TRUT vs. IYW

Last updated Apr 1, 2026

Compare and contrast key facts about Vaneck Technology Trusector ETF (TRUT) and iShares U.S. Technology ETF (IYW).

TRUT and IYW 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. 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

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.

TRUT vs. IYW - Yearly Performance Comparison

	2026 (YTD)	2025
TRUT Vaneck Technology Trusector ETF	-9.61%	10.16%
IYW iShares U.S. Technology ETF	-7.61%	11.87%

Returns By Period

In the year-to-date period, TRUT achieves a -9.61% return, which is significantly lower than IYW's -7.61% return.

TRUT

• 1D: 4.20%
• 1M: -4.82%
• YTD: -9.61%
• 6M: -9.02%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IYW

• 1D: 1.65%
• 1M: -3.50%
• YTD: -7.61%
• 6M: -6.42%
• 1Y: 30.19%
• 3Y*: 26.02%
• 5Y*: 15.85%
• 10Y*: 21.74%

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

TRUT vs. IYW - Expense Ratio Comparison

TRUT has a 0.13% expense ratio, which is lower than IYW's 0.42% expense ratio.

IYW

iShares U.S. Technology ETF

TRUT

Vaneck Technology Trusector ETF

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: 63
IYW Sharpe Ratio Rank: 62
IYW Sortino Ratio Rank: 66
IYW Omega Ratio Rank: 64
IYW Calmar Ratio Rank: 67
IYW Martin Ratio Rank: 56

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	—	1.13	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.62	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	0.30	-0.34

Correlation

The correlation between TRUT and IYW is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TRUT vs. IYW - Dividend Comparison

TRUT's dividend yield for the trailing twelve months is around 0.15%, which matches IYW's 0.15% yield.

	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%
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

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 (5Y) Largest decline over 5 years	—	-39.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.44%	—
Current Drawdown Current decline from peak	-15.13%	-12.65%	-2.48%
Average Drawdown Average peak-to-trough decline	-5.79%	-34.87%	+29.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.55%	—

Volatility

Volatility by Period

	TRUT	IYW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.23%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.99%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.41%	26.92%	-5.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.41%	25.78%	-4.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.41%	24.98%	-3.57%