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IYW vs. SCHW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYW vs. SCHW - Performance Comparison

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

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IYW vs. SCHW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYW
iShares U.S. Technology ETF
-7.61%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%
SCHW
The Charles Schwab Corporation
-7.24%36.65%9.17%-15.97%0.11%60.23%13.57%16.38%-18.43%31.15%

Returns By Period

The year-to-date returns for both investments are quite close, with IYW having a -7.61% return and SCHW slightly higher at -7.24%. Over the past 10 years, IYW has outperformed SCHW with an annualized return of 21.74%, while SCHW has yielded a comparatively lower 13.96% annualized return.


IYW

1D
1.65%
1M
-3.50%
YTD
-7.61%
6M
-6.42%
1Y
30.19%
3Y*
26.02%
5Y*
15.85%
10Y*
21.74%

SCHW

1D
-1.72%
1M
-3.28%
YTD
-7.24%
6M
0.74%
1Y
20.38%
3Y*
22.59%
5Y*
8.22%
10Y*
13.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IYW vs. SCHW — Risk / Return Rank

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

IYW
IYW Risk / Return Rank: 6363
Overall Rank
IYW Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 6666
Sortino Ratio Rank
IYW Omega Ratio Rank: 6464
Omega Ratio Rank
IYW Calmar Ratio Rank: 6767
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
Martin Ratio Rank

SCHW
SCHW Risk / Return Rank: 6565
Overall Rank
SCHW Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SCHW Sortino Ratio Rank: 5959
Sortino Ratio Rank
SCHW Omega Ratio Rank: 6262
Omega Ratio Rank
SCHW Calmar Ratio Rank: 6868
Calmar Ratio Rank
SCHW Martin Ratio Rank: 6969
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. SCHW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and The Charles Schwab Corporation (SCHW). 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.


IYWSCHWDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.83

+0.29

Sortino ratio

Return per unit of downside risk

1.73

1.19

+0.54

Omega ratio

Gain probability vs. loss probability

1.24

1.17

+0.07

Calmar ratio

Return relative to maximum drawdown

1.77

1.33

+0.44

Martin ratio

Return relative to average drawdown

5.68

3.53

+2.15

IYW vs. SCHW - Sharpe Ratio Comparison

The current IYW Sharpe Ratio is 1.13, which is higher than the SCHW Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IYW and SCHW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IYWSCHWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.83

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.26

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.42

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.43

-0.12

Correlation

The correlation between IYW and SCHW is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IYW vs. SCHW - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.15%, less than SCHW's 1.22% yield.


TTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF
0.15%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
SCHW
The Charles Schwab Corporation
1.22%1.08%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%

Drawdowns

IYW vs. SCHW - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.90%, smaller than the maximum SCHW drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for IYW and SCHW.


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Drawdown Indicators


IYWSCHWDifference

Max Drawdown

Largest peak-to-trough decline

-81.90%

-86.79%

+4.89%

Max Drawdown (1Y)

Largest decline over 1 year

-17.81%

-14.61%

-3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-39.44%

-49.70%

+10.26%

Max Drawdown (10Y)

Largest decline over 10 years

-39.44%

-51.08%

+11.64%

Current Drawdown

Current decline from peak

-12.65%

-13.56%

+0.91%

Average Drawdown

Average peak-to-trough decline

-34.87%

-35.65%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

5.51%

+0.04%

Volatility

IYW vs. SCHW - Volatility Comparison

iShares U.S. Technology ETF (IYW) has a higher volatility of 8.23% compared to The Charles Schwab Corporation (SCHW) at 4.91%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYWSCHWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.23%

4.91%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

16.37%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

26.92%

24.57%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.78%

32.12%

-6.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.98%

33.42%

-8.44%