SCHW vs. IYW
Compare and contrast key facts about The Charles Schwab Corporation (SCHW) and iShares U.S. Technology ETF (IYW).
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.
Performance
SCHW vs. IYW - Performance Comparison
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SCHW vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | -5.62% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
IYW iShares U.S. Technology ETF | -9.11% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 36.60% |
Returns By Period
In the year-to-date period, SCHW achieves a -5.62% return, which is significantly higher than IYW's -9.11% return. Over the past 10 years, SCHW has underperformed IYW with an annualized return of 14.15%, while IYW has yielded a comparatively higher 21.54% annualized return.
SCHW
- 1D
- 0.99%
- 1M
- -1.28%
- YTD
- -5.62%
- 6M
- -0.95%
- 1Y
- 21.53%
- 3Y*
- 23.31%
- 5Y*
- 8.59%
- 10Y*
- 14.15%
IYW
- 1D
- 4.55%
- 1M
- -4.27%
- YTD
- -9.11%
- 6M
- -7.31%
- 1Y
- 29.37%
- 3Y*
- 25.33%
- 5Y*
- 15.47%
- 10Y*
- 21.54%
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Return for Risk
SCHW vs. IYW — Risk / Return Rank
SCHW
IYW
SCHW vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) 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.
| SCHW | IYW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.10 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.69 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.64 | -0.11 |
Martin ratioReturn relative to average drawdown | 4.09 | 5.31 | -1.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHW | IYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.10 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.60 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.87 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.30 | +0.13 |
Correlation
The correlation between SCHW and IYW is 0.53, 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.
Dividends
SCHW vs. IYW - Dividend Comparison
SCHW's dividend yield for the trailing twelve months is around 1.20%, more than IYW's 0.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | 1.20% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
IYW iShares U.S. Technology ETF | 0.15% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
Drawdowns
SCHW vs. IYW - Drawdown Comparison
The maximum SCHW drawdown since its inception was -86.79%, which is greater than IYW's maximum drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for SCHW and IYW.
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Drawdown Indicators
| SCHW | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.79% | -81.90% | -4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -17.81% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -49.70% | -39.44% | -10.26% |
Max Drawdown (10Y)Largest decline over 10 years | -51.08% | -39.44% | -11.64% |
Current DrawdownCurrent decline from peak | -12.04% | -14.07% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -35.65% | -34.87% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 5.49% | -0.05% |
Volatility
SCHW vs. IYW - Volatility Comparison
The current volatility for The Charles Schwab Corporation (SCHW) is 4.62%, while iShares U.S. Technology ETF (IYW) has a volatility of 8.08%. This indicates that SCHW experiences smaller price fluctuations and is considered to be less risky 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
| SCHW | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 8.08% | -3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 16.35% | 15.91% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.51% | 26.87% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.12% | 25.79% | +6.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.42% | 24.98% | +8.44% |