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IXN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IXN and VOO is 0.89, 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: 0.9

Performance

IXN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%NovemberDecember2025FebruaryMarchApril
902.32%
557.49%
IXN
VOO

Key characteristics

Sharpe Ratio

IXN:

0.28

VOO:

0.55

Sortino Ratio

IXN:

0.59

VOO:

0.89

Omega Ratio

IXN:

1.08

VOO:

1.13

Calmar Ratio

IXN:

0.33

VOO:

0.56

Martin Ratio

IXN:

1.03

VOO:

2.28

Ulcer Index

IXN:

8.06%

VOO:

4.60%

Daily Std Dev

IXN:

29.77%

VOO:

19.19%

Max Drawdown

IXN:

-55.67%

VOO:

-33.99%

Current Drawdown

IXN:

-13.57%

VOO:

-9.85%

Returns By Period

In the year-to-date period, IXN achieves a -9.85% return, which is significantly lower than VOO's -5.69% return. Over the past 10 years, IXN has outperformed VOO with an annualized return of 17.51%, while VOO has yielded a comparatively lower 12.13% annualized return.


IXN

YTD

-9.85%

1M

0.88%

6M

-8.03%

1Y

6.87%

5Y*

17.95%

10Y*

17.51%

VOO

YTD

-5.69%

1M

-0.86%

6M

-4.52%

1Y

9.85%

5Y*

15.26%

10Y*

12.13%

*Annualized

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IXN vs. VOO - Expense Ratio Comparison

IXN has a 0.46% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for IXN: 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%
IXN: 0.46%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

IXN vs. VOO — Risk-Adjusted Performance Rank

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

IXN
The Risk-Adjusted Performance Rank of IXN is 4646
Overall Rank
The Sharpe Ratio Rank of IXN is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of IXN is 4646
Sortino Ratio Rank
The Omega Ratio Rank of IXN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of IXN is 5050
Calmar Ratio Rank
The Martin Ratio Rank of IXN is 4545
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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.

IXN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) and Vanguard S&P 500 ETF (VOO). 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 IXN, currently valued at 0.28, compared to the broader market-1.000.001.002.003.004.00
IXN: 0.28
VOO: 0.55
The chart of Sortino ratio for IXN, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.00
IXN: 0.59
VOO: 0.89
The chart of Omega ratio for IXN, currently valued at 1.08, compared to the broader market0.501.001.502.00
IXN: 1.08
VOO: 1.13
The chart of Calmar ratio for IXN, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.00
IXN: 0.33
VOO: 0.56
The chart of Martin ratio for IXN, currently valued at 1.03, compared to the broader market0.0020.0040.0060.00
IXN: 1.03
VOO: 2.28

The current IXN Sharpe Ratio is 0.28, which is lower than the VOO Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of IXN and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.28
0.55
IXN
VOO

Dividends

IXN vs. VOO - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 0.47%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
IXN
iShares Global Tech ETF
0.47%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

IXN vs. VOO - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IXN and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.57%
-9.85%
IXN
VOO

Volatility

IXN vs. VOO - Volatility Comparison

iShares Global Tech ETF (IXN) has a higher volatility of 18.48% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that IXN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.48%
13.96%
IXN
VOO