IYW vs. SCHW
Compare and contrast key facts about iShares U.S. Technology ETF (IYW) and The Charles Schwab Corporation (SCHW).
IYW is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Technology Index. It was launched on May 19, 2000.
Performance
IYW vs. SCHW - Performance Comparison
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IYW vs. SCHW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
IYW vs. SCHW — Risk / Return Rank
IYW
SCHW
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.
| IYW | SCHW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.83 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.19 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.17 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.33 | +0.44 |
Martin ratioReturn relative to average drawdown | 5.68 | 3.53 | +2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IYW | SCHW | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| IYW | SCHW | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.65% | -13.56% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -34.87% | -35.65% | +0.78% |
Ulcer IndexDepth 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
| IYW | SCHW | Difference | |
|---|---|---|---|
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% |