PortfoliosLab logoPortfoliosLab logo
IYW vs. ITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYW vs. ITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Technology ETF (IYW) and iShares U.S. Home Construction ETF (ITB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IYW achieves a 27.07% return, which is significantly higher than ITB's 3.43% return. Over the past 10 years, IYW has outperformed ITB with an annualized return of 26.12%, while ITB has yielded a comparatively lower 14.46% annualized return.


IYW

1D
2.91%
1M
5.65%
YTD
27.07%
6M
27.03%
1Y
54.71%
3Y*
33.01%
5Y*
21.94%
10Y*
26.12%

ITB

1D
3.61%
1M
9.46%
YTD
3.43%
6M
1.45%
1Y
11.44%
3Y*
8.12%
5Y*
8.98%
10Y*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYW vs. ITB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYW
iShares U.S. Technology ETF
27.07%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%
ITB
iShares U.S. Home Construction ETF
3.43%-5.26%2.06%68.91%-26.26%49.25%26.42%48.70%-30.92%59.65%

Correlation

The correlation between IYW and ITB is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.33

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

0.48

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

0.47

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.53

Over the past year, the correlation between IYW and ITB has dropped to 0.17 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IYW vs. ITB — Risk / Return Rank

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

IYW
IYW Risk / Return Rank: 7070
Overall Rank
IYW Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 7373
Sortino Ratio Rank
IYW Omega Ratio Rank: 7474
Omega Ratio Rank
IYW Calmar Ratio Rank: 6464
Calmar Ratio Rank
IYW Martin Ratio Rank: 5757
Martin Ratio Rank

ITB
ITB Risk / Return Rank: 1616
Overall Rank
ITB Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 1818
Sortino Ratio Rank
ITB Omega Ratio Rank: 1616
Omega Ratio Rank
ITB Calmar Ratio Rank: 1515
Calmar Ratio Rank
ITB Martin Ratio Rank: 1313
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. ITB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and iShares U.S. Home Construction ETF (ITB). 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.


IYWITBDifference
Sharpe ratioReturn per unit of total volatility

+1.99

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.41

1.11

+0.30

Calmar ratioReturn relative to maximum drawdown

3.03

0.53

+2.50

Martin ratioReturn relative to average drawdown

9.70

1.02

+8.68

IYW vs. ITB - Sharpe Ratio Comparison

The current IYW Sharpe Ratio is 2.46, which is higher than the ITB Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IYW and ITB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IYW vs. ITB - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.90%, smaller than the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for IYW and ITB.


Loading charts...

Drawdown Indicators


IYWITBDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-86.53%

+4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-26.04%

+8.23%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-33.35%

+6.88%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

-40.55%

+1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

-52.10%

+12.66%

Current Drawdown

Current decline from peak

-2.42%

-21.59%

+19.17%

Average Drawdown

Average peak-to-trough decline

-34.60%

-37.07%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

13.60%

-8.04%

Volatility

IYW vs. ITB - Volatility Comparison

iShares U.S. Technology ETF (IYW) has a higher volatility of 10.44% compared to iShares U.S. Home Construction ETF (ITB) at 9.20%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IYWITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.44%

9.20%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

18.17%

21.35%

-3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

29.94%

-7.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.17%

29.35%

-3.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.25%

30.08%

-4.83%

IYW vs. ITB - Expense Ratio Comparison

Both IYW and ITB have an expense ratio of 0.38%.


Dividends

IYW vs. ITB - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.10%, less than ITB's 0.65% yield.


PositionTTM20252024202320222021202020192018201720162015
ITB
iShares U.S. Home Construction ETF
0.65%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%
IYW
iShares U.S. Technology ETF
0.10%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 ITB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYW has higher volatility (10.44%) compared to ITB (9.20%). In terms of maximum drawdown, IYW dropped -81.90% vs ITB's -86.53%.

On 10-year performance, IYW leads with 26.12% vs 14.46% for ITB. Both ETFs have the same 0.38% expense ratio. On volatility, ITB has been the lower-risk option at 9.20%. 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 26.12% return vs 14.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYW and ITB have the same expense ratio: 0.38% per year.

ITB has the higher dividend yield at 0.65%, compared with 0.10% for IYW.

IYW is categorized as Technology Equities, while ITB is Building & Construction. IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index, while ITB tracks Dow Jones U.S. Select Home Construction Index.

IYW currently has the higher Sharpe Ratio (2.46 vs 0.46), 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 ITB

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

Open Portfolio Optimizer