TRUT vs. IGV

Last updated Apr 1, 2026

Compare and contrast key facts about Vaneck Technology Trusector ETF (TRUT) and iShares Expanded Tech-Software Sector ET (IGV).

TRUT and IGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRUT is an actively managed fund by VanEck. It was launched on Aug 20, 2025. IGV is a passively managed fund by iShares that tracks the performance of the S&P North American Technology-Software Index. It was launched on Jul 10, 2001.

Performance

TRUT vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vaneck Technology Trusector ETF (TRUT) and iShares Expanded Tech-Software Sector ET (IGV). The values are adjusted to include any dividend payments, if applicable.

TRUT vs. IGV - Yearly Performance Comparison

	2026 (YTD)	2025
TRUT Vaneck Technology Trusector ETF	-9.61%	10.16%
IGV iShares Expanded Tech-Software Sector ET	-24.26%	-0.25%

Returns By Period

In the year-to-date period, TRUT achieves a -9.61% return, which is significantly higher than IGV's -24.26% return.

TRUT

• 1D: 4.20%
• 1M: -3.85%
• YTD: -9.61%
• 6M: -8.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGV

• 1D: 3.13%
• 1M: -1.86%
• YTD: -24.26%
• 6M: -30.40%
• 1Y: -10.05%
• 3Y*: 9.52%
• 5Y*: 2.75%
• 10Y*: 14.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRUT vs. IGV - Expense Ratio Comparison

TRUT has a 0.13% expense ratio, which is lower than IGV's 0.46% expense ratio.

IGV

iShares Expanded Tech-Software Sector ET

TRUT

Vaneck Technology Trusector ETF

Return for Risk

TRUT vs. IGV — Risk / Return Rank

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

IGV

IGV Risk / Return Rank: 6
IGV Sharpe Ratio Rank: 6
IGV Sortino Ratio Rank: 6
IGV Omega Ratio Rank: 6
IGV Calmar Ratio Rank: 7
IGV Martin Ratio Rank: 6

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TRUT vs. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vaneck Technology Trusector ETF (TRUT) and iShares Expanded Tech-Software Sector ET (IGV). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TRUT	IGV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.35	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.10	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.33	-0.37

Correlation

The correlation between TRUT and IGV is 0.63, 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

TRUT vs. IGV - Dividend Comparison

TRUT's dividend yield for the trailing twelve months is around 0.15%, while IGV has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TRUT Vaneck Technology Trusector ETF	0.15%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IGV iShares Expanded Tech-Software Sector ET	0.00%	0.00%	0.00%	0.01%	0.01%	0.00%	0.35%	0.02%	0.16%	0.09%	0.82%	0.22%

Drawdowns

TRUT vs. IGV - Drawdown Comparison

The maximum TRUT drawdown since its inception was -18.55%, smaller than the maximum IGV drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for TRUT and IGV.

Drawdown Indicators

	TRUT	IGV	Difference
Max Drawdown Largest peak-to-trough decline	-18.55%	-63.45%	+44.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-34.72%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-45.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.85%	—
Current Drawdown Current decline from peak	-15.13%	-32.04%	+16.91%
Average Drawdown Average peak-to-trough decline	-5.79%	-14.37%	+8.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	13.51%	—

Volatility

Volatility by Period

	TRUT	IGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.69%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.41%	28.43%	-7.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.41%	27.10%	-5.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.41%	25.89%	-4.48%