TRUT vs. IYW
TRUT (Vaneck Technology Trusector ETF) and IYW (iShares U.S. Technology ETF) are both Technology Equities funds. TRUT is actively managed, while IYW is passively managed. Their 0.97 correlation means they have historically moved very closely together. TRUT charges 0.13%/yr vs 0.38%/yr for IYW.
Performance
TRUT vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, TRUT achieves a 20.96% return, which is significantly lower than IYW's 27.06% return.
TRUT
- 1D
- 4.22%
- 1M
- 5.66%
- 6M
- 25.56%
- YTD
- 20.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IYW
- 1D
- 4.05%
- 1M
- 4.14%
- 6M
- 30.17%
- YTD
- 27.06%
- 1Y
- 40.11%
- 3Y*
- 32.89%
- 5Y*
- 19.64%
- 10Y*
- 24.89%
- ALL TIME*
- 9.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $142.55M | $137.41M | $190.19M | |
| $14.52M | $8.92M | $6.31M |
TRUT vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TRUT Vaneck Technology Trusector ETF | 20.96% | 9.76% |
IYW iShares U.S. Technology ETF | 27.06% | 11.45% |
Correlation
The correlation between TRUT and IYW is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025 | 0.97 |
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Return for Risk
TRUT vs. IYW — Risk / Return Rank
TRUT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IYW
TRUT vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vaneck Technology Trusector ETF (TRUT) 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.
| TRUT | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.26 | — |
| Martin ratioReturn relative to average drawdown | — | 6.65 | — |
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Drawdowns
TRUT vs. IYW - Drawdown Comparison
The maximum TRUT drawdown since its inception was -18.55%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for TRUT and IYW.
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Drawdown Indicators
| TRUT | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.55% | -81.90% | +63.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.81% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.44% | — |
Current DrawdownCurrent decline from peak | -4.87% | -2.43% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -34.47% | +28.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.04% | — |
Volatility
TRUT vs. IYW - Volatility Comparison
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Volatility by Period
| TRUT | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.79% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 20.29% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.13% | 24.09% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.13% | 26.56% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.13% | 25.40% | -1.27% |
TRUT vs. IYW - Expense Ratio Comparison
TRUT has a 0.13% expense ratio, which is lower than IYW's 0.38% expense ratio.
Dividends
TRUT vs. IYW - Dividend Comparison
TRUT's dividend yield for the trailing twelve months is around 0.30%, more than IYW's 0.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 0.10% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
TRUT Vaneck Technology Trusector ETF | 0.30% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, TRUT and IYW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, TRUT is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TRUT is cheaper with a 0.13% expense ratio, compared with 0.38% for IYW.
TRUT has the higher dividend yield at 0.30%, compared with 0.10% for IYW.
They also come from different issuers: VanEck and iShares. Their fees differ too: 0.13% for TRUT and 0.38% for IYW.
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