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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYW or SCHW.
Performance
IYW vs. SCHW - Performance Comparison
Returns By Period
In the year-to-date period, IYW achieves a 27.48% return, which is significantly higher than SCHW's 20.05% return. Over the past 10 years, IYW has outperformed SCHW with an annualized return of 20.51%, while SCHW has yielded a comparatively lower 12.54% annualized return.
IYW
27.48%
0.64%
11.87%
35.18%
23.70%
20.51%
SCHW
20.05%
14.45%
4.24%
45.47%
14.37%
12.54%
Key characteristics
| IYW | SCHW | |
|---|---|---|
| Sharpe Ratio | 1.65 | 1.75 |
| Sortino Ratio | 2.18 | 2.43 |
| Omega Ratio | 1.29 | 1.35 |
| Calmar Ratio | 2.17 | 1.21 |
| Martin Ratio | 7.50 | 4.52 |
| Ulcer Index | 4.66% | 10.71% |
| Daily Std Dev | 21.22% | 27.66% |
| Max Drawdown | -81.89% | -86.79% |
| Current Drawdown | -3.14% | -11.09% |
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Correlation
The correlation between IYW and SCHW is 0.54, 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.
Risk-Adjusted Performance
IYW vs. SCHW - Risk-Adjusted Performance 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.
Dividends
IYW vs. SCHW - Dividend Comparison
IYW's dividend yield for the trailing twelve months is around 0.42%, less than SCHW's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 0.42% | 0.53% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
SCHW The Charles Schwab Corporation | 1.23% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
Drawdowns
IYW vs. SCHW - Drawdown Comparison
The maximum IYW drawdown since its inception was -81.89%, 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. For additional features, visit the drawdowns tool.
Volatility
IYW vs. SCHW - Volatility Comparison
The current volatility for iShares U.S. Technology ETF (IYW) is 6.50%, while The Charles Schwab Corporation (SCHW) has a volatility of 9.29%. This indicates that IYW experiences smaller price fluctuations and is considered to be less risky than SCHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.