IYW vs. XILSX
IYW (iShares U.S. Technology ETF) and XILSX (Pioneer ILS Interval Fund) are both funds - IYW is a Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index, while XILSX is a High Yield Bonds fund managed by Amundi. Over the past 5 years, IYW returned 18.19%/yr vs 12.52%/yr for XILSX. Their -0.02 correlation means they have often moved in opposite directions in the past. IYW charges 0.38%/yr vs 1.88%/yr for XILSX.
Performance
IYW vs. XILSX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IYW achieves a 18.31% return, which is significantly higher than XILSX's 9.73% 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%
XILSX
- 1D
- 0.00%
- 1M
- 1.15%
- 6M
- 8.61%
- YTD
- 9.73%
- 1Y
- 23.74%
- 3Y*
- 19.34%
- 5Y*
- 12.52%
- 10Y*
- —
- ALL TIME*
- 6.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $135.79M | $149.12M | $198.70M | |
| $0.00 | $0.00 | $0.00 |
IYW vs. XILSX - 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% | 30.45% |
XILSX Pioneer ILS Interval Fund | 9.73% | 18.70% | 18.93% | 18.65% | 1.23% | -1.10% | 7.37% | 2.60% | -2.11% | -8.83% |
Correlation
The correlation between IYW and XILSX is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | -0.02 |
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. XILSX — Risk / Return Rank
IYW
XILSX
IYW vs. XILSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and Pioneer ILS Interval Fund (XILSX). 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 | XILSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.67 | ||
| Sortino ratioReturn per unit of downside risk | -78.56 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 42.80 | -41.56 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 116.68 | -114.89 |
| Martin ratioReturn relative to average drawdown | 5.42 | 796.54 | -791.12 |
Loading charts...
Drawdowns
IYW vs. XILSX - Drawdown Comparison
The maximum IYW drawdown since its inception was -81.90%, which is greater than XILSX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for IYW and XILSX.
Loading charts...
Drawdown Indicators
| IYW | XILSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.90% | -14.53% | -67.37% |
Max Drawdown (1Y)Largest decline over 1 year | -17.81% | -0.21% | -17.60% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -2.36% | -24.11% |
Max Drawdown (5Y)Largest decline over 5 years | -39.44% | -6.27% | -33.17% |
Max Drawdown (10Y)Largest decline over 10 years | -39.44% | — | — |
Current DrawdownCurrent decline from peak | -9.15% | 0.00% | -9.15% |
Average DrawdownAverage peak-to-trough decline | -34.50% | -4.84% | -29.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.86% | 0.03% | +5.83% |
Volatility
IYW vs. XILSX - Volatility Comparison
iShares U.S. Technology ETF (IYW) has a higher volatility of 7.58% compared to Pioneer ILS Interval Fund (XILSX) at 0.52%. This indicates that IYW's price experiences larger fluctuations and is considered to be riskier than XILSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IYW | XILSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 0.52% | +7.06% |
Volatility (6M)Calculated over the trailing 6-month period | 19.41% | 1.56% | +17.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 3.06% | +20.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.38% | 3.77% | +22.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.31% | 3.90% | +21.41% |
IYW vs. XILSX - Expense Ratio Comparison
IYW has a 0.38% expense ratio, which is lower than XILSX's 1.88% expense ratio.
Dividends
IYW vs. XILSX - Dividend Comparison
IYW's dividend yield for the trailing twelve months is around 0.11%, less than XILSX's 8.67% yield.
| 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% |
XILSX Pioneer ILS Interval Fund | 8.67% | 9.51% | 13.06% | 12.82% | 2.68% | 2.04% | 5.20% | 6.63% | 6.40% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IYW and XILSX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYW has higher volatility (7.58%) compared to XILSX (0.52%). In terms of maximum drawdown, IYW dropped -81.90% vs XILSX's -14.53%.
XILSX currently has the higher Sharpe Ratio (8.04 vs 1.37), 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 XILSX
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