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IXN vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXN vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) 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, IXN achieves a 41.18% return, which is significantly higher than IYW's 29.03% return. Both investments have delivered pretty close results over the past 10 years, with IXN having a 25.57% annualized return and IYW not far ahead at 26.11%.


IXN

1D
-1.00%
1M
21.36%
YTD
41.18%
6M
41.72%
1Y
74.57%
3Y*
36.05%
5Y*
23.25%
10Y*
25.57%

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)

IXN vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXN
iShares Global Tech ETF
41.18%25.25%24.84%52.98%-29.86%29.58%43.62%47.88%-5.44%41.23%
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 IXN and IYW is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2001

0.91

The correlation between IXN and IYW has been stable across timeframes, ranging from 0.91 to 0.98 - a consistent structural relationship.

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Return for Risk

IXN vs. IYW — Risk / Return Rank

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

IXN
IXN Risk / Return Rank: 8888
Overall Rank
IXN Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IXN Sortino Ratio Rank: 8888
Sortino Ratio Rank
IXN Omega Ratio Rank: 8686
Omega Ratio Rank
IXN Calmar Ratio Rank: 8989
Calmar Ratio Rank
IXN Martin Ratio Rank: 8686
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.

IXN vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) 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.


IXNIYWDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.54

1.48

+0.05

Calmar ratioReturn relative to maximum drawdown

5.43

3.36

+2.07

Martin ratioReturn relative to average drawdown

18.73

11.00

+7.74

IXN vs. IYW - Sharpe Ratio Comparison

The current IXN Sharpe Ratio is 3.41, which is comparable to the IYW Sharpe Ratio of 2.98. The chart below compares the historical Sharpe Ratios of IXN 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


IXNIYWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.41

2.98

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.89

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

1.04

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.35

+0.19

Drawdowns

IXN vs. IYW - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for IXN and IYW.


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Drawdown Indicators


IXNIYWDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-81.90%

+26.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-17.81%

+4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-25.55%

-26.47%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-39.44%

+3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

-39.44%

+3.14%

Current Drawdown

Current decline from peak

-1.00%

-0.92%

-0.08%

Average Drawdown

Average peak-to-trough decline

-11.27%

-34.66%

+23.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

5.43%

-1.44%

Volatility

IXN vs. IYW - Volatility Comparison

iShares Global Tech ETF (IXN) has a higher volatility of 7.95% compared to iShares U.S. Technology ETF (IYW) at 6.30%. This indicates that IXN's price experiences larger fluctuations and is considered to be riskier 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


IXNIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

6.30%

+1.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.85%

15.85%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

20.09%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.84%

25.87%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.40%

25.09%

-0.69%

IXN vs. IYW - Expense Ratio Comparison

IXN has a 0.46% expense ratio, which is higher than IYW's 0.38% expense ratio.


Dividends

IXN vs. IYW - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 0.74%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IXN
iShares Global Tech ETF
0.74%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%
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 0.97, IXN 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.

IXN has higher volatility (7.95%) compared to IYW (6.30%). In terms of maximum drawdown, IXN dropped -55.67% vs IYW's -81.90%.

On 10-year performance, IYW leads with 26.11% vs 25.57% for IXN. On fees, IYW is cheaper at 0.38% per year. On volatility, IYW has been the lower-risk option at 6.30%. 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 25.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYW is cheaper with a 0.38% expense ratio, compared with 0.46% for IXN.

IXN has the higher dividend yield at 0.74%, compared with 0.11% for IYW.

IXN tracks S&P Global Information Technology Sector Index, while IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index. Their fees differ too: 0.46% for IXN and 0.38% for IYW.

IXN currently has the higher Sharpe Ratio (3.41 vs 2.98), 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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