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IYW vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYW and VUG is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

IYW vs. VUG - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,208.58%
852.77%
IYW
VUG

Key characteristics

Sharpe Ratio

IYW:

0.37

VUG:

0.57

Sortino Ratio

IYW:

0.71

VUG:

0.95

Omega Ratio

IYW:

1.10

VUG:

1.13

Calmar Ratio

IYW:

0.42

VUG:

0.62

Martin Ratio

IYW:

1.38

VUG:

2.22

Ulcer Index

IYW:

7.95%

VUG:

6.42%

Daily Std Dev

IYW:

29.96%

VUG:

24.95%

Max Drawdown

IYW:

-81.89%

VUG:

-50.68%

Current Drawdown

IYW:

-14.62%

VUG:

-11.84%

Returns By Period

In the year-to-date period, IYW achieves a -10.73% return, which is significantly lower than VUG's -8.15% return. Over the past 10 years, IYW has outperformed VUG with an annualized return of 18.78%, while VUG has yielded a comparatively lower 14.23% annualized return.


IYW

YTD

-10.73%

1M

-2.71%

6M

-8.32%

1Y

11.26%

5Y*

20.70%

10Y*

18.78%

VUG

YTD

-8.15%

1M

-1.58%

6M

-3.83%

1Y

14.94%

5Y*

17.28%

10Y*

14.23%

*Annualized

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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.


Expense ratio chart for IYW: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYW: 0.42%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

IYW vs. VUG — Risk-Adjusted Performance Rank

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

IYW
The Risk-Adjusted Performance Rank of IYW is 4949
Overall Rank
The Sharpe Ratio Rank of IYW is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of IYW is 5050
Sortino Ratio Rank
The Omega Ratio Rank of IYW is 5050
Omega Ratio Rank
The Calmar Ratio Rank of IYW is 5454
Calmar Ratio Rank
The Martin Ratio Rank of IYW is 4848
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6464
Overall Rank
The Sharpe Ratio Rank of VUG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for IYW, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.00
IYW: 0.37
VUG: 0.57
The chart of Sortino ratio for IYW, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.00
IYW: 0.71
VUG: 0.95
The chart of Omega ratio for IYW, currently valued at 1.10, compared to the broader market0.501.001.502.00
IYW: 1.10
VUG: 1.13
The chart of Calmar ratio for IYW, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
IYW: 0.42
VUG: 0.62
The chart of Martin ratio for IYW, currently valued at 1.38, compared to the broader market0.0020.0040.0060.00
IYW: 1.38
VUG: 2.22

The current IYW Sharpe Ratio is 0.37, which is lower than the VUG Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IYW and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.37
0.57
IYW
VUG

Dividends

IYW vs. VUG - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.23%, less than VUG's 0.52% yield.


TTM20242023202220212020201920182017201620152014
IYW
iShares U.S. Technology ETF
0.23%0.21%0.53%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.62%
-11.84%
IYW
VUG

Volatility

IYW vs. VUG - Volatility Comparison

iShares U.S. Technology ETF (IYW) has a higher volatility of 19.19% compared to Vanguard Growth ETF (VUG) at 16.77%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.19%
16.77%
IYW
VUG