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IYW vs. IYC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYW vs. IYC - 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. Consumer Discretionary ETF (IYC). 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 22.81% return, which is significantly higher than IYC's -3.16% return. Over the past 10 years, IYW has outperformed IYC with an annualized return of 25.53%, while IYC has yielded a comparatively lower 11.51% annualized return.


IYW

1D
1.61%
1M
2.72%
YTD
22.81%
6M
20.20%
1Y
50.11%
3Y*
33.35%
5Y*
21.56%
10Y*
25.53%

IYC

1D
0.16%
1M
-2.96%
YTD
-3.16%
6M
-2.65%
1Y
3.32%
3Y*
14.43%
5Y*
6.25%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYW vs. IYC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYW
iShares U.S. Technology ETF
22.81%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%
IYC
iShares U.S. Consumer Discretionary ETF
-3.16%7.85%27.54%34.03%-31.78%19.65%24.58%27.36%1.76%19.87%

Correlation

The correlation between IYW and IYC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.66

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

0.76

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2000

0.73

Over the past year, the correlation between IYW and IYC has dropped to 0.49 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

IYW vs. IYC — 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: 7676
Omega Ratio Rank
IYW Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYW Martin Ratio Rank: 5858
Martin Ratio Rank

IYC
IYC Risk / Return Rank: 1313
Overall Rank
IYC Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IYC Sortino Ratio Rank: 1212
Sortino Ratio Rank
IYC Omega Ratio Rank: 1212
Omega Ratio Rank
IYC Calmar Ratio Rank: 1313
Calmar Ratio Rank
IYC 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. IYC - 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. Consumer Discretionary ETF (IYC). 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.


IYWIYCDifference
Sharpe ratioReturn per unit of total volatility

+2.16

Sortino ratioReturn per unit of downside risk

+2.53

Omega ratioGain probability vs. loss probability

1.40

1.05

+0.35

Calmar ratioReturn relative to maximum drawdown

2.83

0.28

+2.55

Martin ratioReturn relative to average drawdown

9.20

0.83

+8.37

IYW vs. IYC - Sharpe Ratio Comparison

The current IYW Sharpe Ratio is 2.40, which is higher than the IYC Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of IYW and IYC, 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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Sharpe Ratios by Period


IYWIYCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

0.23

+2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.30

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.58

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.42

-0.07

Drawdowns

IYW vs. IYC - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.90%, which is greater than IYC's maximum drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for IYW and IYC.


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Drawdown Indicators


IYWIYCDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-53.10%

-28.80%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-11.97%

-5.84%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-21.62%

-4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

-35.90%

-3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

-35.90%

-3.54%

Current Drawdown

Current decline from peak

-5.70%

-6.82%

+1.12%

Average Drawdown

Average peak-to-trough decline

-34.64%

-9.95%

-24.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.46%

4.02%

+1.44%

Volatility

IYW vs. IYC - Volatility Comparison

iShares U.S. Technology ETF (IYW) has a higher volatility of 8.86% compared to iShares U.S. Consumer Discretionary ETF (IYC) at 3.73%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier than IYC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYWIYCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.86%

3.73%

+5.13%

Volatility (6M)

Calculated over the trailing 6-month period

17.10%

10.53%

+6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

21.05%

14.29%

+6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.01%

20.73%

+5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.18%

19.90%

+5.28%

IYW vs. IYC - Expense Ratio Comparison

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


Dividends

IYW vs. IYC - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.11%, less than IYC's 0.51% yield.


PositionTTM20252024202320222021202020192018201720162015
IYC
iShares U.S. Consumer Discretionary ETF
0.51%0.51%0.47%0.68%0.68%0.39%0.65%0.89%0.90%0.92%1.10%1.03%
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 IYC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYW has higher volatility (8.86%) compared to IYC (3.73%). In terms of maximum drawdown, IYW dropped -81.90% vs IYC's -53.10%.

On 10-year performance, IYW leads with 25.53% vs 11.51% for IYC. Both ETFs have the same 0.38% expense ratio. On volatility, IYC has been the lower-risk option at 3.73%. 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 25.53% return vs 11.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IYC has the higher dividend yield at 0.51%, compared with 0.11% for IYW.

IYW is categorized as Technology Equities, while IYC is Consumer Discretionary Equities. IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index, while IYC tracks Dow Jones U.S. Consumer Services Index.

IYW currently has the higher Sharpe Ratio (2.40 vs 0.23), 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

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