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IWY vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWY vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 Growth ETF (IWY) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWY achieves a 7.20% return, which is significantly lower than IYW's 29.03% return. Over the past 10 years, IWY has underperformed IYW with an annualized return of 19.57%, while IYW has yielded a comparatively higher 26.11% annualized return.


IWY

1D
-1.41%
1M
5.83%
YTD
7.20%
6M
6.65%
1Y
26.69%
3Y*
25.47%
5Y*
16.45%
10Y*
19.57%

IYW

1D
-0.92%
1M
16.53%
YTD
29.03%
6M
28.22%
1Y
59.52%
3Y*
35.24%
5Y*
22.87%
10Y*
26.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWY vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWY
iShares Russell Top 200 Growth ETF
7.20%18.19%34.89%46.49%-29.91%31.05%39.01%36.20%-0.72%31.69%
IYW
iShares U.S. Technology ETF
29.03%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between IWY and IYW is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.96

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2009

0.93

The correlation between IWY and IYW has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

IWY vs. IYW — Risk / Return Rank

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

IWY
IWY Risk / Return Rank: 4141
Overall Rank
IWY Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 4646
Sortino Ratio Rank
IWY Omega Ratio Rank: 4646
Omega Ratio Rank
IWY Calmar Ratio Rank: 3232
Calmar Ratio Rank
IWY Martin Ratio Rank: 3434
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 7575
Overall Rank
IYW Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 8181
Sortino Ratio Rank
IYW Omega Ratio Rank: 8080
Omega Ratio Rank
IYW Calmar Ratio Rank: 6666
Calmar Ratio Rank
IYW Martin Ratio Rank: 6060
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.

IWY vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Growth ETF (IWY) and iShares U.S. Technology ETF (IYW). 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.


IWYIYWDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.30

1.48

-0.19

Calmar ratioReturn relative to maximum drawdown

1.61

3.36

-1.75

Martin ratioReturn relative to average drawdown

5.26

11.00

-5.74

IWY vs. IYW - Sharpe Ratio Comparison

The current IWY Sharpe Ratio is 1.73, which is lower than the IYW Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of IWY and IYW, 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


IWYIYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

2.98

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.89

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

1.04

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.35

+0.57

Drawdowns

IWY vs. IYW - Drawdown Comparison

The maximum IWY drawdown since its inception was -32.68%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for IWY and IYW.


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Drawdown Indicators


IWYIYWDifference

Max Drawdown

Largest peak-to-trough decline

-32.68%

-81.90%

+49.22%

Max Drawdown (1Y)

Largest decline over 1 year

-16.63%

-17.81%

+1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-23.22%

-26.47%

+3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-32.68%

-39.44%

+6.76%

Max Drawdown (10Y)

Largest decline over 10 years

-32.68%

-39.44%

+6.76%

Current Drawdown

Current decline from peak

-1.82%

-0.92%

-0.90%

Average Drawdown

Average peak-to-trough decline

-4.75%

-34.66%

+29.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

5.43%

-0.34%

Volatility

IWY vs. IYW - Volatility Comparison

The current volatility for iShares Russell Top 200 Growth ETF (IWY) is 3.69%, while iShares U.S. Technology ETF (IYW) has a volatility of 6.30%. This indicates that IWY experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWYIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

6.30%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

15.85%

-4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

20.09%

-4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

25.87%

-4.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

25.09%

-4.12%

IWY vs. IYW - Expense Ratio Comparison

IWY has a 0.20% expense ratio, which is lower than IYW's 0.38% expense ratio.


Dividends

IWY vs. IYW - Dividend Comparison

IWY's dividend yield for the trailing twelve months is around 0.33%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IWY
iShares Russell Top 200 Growth ETF
0.33%0.36%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%

Frequently Asked Questions


With a correlation of 0.93, IWY and IYW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IYW has higher volatility (6.30%) compared to IWY (3.69%). In terms of maximum drawdown, IWY dropped -32.68% vs IYW's -81.90%.

On 10-year performance, IYW leads with 26.11% vs 19.57% for IWY. On fees, IWY is cheaper at 0.20% per year. On volatility, IWY has been the lower-risk option at 3.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYW has performed better with a 26.11% return vs 19.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWY is cheaper with a 0.20% expense ratio, compared with 0.38% for IYW.

IWY has the higher dividend yield at 0.33%, compared with 0.11% for IYW.

IWY is categorized as Large Cap Growth Equities, while IYW is Technology Equities. IWY tracks Russell Top 200 Growth Index, while IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index. Their fees differ too: 0.20% for IWY and 0.38% for IYW.

IYW currently has the higher Sharpe Ratio (2.98 vs 1.73), 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 IWY and IYW

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