RL vs. IYW
RL (Ralph Lauren Corporation) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 10 years, RL returned 16.87%/yr vs 24.97%/yr for IYW. At a 0.44 correlation, their price movements are largely independent.
Performance
RL vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, RL achieves a 10.33% return, which is significantly lower than IYW's 21.62% return. Over the past 10 years, RL has underperformed IYW with an annualized return of 16.87%, while IYW has yielded a comparatively higher 24.97% annualized return.
RL
- 1D
- 3.75%
- 1M
- -4.35%
- 6M
- 5.68%
- YTD
- 10.33%
- 1Y
- 37.80%
- 3Y*
- 47.75%
- 5Y*
- 31.61%
- 10Y*
- 16.87%
IYW
- 1D
- -2.31%
- 1M
- -2.16%
- 6M
- 21.49%
- YTD
- 21.62%
- 1Y
- 37.18%
- 3Y*
- 29.52%
- 5Y*
- 19.77%
- 10Y*
- 24.97%
RL vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RL Ralph Lauren Corporation | 10.33% | 55.03% | 62.85% | 39.82% | -8.41% | 16.66% | -10.63% | 16.07% | 1.82% | 17.53% |
IYW iShares U.S. Technology ETF | 21.62% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
Correlation
The correlation between RL and IYW is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.44 |
The correlation between RL and IYW shifts across timeframes, from 0.35 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
RL vs. IYW — Risk / Return Rank
RL
IYW
RL vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ralph Lauren Corporation (RL) and iShares U.S. Technology ETF (IYW). 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.
| RL | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.10 | +0.05 |
| Martin ratioReturn relative to average drawdown | 6.66 | 6.49 | +0.17 |
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Drawdowns
RL vs. IYW - Drawdown Comparison
The maximum RL drawdown since its inception was -68.62%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for RL and IYW.
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Drawdown Indicators
| RL | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.62% | -81.90% | +13.28% |
Max Drawdown (1Y)Largest decline over 1 year | -17.67% | -17.81% | +0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -36.18% | -26.47% | -9.71% |
Max Drawdown (5Y)Largest decline over 5 years | -36.51% | -39.44% | +2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -55.14% | -39.44% | -15.70% |
Current DrawdownCurrent decline from peak | -6.08% | -6.60% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -24.05% | -34.52% | +10.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 5.74% | -0.05% |
Volatility
RL vs. IYW - Volatility Comparison
Ralph Lauren Corporation (RL) has a higher volatility of 9.84% compared to iShares U.S. Technology ETF (IYW) at 8.80%. This indicates that RL's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RL | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.84% | 8.80% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 28.53% | 19.41% | +9.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.23% | 23.09% | +12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.19% | 26.38% | +10.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.70% | 25.29% | +13.41% |
Dividends
RL vs. IYW - Dividend Comparison
RL's dividend yield for the trailing twelve months is around 0.96%, more than IYW's 0.11% 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% |
RL Ralph Lauren Corporation | 0.96% | 1.01% | 1.40% | 2.08% | 2.78% | 1.74% | 0.66% | 2.29% | 2.30% | 1.93% | 2.21% | 1.79% |
Frequently Asked Questions
RL and IYW have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RL has higher volatility (9.84%) compared to IYW (8.80%). In terms of maximum drawdown, RL dropped -68.62% vs IYW's -81.90%.
IYW currently has the higher Sharpe Ratio (1.62 vs 1.08), 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.
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