VCAR vs. IYW
VCAR (Simplify Volt RoboCar Disruption and Tech ETF) and IYW (iShares U.S. Technology ETF) are both exchange-traded funds - VCAR is a Consumer Discretionary Equities fund actively managed by Simplify, while IYW is a Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. VCAR is actively managed, while IYW is passively managed. Over the past 5 years, VCAR returned 14.14%/yr vs 22.87%/yr for IYW. A 0.66 correlation means they provide meaningful diversification when combined. VCAR charges 0.95%/yr vs 0.38%/yr for IYW.
Performance
VCAR vs. IYW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VCAR achieves a 0.60% return, which is significantly lower than IYW's 29.03% return.
VCAR
- 1D
- -2.63%
- 1M
- 23.98%
- YTD
- 0.60%
- 6M
- -18.80%
- 1Y
- -14.28%
- 3Y*
- 33.50%
- 5Y*
- 14.14%
- 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%
VCAR vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VCAR Simplify Volt RoboCar Disruption and Tech ETF | 0.60% | -14.73% | 152.27% | 58.33% | -61.11% | 18.52% | 4.79% |
IYW iShares U.S. Technology ETF | 29.03% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | -0.29% |
Correlation
The correlation between VCAR and IYW is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2020 | 0.66 |
The correlation between VCAR and IYW shifts across timeframes, from 0.46 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VCAR vs. IYW — Risk / Return Rank
VCAR
IYW
VCAR vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Volt RoboCar Disruption and Tech ETF (VCAR) 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.
| VCAR | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.68 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.48 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.36 | -3.61 |
| Martin ratioReturn relative to average drawdown | -0.46 | 11.00 | -11.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VCAR | IYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 2.98 | -3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.89 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.35 | -0.16 |
Drawdowns
VCAR vs. IYW - Drawdown Comparison
The maximum VCAR drawdown since its inception was -69.11%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for VCAR and IYW.
Loading charts...
Drawdown Indicators
| VCAR | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -81.90% | +12.79% |
Max Drawdown (1Y)Largest decline over 1 year | -56.12% | -17.81% | -38.31% |
Max Drawdown (3Y)Largest decline over 3 years | -56.12% | -26.47% | -29.65% |
Max Drawdown (5Y)Largest decline over 5 years | -69.11% | -39.44% | -29.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.44% | — |
Current DrawdownCurrent decline from peak | -37.58% | -0.92% | -36.66% |
Average DrawdownAverage peak-to-trough decline | -37.70% | -34.66% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.22% | 5.43% | +25.79% |
Volatility
VCAR vs. IYW - Volatility Comparison
Simplify Volt RoboCar Disruption and Tech ETF (VCAR) has a higher volatility of 24.38% compared to iShares U.S. Technology ETF (IYW) at 6.30%. This indicates that VCAR's price experiences larger fluctuations and is considered to be riskier than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VCAR | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.38% | 6.30% | +18.08% |
Volatility (6M)Calculated over the trailing 6-month period | 41.08% | 15.85% | +25.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.90% | 20.09% | +36.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.69% | 25.87% | +24.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.02% | 25.09% | +24.93% |
VCAR vs. IYW - Expense Ratio Comparison
VCAR has a 0.95% expense ratio, which is higher than IYW's 0.38% expense ratio.
Dividends
VCAR vs. IYW - Dividend Comparison
VCAR's dividend yield for the trailing twelve months is around 22.86%, 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% |
VCAR Simplify Volt RoboCar Disruption and Tech ETF | 22.86% | 23.87% | 0.62% | 0.00% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VCAR and IYW have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCAR has higher volatility (24.38%) compared to IYW (6.30%). In terms of maximum drawdown, VCAR dropped -69.11% vs IYW's -81.90%.
On 5-year performance, IYW leads with 22.87% vs 14.14% for VCAR. On fees, IYW is cheaper at 0.38% per year. On volatility, IYW has been the lower-risk option at 6.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IYW has performed better with a 22.87% return vs 14.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IYW is cheaper with a 0.38% expense ratio, compared with 0.95% for VCAR.
VCAR has the higher dividend yield at 22.86%, compared with 0.11% for IYW.
VCAR is categorized as Consumer Discretionary Equities, while IYW is Technology Equities. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.95% for VCAR and 0.38% for IYW.
IYW currently has the higher Sharpe Ratio (2.98 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VCAR and IYW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer