TRUT vs. IYW

Last updated Jun 4, 2026

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. With a 0.97 correlation, they move nearly in lockstep. TRUT charges 0.13%/yr vs 0.38%/yr for IYW.

Performance

TRUT vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vaneck Technology Trusector ETF (TRUT) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRUT achieves a 25.30% return, which is significantly lower than IYW's 29.03% return.

TRUT

• 1D: -1.46%
• 1M: 16.68%
• YTD: 25.30%
• 6M: 24.37%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IYW

• 1D: -0.92%
• 1M: 16.53%
• YTD: 29.03%
• 6M: 28.22%
• 1Y: 59.52%
• 3Y*: 35.24%
• 5Y*: 22.87%
• 10Y*: 26.11%

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

TRUT vs. IYW - Yearly Performance Comparison

	2026 (YTD)	2025
TRUT Vaneck Technology Trusector ETF	25.30%	10.16%
IYW iShares U.S. Technology ETF	29.03%	11.87%

Correlation

The correlation between TRUT and IYW is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 22, 2025	0.97

Return for Risk

TRUT vs. IYW — Risk / Return Rank

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

IYW

IYW Risk / Return Rank: 75
IYW Sharpe Ratio Rank: 87
IYW Sortino Ratio Rank: 81
IYW Omega Ratio Rank: 80
IYW Calmar Ratio Rank: 66
IYW Martin Ratio Rank: 60

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. 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.

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

Sharpe Ratios by Period

	TRUT	IYW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.98	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.89	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.39	0.35	+2.04

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.

Drawdown Indicators

	TRUT	IYW	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-1.46%	-0.92%	-0.54%
Average Drawdown Average peak-to-trough decline	-5.17%	-34.66%	+29.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.43%	—

Volatility

Volatility by Period

	TRUT	IYW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.30%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.85%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.53%	20.09%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.53%	25.87%	-4.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.53%	25.09%	-3.56%

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 0.19%, 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%
TRUT Vaneck Technology Trusector ETF	0.19%	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

Can I hold both TRUT and IYW in my portfolio?

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.

Which ETF is better, TRUT or IYW?

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.

Which ETF is cheaper, TRUT or IYW?

TRUT is cheaper with a 0.13% expense ratio, compared with 0.38% for IYW.

Which ETF pays a higher dividend yield, TRUT or IYW?

TRUT has the higher dividend yield at 0.19%, compared with 0.11% for IYW.

What is the main difference between TRUT and IYW?

They also come from different issuers: VanEck and iShares. Their fees differ too: 0.13% for TRUT and 0.38% for IYW.