IYW vs. VUG
Compare and contrast key facts about iShares U.S. Technology ETF (IYW) and Vanguard Growth ETF (VUG).
IYW and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both IYW and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYW or VUG.
Performance
IYW vs. VUG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IYW having a 28.88% return and VUG slightly higher at 30.27%. Over the past 10 years, IYW has outperformed VUG with an annualized return of 20.63%, while VUG has yielded a comparatively lower 15.55% annualized return.
IYW
28.88%
1.07%
12.94%
35.70%
24.07%
20.63%
VUG
30.27%
2.44%
14.56%
36.37%
19.10%
15.55%
Key characteristics
| IYW | VUG | |
|---|---|---|
| Sharpe Ratio | 1.64 | 2.14 |
| Sortino Ratio | 2.17 | 2.79 |
| Omega Ratio | 1.29 | 1.39 |
| Calmar Ratio | 2.16 | 2.77 |
| Martin Ratio | 7.45 | 10.94 |
| Ulcer Index | 4.66% | 3.29% |
| Daily Std Dev | 21.17% | 16.84% |
| Max Drawdown | -81.89% | -50.68% |
| Current Drawdown | -2.07% | -1.30% |
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IYW vs. VUG - Expense Ratio Comparison
IYW has a 0.42% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between IYW and VUG is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IYW vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
IYW's dividend yield for the trailing twelve months is around 0.31%, less than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 0.31% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
IYW vs. VUG - Drawdown Comparison
The maximum IYW drawdown since its inception was -81.89%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IYW and VUG. For additional features, visit the drawdowns tool.
Volatility
IYW vs. VUG - Volatility Comparison
iShares U.S. Technology ETF (IYW) has a higher volatility of 6.59% compared to Vanguard Growth ETF (VUG) at 5.55%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.