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IGV vs. XSW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGV and XSW is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

IGV vs. XSW - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
813.65%
626.40%
IGV
XSW

Key characteristics

Sharpe Ratio

IGV:

0.60

XSW:

0.37

Sortino Ratio

IGV:

1.02

XSW:

0.74

Omega Ratio

IGV:

1.13

XSW:

1.09

Calmar Ratio

IGV:

0.63

XSW:

0.34

Martin Ratio

IGV:

2.02

XSW:

1.10

Ulcer Index

IGV:

8.49%

XSW:

9.58%

Daily Std Dev

IGV:

28.48%

XSW:

28.26%

Max Drawdown

IGV:

-62.18%

XSW:

-45.38%

Current Drawdown

IGV:

-13.89%

XSW:

-20.30%

Returns By Period

In the year-to-date period, IGV achieves a -5.35% return, which is significantly higher than XSW's -13.65% return. Over the past 10 years, IGV has outperformed XSW with an annualized return of 17.01%, while XSW has yielded a comparatively lower 12.79% annualized return.


IGV

YTD

-5.35%

1M

2.42%

6M

2.78%

1Y

16.86%

5Y*

15.09%

10Y*

17.01%

XSW

YTD

-13.65%

1M

-2.22%

6M

-1.44%

1Y

9.95%

5Y*

12.10%

10Y*

12.79%

*Annualized

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IGV vs. XSW - Expense Ratio Comparison

IGV has a 0.46% expense ratio, which is higher than XSW's 0.35% expense ratio.


Expense ratio chart for IGV: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGV: 0.46%
Expense ratio chart for XSW: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XSW: 0.35%

Risk-Adjusted Performance

IGV vs. XSW — Risk-Adjusted Performance Rank

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

IGV
The Risk-Adjusted Performance Rank of IGV is 6666
Overall Rank
The Sharpe Ratio Rank of IGV is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IGV is 6868
Sortino Ratio Rank
The Omega Ratio Rank of IGV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of IGV is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IGV is 6161
Martin Ratio Rank

XSW
The Risk-Adjusted Performance Rank of XSW is 5050
Overall Rank
The Sharpe Ratio Rank of XSW is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of XSW is 5454
Sortino Ratio Rank
The Omega Ratio Rank of XSW is 5050
Omega Ratio Rank
The Calmar Ratio Rank of XSW is 5151
Calmar Ratio Rank
The Martin Ratio Rank of XSW is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGV vs. XSW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ET (IGV) and SPDR S&P Software & Services ETF (XSW). 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.


The chart of Sharpe ratio for IGV, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.00
IGV: 0.60
XSW: 0.37
The chart of Sortino ratio for IGV, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.00
IGV: 1.02
XSW: 0.74
The chart of Omega ratio for IGV, currently valued at 1.13, compared to the broader market0.501.001.502.00
IGV: 1.13
XSW: 1.09
The chart of Calmar ratio for IGV, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.00
IGV: 0.63
XSW: 0.34
The chart of Martin ratio for IGV, currently valued at 2.02, compared to the broader market0.0020.0040.0060.00
IGV: 2.02
XSW: 1.10

The current IGV Sharpe Ratio is 0.60, which is higher than the XSW Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of IGV and XSW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.60
0.37
IGV
XSW

Dividends

IGV vs. XSW - Dividend Comparison

IGV has not paid dividends to shareholders, while XSW's dividend yield for the trailing twelve months is around 0.11%.


TTM20242023202220212020201920182017201620152014
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.41%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%0.29%
XSW
SPDR S&P Software & Services ETF
0.11%0.07%0.20%0.09%0.13%0.26%0.12%0.31%0.46%0.87%0.54%0.53%

Drawdowns

IGV vs. XSW - Drawdown Comparison

The maximum IGV drawdown since its inception was -62.18%, which is greater than XSW's maximum drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for IGV and XSW. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.89%
-20.30%
IGV
XSW

Volatility

IGV vs. XSW - Volatility Comparison

iShares Expanded Tech-Software Sector ET (IGV) and SPDR S&P Software & Services ETF (XSW) have volatilities of 17.24% and 17.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
17.24%
17.20%
IGV
XSW