IYW vs. TSUKY
IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index, while TSUKY (Toyo Suisan Kaisha Ltd ADR) is a stock. Over the past 10 years, IYW returned 24.41%/yr vs 8.42%/yr for TSUKY. Their 0.03 correlation means their historical movements had little consistent relationship.
Performance
IYW vs. TSUKY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IYW achieves a 18.31% return, which is significantly higher than TSUKY's -1.19% return. Over the past 10 years, IYW has outperformed TSUKY with an annualized return of 24.41%, while TSUKY has yielded a comparatively lower 8.42% annualized return.
IYW
- 1D
- -1.03%
- 1M
- -3.24%
- 6M
- 18.28%
- YTD
- 18.31%
- 1Y
- 31.33%
- 3Y*
- 28.65%
- 5Y*
- 18.19%
- 10Y*
- 24.41%
- ALL TIME*
- 9.13%
TSUKY
- 1D
- 3.09%
- 1M
- 5.54%
- 6M
- -6.50%
- YTD
- -1.19%
- 1Y
- -7.48%
- 3Y*
- 15.64%
- 5Y*
- 12.26%
- 10Y*
- 8.42%
- ALL TIME*
- 7.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $135.79M | $149.12M | $198.70M | |
| $607.48K | $411.96K | $383.08K |
IYW vs. TSUKY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 18.31% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
TSUKY Toyo Suisan Kaisha Ltd ADR | -1.19% | -4.13% | 35.23% | 31.91% | -9.20% | -8.59% | 12.86% | 22.46% | -17.20% | 17.57% |
Correlation
The correlation between IYW and TSUKY is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.04 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IYW vs. TSUKY — Risk / Return Rank
IYW
TSUKY
IYW vs. TSUKY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and Toyo Suisan Kaisha Ltd ADR (TSUKY). 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.
| IYW | TSUKY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.05 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | -0.24 | +2.03 |
| Martin ratioReturn relative to average drawdown | 5.42 | -0.42 | +5.85 |
Loading charts...
Drawdowns
IYW vs. TSUKY - Drawdown Comparison
The maximum IYW drawdown since its inception was -81.90%, which is greater than TSUKY's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for IYW and TSUKY.
Loading charts...
Drawdown Indicators
| IYW | TSUKY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -54.81% | -27.09% |
Max Drawdown (1Y)Largest decline over 1 year | -17.81% | -27.60% | +9.79% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -30.78% | +4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -39.44% | -40.07% | +0.63% |
Max Drawdown (10Y)Largest decline over 10 years | -39.44% | -54.81% | +15.37% |
Current DrawdownCurrent decline from peak | -9.15% | -20.57% | +11.42% |
Average DrawdownAverage peak-to-trough decline | -34.50% | -19.62% | -14.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.86% | 15.78% | -9.92% |
Volatility
IYW vs. TSUKY - Volatility Comparison
The current volatility for iShares U.S. Technology ETF (IYW) is 7.58%, while Toyo Suisan Kaisha Ltd ADR (TSUKY) has a volatility of 13.97%. This indicates that IYW experiences smaller price fluctuations and is considered to be less risky than TSUKY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IYW | TSUKY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 13.97% | -6.39% |
Volatility (6M)Calculated over the trailing 6-month period | 19.41% | 42.21% | -22.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 69.93% | -46.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.38% | 58.27% | -31.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.31% | 77.97% | -52.66% |
Dividends
IYW vs. TSUKY - Dividend Comparison
IYW's dividend yield for the trailing twelve months is around 0.11%, while TSUKY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSUKY Toyo Suisan Kaisha Ltd ADR | 0.00% | 1.25% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IYW and TSUKY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSUKY has higher volatility (13.97%) compared to IYW (7.58%). In terms of maximum drawdown, IYW dropped -81.90% vs TSUKY's -54.81%.
IYW currently has the higher Sharpe Ratio (1.37 vs -0.10), 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.
Find the right allocation for IYW and TSUKY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer