IYW vs. COST
IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, IYW returned 25.22%/yr vs 22.40%/yr for COST. At a 0.46 correlation, their price movements are largely independent.
Performance
IYW vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, IYW achieves a 20.86% return, which is significantly higher than COST's 13.02% return. Over the past 10 years, IYW has outperformed COST with an annualized return of 25.22%, while COST has yielded a comparatively lower 22.40% annualized return.
IYW
- 1D
- -5.92%
- 1M
- 3.93%
- YTD
- 20.86%
- 6M
- 18.95%
- 1Y
- 49.32%
- 3Y*
- 32.37%
- 5Y*
- 21.27%
- 10Y*
- 25.22%
COST
- 1D
- -0.05%
- 1M
- -2.40%
- YTD
- 13.02%
- 6M
- 8.93%
- 1Y
- -3.31%
- 3Y*
- 25.13%
- 5Y*
- 21.49%
- 10Y*
- 22.40%
IYW vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 20.86% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
COST Costco Wholesale Corporation | 13.02% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between IYW and COST is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 22, 2000 | 0.46 |
The correlation between IYW and COST shifts across timeframes, from -0.15 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IYW vs. COST — Risk / Return Rank
IYW
COST
IYW vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and Costco Wholesale Corporation (COST). 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.
| IYW | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.54 | ||
| Sortino ratioReturn per unit of downside risk | +3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.99 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | -0.21 | +2.99 |
| Martin ratioReturn relative to average drawdown | 9.08 | -0.47 | +9.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYW | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | -0.18 | +2.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.95 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.01 | 1.02 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.59 | -0.24 |
Drawdowns
IYW vs. COST - Drawdown Comparison
The maximum IYW drawdown since its inception was -81.90%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for IYW and COST.
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Drawdown Indicators
| IYW | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -53.39% | -28.51% |
Max Drawdown (1Y)Largest decline over 1 year | -17.81% | -16.02% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -20.74% | -5.73% |
Max Drawdown (5Y)Largest decline over 5 years | -39.44% | -31.40% | -8.04% |
Max Drawdown (10Y)Largest decline over 10 years | -39.44% | -31.40% | -8.04% |
Current DrawdownCurrent decline from peak | -7.19% | -11.19% | +4.00% |
Average DrawdownAverage peak-to-trough decline | -34.65% | -13.36% | -21.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.45% | 7.12% | -1.67% |
Volatility
IYW vs. COST - Volatility Comparison
iShares U.S. Technology ETF (IYW) has a higher volatility of 8.75% compared to Costco Wholesale Corporation (COST) at 7.91%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYW | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.75% | 7.91% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 14.83% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.98% | 19.15% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.99% | 22.72% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.16% | 21.94% | +3.22% |
Dividends
IYW vs. COST - Dividend Comparison
IYW's dividend yield for the trailing twelve months is around 0.11%, less than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
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
IYW and COST have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYW has higher volatility (8.75%) compared to COST (7.91%). In terms of maximum drawdown, IYW dropped -81.90% vs COST's -53.39%.
IYW currently has the higher Sharpe Ratio (2.36 vs -0.18), 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.
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