IYZ vs. VGT
Compare and contrast key facts about iShares U.S. Telecommunications ETF (IYZ) and Vanguard Information Technology ETF (VGT).
IYZ and VGT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYZ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Telecommunications Index. It was launched on May 22, 2000. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004. Both IYZ and VGT 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: IYZ or VGT.
Performance
IYZ vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, IYZ achieves a 19.97% return, which is significantly lower than VGT's 27.15% return. Over the past 10 years, IYZ has underperformed VGT with an annualized return of 1.19%, while VGT has yielded a comparatively higher 20.69% annualized return.
IYZ
19.97%
2.41%
25.63%
28.06%
0.68%
1.19%
VGT
27.15%
1.43%
13.73%
33.30%
22.49%
20.69%
Key characteristics
| IYZ | VGT | |
|---|---|---|
| Sharpe Ratio | 2.06 | 1.67 |
| Sortino Ratio | 2.85 | 2.20 |
| Omega Ratio | 1.35 | 1.30 |
| Calmar Ratio | 0.73 | 2.31 |
| Martin Ratio | 4.44 | 8.30 |
| Ulcer Index | 6.64% | 4.24% |
| Daily Std Dev | 14.27% | 21.02% |
| Max Drawdown | -77.12% | -54.63% |
| Current Drawdown | -21.22% | -2.14% |
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IYZ vs. VGT - Expense Ratio Comparison
IYZ has a 0.42% expense ratio, which is higher than VGT's 0.10% expense ratio.
Correlation
The correlation between IYZ and VGT is 0.64, 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
IYZ vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Telecommunications ETF (IYZ) and Vanguard Information Technology ETF (VGT). 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
IYZ vs. VGT - Dividend Comparison
IYZ's dividend yield for the trailing twelve months is around 1.96%, more than VGT's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYZ iShares U.S. Telecommunications ETF | 1.96% | 2.28% | 2.55% | 2.51% | 2.60% | 2.35% | 2.15% | 3.54% | 2.26% | 1.98% | 2.25% | 2.62% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
IYZ vs. VGT - Drawdown Comparison
The maximum IYZ drawdown since its inception was -77.12%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for IYZ and VGT. For additional features, visit the drawdowns tool.
Volatility
IYZ vs. VGT - Volatility Comparison
The current volatility for iShares U.S. Telecommunications ETF (IYZ) is 4.34%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.62%. This indicates that IYZ experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.