38%

30.19%

-3.81%

Dividends

IGV vs. UNH - Dividend Comparison

IGV has not paid dividends to shareholders, while UNH's dividend yield for the trailing twelve months is around 2.17%.


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%
UNH
UnitedHealth Group Incorporated
2.17%2.64%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%

Frequently Asked Questions


IGV and UNH have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGV has higher volatility (12.20%) compared to UNH (8.29%). In terms of maximum drawdown, IGV dropped -63.45% vs UNH's -74.37%.

UNH currently has the higher Sharpe Ratio (0.95 vs -0.35), 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

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