IYW vs. CRTC
IYW (iShares U.S. Technology ETF) and CRTC (Xtrackers US National Critical Technologies ETF) are both Technology Equities funds - IYW tracks the Russell 1000 Technology RIC 22.5/45 Capped Index while CRTC tracks the Solactive Whitney U.S. Critical Technologies Index. Both are passively managed. Over the past year, IYW returned 59.52% vs 23.78% for CRTC. Their correlation of 0.87 suggests significant overlap in exposure. IYW charges 0.38%/yr vs 0.35%/yr for CRTC.
Performance
IYW vs. CRTC - Performance Comparison
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Returns By Period
In the year-to-date period, IYW achieves a 29.03% return, which is significantly higher than CRTC's 8.59% return.
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%
CRTC
- 1D
- -1.08%
- 1M
- 4.98%
- YTD
- 8.59%
- 6M
- 8.79%
- 1Y
- 23.78%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYW vs. CRTC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 29.03% | 25.38% | 30.25% | 5.80% |
CRTC Xtrackers US National Critical Technologies ETF | 8.59% | 18.69% | 18.05% | 7.18% |
Correlation
The correlation between IYW and CRTC is 0.86, 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 | 0.86 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2023 | 0.87 |
The correlation between IYW and CRTC has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.
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Return for Risk
IYW vs. CRTC — Risk / Return Rank
IYW
CRTC
IYW vs. CRTC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and Xtrackers US National Critical Technologies ETF (CRTC). 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 | CRTC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.32 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 2.64 | +0.72 |
| Martin ratioReturn relative to average drawdown | 11.00 | 9.88 | +1.12 |
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 | CRTC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.98 | 1.87 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 1.36 | -1.01 |
Drawdowns
IYW vs. CRTC - Drawdown Comparison
The maximum IYW drawdown since its inception was -81.90%, which is greater than CRTC's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for IYW and CRTC.
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Drawdown Indicators
| IYW | CRTC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -19.07% | -62.83% |
Max Drawdown (1Y)Largest decline over 1 year | -17.81% | -9.05% | -8.76% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -39.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.44% | — | — |
Current DrawdownCurrent decline from peak | -0.92% | -1.27% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -34.66% | -2.13% | -32.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 2.41% | +3.02% |
Volatility
IYW vs. CRTC - Volatility Comparison
iShares U.S. Technology ETF (IYW) has a higher volatility of 6.30% compared to Xtrackers US National Critical Technologies ETF (CRTC) at 3.20%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier than CRTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYW | CRTC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 3.20% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 15.85% | 9.64% | +6.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.09% | 12.76% | +7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.87% | 15.73% | +10.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.09% | 15.73% | +9.36% |
IYW vs. CRTC - Expense Ratio Comparison
IYW has a 0.38% expense ratio, which is higher than CRTC's 0.35% expense ratio.
Dividends
IYW vs. CRTC - Dividend Comparison
IYW's dividend yield for the trailing twelve months is around 0.11%, less than CRTC's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRTC Xtrackers US National Critical Technologies ETF | 1.00% | 1.03% | 1.13% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 CRTC have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYW has higher volatility (6.30%) compared to CRTC (3.20%). In terms of maximum drawdown, IYW dropped -81.90% vs CRTC's -19.07%.
On 1-year performance, IYW leads with 59.52% vs 23.78% for CRTC. On fees, CRTC is cheaper at 0.35% per year. On volatility, CRTC has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IYW has performed better with a 59.52% return vs 23.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CRTC is cheaper with a 0.35% expense ratio, compared with 0.38% for IYW.
CRTC has the higher dividend yield at 1.00%, compared with 0.11% for IYW.
IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index, while CRTC tracks Solactive Whitney U.S. Critical Technologies Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.38% for IYW and 0.35% for CRTC.
IYW currently has the higher Sharpe Ratio (2.98 vs 1.87), 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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