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IYW vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYW vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Technology ETF (IYW) and Invesco CurrencyShares® Swiss Franc Trust (FXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYW achieves a 22.66% return, which is significantly higher than FXF's -0.80% return. Over the past 10 years, IYW has outperformed FXF with an annualized return of 25.63%, while FXF has yielded a comparatively lower 1.06% annualized return.


IYW

1D
0.61%
1M
1.73%
YTD
22.66%
6M
23.40%
1Y
47.94%
3Y*
32.06%
5Y*
21.19%
10Y*
25.63%

FXF

1D
-0.15%
1M
-1.88%
YTD
-0.80%
6M
-0.32%
1Y
1.23%
3Y*
4.05%
5Y*
1.88%
10Y*
1.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYW vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYW
iShares U.S. Technology ETF
22.66%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-0.80%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between IYW and FXF is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.06

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

0.13

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2006

0.02

The correlation between IYW and FXF shifts across timeframes, from 0.02 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IYW vs. FXF — Risk / Return Rank

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

IYW
IYW Risk / Return Rank: 6969
Overall Rank
IYW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 7373
Sortino Ratio Rank
IYW Omega Ratio Rank: 7474
Omega Ratio Rank
IYW Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 1212
Overall Rank
FXF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 1111
Sortino Ratio Rank
FXF Omega Ratio Rank: 1111
Omega Ratio Rank
FXF Calmar Ratio Rank: 1313
Calmar Ratio Rank
FXF Martin Ratio Rank: 1212
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.

IYW vs. FXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IYWFXFDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+2.51

Omega ratioGain probability vs. loss probability

1.38

1.03

+0.34

Calmar ratioReturn relative to maximum drawdown

2.70

0.25

+2.46

Martin ratioReturn relative to average drawdown

8.68

0.54

+8.14

IYW vs. FXF - Sharpe Ratio Comparison

The current IYW Sharpe Ratio is 2.24, which is higher than the FXF Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of IYW and FXF, 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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Drawdowns

IYW vs. FXF - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.90%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for IYW and FXF.


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Drawdown Indicators


IYWFXFDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-35.58%

-46.32%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-4.97%

-12.84%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-8.52%

-17.95%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

-12.68%

-26.76%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

-15.04%

-24.40%

Current Drawdown

Current decline from peak

-5.81%

-19.02%

+13.21%

Average Drawdown

Average peak-to-trough decline

-34.62%

-20.83%

-13.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

2.28%

+3.26%

Volatility

IYW vs. FXF - Volatility Comparison

iShares U.S. Technology ETF (IYW) has a higher volatility of 9.41% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.81%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYWFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.41%

1.81%

+7.60%

Volatility (6M)

Calculated over the trailing 6-month period

17.67%

5.56%

+12.11%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

7.49%

+13.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.07%

8.33%

+17.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.20%

7.57%

+17.63%

IYW vs. FXF - Expense Ratio Comparison

IYW has a 0.38% expense ratio, which is lower than FXF's 0.40% expense ratio.


Dividends

IYW vs. FXF - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.11%, while FXF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%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 FXF have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYW has higher volatility (9.41%) compared to FXF (1.81%). In terms of maximum drawdown, IYW dropped -81.90% vs FXF's -35.58%.

On 10-year performance, IYW leads with 25.63% vs 1.06% for FXF. On fees, IYW is cheaper at 0.38% per year. On volatility, FXF has been the lower-risk option at 1.81%. 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 25.63% return vs 1.06%. 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 0.40% for FXF.

IYW has the higher dividend yield at 0.11%, compared with 0.00% for FXF.

IYW is categorized as Technology Equities, while FXF is Currency. IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index, while FXF tracks Swiss Franc. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.38% for IYW and 0.40% for FXF.

IYW currently has the higher Sharpe Ratio (2.24 vs 0.17), 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 IYW and FXF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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