VICI vs. IYW
VICI (VICI Properties Inc.) is a stock, while IYW (iShares U.S. Technology ETF) is Technology Equities fund tracking the Russell 1000 Technology RIC 22.5/45 Capped Index. Over the past 5 years, VICI returned 2.21%/yr vs 22.76%/yr for IYW. At a 0.28 correlation, their price movements are largely independent.
Performance
VICI vs. IYW - Performance Comparison
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Returns By Period
In the year-to-date period, VICI achieves a -1.66% return, which is significantly lower than IYW's 28.46% return.
VICI
- 1D
- -0.26%
- 1M
- -3.75%
- YTD
- -1.66%
- 6M
- 0.36%
- 1Y
- -7.97%
- 3Y*
- 0.40%
- 5Y*
- 2.21%
- 10Y*
- —
IYW
- 1D
- -0.44%
- 1M
- 13.87%
- YTD
- 28.46%
- 6M
- 27.22%
- 1Y
- 58.25%
- 3Y*
- 35.17%
- 5Y*
- 22.76%
- 10Y*
- 26.00%
VICI vs. IYW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VICI VICI Properties Inc. | -1.66% | 1.90% | -3.07% | 3.58% | 13.01% | 23.77% | 6.00% | 43.23% | -3.62% | 10.51% |
IYW iShares U.S. Technology ETF | 28.46% | 25.38% | 30.25% | 65.44% | -34.83% | 35.44% | 47.45% | 46.64% | -0.93% | 5.32% |
Correlation
The correlation between VICI and IYW is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2017 | 0.28 |
The correlation between VICI and IYW shifts across timeframes, from -0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VICI vs. IYW — Risk / Return Rank
VICI
IYW
VICI vs. IYW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VICI Properties Inc. (VICI) 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.
| VICI | IYW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.40 | ||
| Sortino ratioReturn per unit of downside risk | -4.22 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.47 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.45 | 3.29 | -3.73 |
| Martin ratioReturn relative to average drawdown | -0.77 | 10.76 | -11.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VICI | IYW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 2.92 | -3.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.88 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.35 | -0.01 |
Drawdowns
VICI vs. IYW - Drawdown Comparison
The maximum VICI drawdown since its inception was -60.21%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for VICI and IYW.
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Drawdown Indicators
| VICI | IYW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.21% | -81.90% | +21.69% |
Max Drawdown (1Y)Largest decline over 1 year | -17.88% | -17.81% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -26.47% | +8.59% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -39.44% | +20.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.44% | — |
Current DrawdownCurrent decline from peak | -16.02% | -1.35% | -14.67% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -34.65% | +26.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.40% | 5.43% | +4.97% |
Volatility
VICI vs. IYW - Volatility Comparison
The current volatility for VICI Properties Inc. (VICI) is 4.17%, while iShares U.S. Technology ETF (IYW) has a volatility of 6.28%. This indicates that VICI experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VICI | IYW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 6.28% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 15.84% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 20.07% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 25.86% | -4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.28% | 25.09% | +4.19% |
Dividends
VICI vs. IYW - Dividend Comparison
VICI's dividend yield for the trailing twelve months is around 6.55%, 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% |
VICI VICI Properties Inc. | 6.55% | 6.28% | 5.80% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VICI and IYW have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IYW has higher volatility (6.28%) compared to VICI (4.17%). In terms of maximum drawdown, VICI dropped -60.21% vs IYW's -81.90%.
IYW currently has the higher Sharpe Ratio (2.92 vs -0.49), 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.
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