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IYW vs. IYH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYW vs. IYH - 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. Healthcare ETF (IYH). 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 IYH's -0.65% return. Over the past 10 years, IYW has outperformed IYH with an annualized return of 25.63%, while IYH has yielded a comparatively lower 9.52% annualized return.


IYW

1D
0.61%
1M
0.73%
YTD
22.66%
6M
23.40%
1Y
50.17%
3Y*
32.06%
5Y*
21.19%
10Y*
25.63%

IYH

1D
-0.20%
1M
4.56%
YTD
-0.65%
6M
0.07%
1Y
14.83%
3Y*
6.45%
5Y*
4.89%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYW vs. IYH - 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%
IYH
iShares U.S. Healthcare ETF
-0.65%13.16%2.99%2.14%-4.46%23.41%15.56%20.80%5.80%22.27%

Correlation

The correlation between IYW and IYH is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.24

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

0.42

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2000

0.54

Over the past year, the correlation between IYW and IYH has dropped to 0.09 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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Return for Risk

IYW vs. IYH — 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

IYH
IYH Risk / Return Rank: 2929
Overall Rank
IYH Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IYH Sortino Ratio Rank: 3131
Sortino Ratio Rank
IYH Omega Ratio Rank: 2828
Omega Ratio Rank
IYH Calmar Ratio Rank: 3131
Calmar Ratio Rank
IYH Martin Ratio Rank: 2727
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. IYH - 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. Healthcare ETF (IYH). 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.


IYWIYHDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.38

1.17

+0.21

Calmar ratioReturn relative to maximum drawdown

2.70

1.33

+1.37

Martin ratioReturn relative to average drawdown

8.68

3.18

+5.50

IYW vs. IYH - Sharpe Ratio Comparison

The current IYW Sharpe Ratio is 2.24, which is higher than the IYH Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of IYW and IYH, 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. IYH - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.90%, which is greater than IYH's maximum drawdown of -43.12%. Use the drawdown chart below to compare losses from any high point for IYW and IYH.


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Drawdown Indicators


IYWIYHDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-43.12%

-38.78%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-10.64%

-7.17%

Max Drawdown (3Y)

Largest decline over 3 years

-26.47%

-17.91%

-8.56%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

-17.91%

-21.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

-28.40%

-11.04%

Current Drawdown

Current decline from peak

-5.81%

-3.94%

-1.87%

Average Drawdown

Average peak-to-trough decline

-34.62%

-8.96%

-25.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

4.46%

+1.08%

Volatility

IYW vs. IYH - Volatility Comparison

iShares U.S. Technology ETF (IYW) has a higher volatility of 9.41% compared to iShares U.S. Healthcare ETF (IYH) at 4.94%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier than IYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYWIYHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.41%

4.94%

+4.47%

Volatility (6M)

Calculated over the trailing 6-month period

17.67%

10.64%

+7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

21.47%

15.10%

+6.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.07%

14.96%

+11.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.20%

16.74%

+8.46%

IYW vs. IYH - Expense Ratio Comparison

IYW has a 0.38% expense ratio, which is lower than IYH's 0.43% expense ratio.


Dividends

IYW vs. IYH - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.11%, less than IYH's 1.25% yield.


PositionTTM20252024202320222021202020192018201720162015
IYH
iShares U.S. Healthcare ETF
1.25%1.19%1.25%1.18%1.10%0.94%1.16%1.14%1.95%1.10%1.29%2.02%
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 IYH have a correlation of 0.09, 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 IYH (4.94%). In terms of maximum drawdown, IYW dropped -81.90% vs IYH's -43.12%.

On 10-year performance, IYW leads with 25.63% vs 9.52% for IYH. On fees, IYW is cheaper at 0.38% per year. On volatility, IYH has been the lower-risk option at 4.94%. 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 9.52%. 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 0.43% for IYH.

IYH has the higher dividend yield at 1.25%, compared with 0.11% for IYW.

IYW is categorized as Technology Equities, while IYH is Health & Biotech Equities. IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index, while IYH tracks Dow Jones U.S. Health Care Index. Their fees differ too: 0.38% for IYW and 0.43% for IYH.

IYW currently has the higher Sharpe Ratio (2.24 vs 0.94), 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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