WB vs. IYW

Last updated Apr 2, 2026

Compare and contrast key facts about Weibo Corporation (WB) and iShares U.S. Technology ETF (IYW).

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

WB vs. IYW - Performance Comparison

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

WB vs. IYW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WB Weibo Corporation	-14.19%	19.50%	-3.98%	-39.08%	-38.28%	-24.42%	-11.56%	-20.67%	-43.52%	154.83%
IYW iShares U.S. Technology ETF	-7.61%	25.38%	30.25%	65.44%	-34.83%	35.44%	47.45%	46.64%	-0.93%	36.60%

Returns By Period

In the year-to-date period, WB achieves a -14.19% return, which is significantly lower than IYW's -7.61% return. Over the past 10 years, WB has underperformed IYW with an annualized return of -4.40%, while IYW has yielded a comparatively higher 21.74% annualized return.

WB

• 1D: 0.23%
• 1M: -10.96%
• YTD: -14.19%
• 6M: -30.06%
• 1Y: 3.63%
• 3Y*: -17.00%
• 5Y*: -25.51%
• 10Y*: -4.40%

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)

Return for Risk

WB vs. IYW — Risk / Return Rank

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

WB

WB Risk / Return Rank: 42
WB Sharpe Ratio Rank: 44
WB Sortino Ratio Rank: 40
WB Omega Ratio Rank: 39
WB Calmar Ratio Rank: 43
WB Martin Ratio Rank: 43

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.

WB vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weibo Corporation (WB) 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.

	WB	IYW	Difference
Sharpe ratio Return per unit of total volatility	0.10	1.13	-1.03
Sortino ratio Return per unit of downside risk	0.43	1.73	-1.30
Omega ratio Gain probability vs. loss probability	1.05	1.24	-0.19
Calmar ratio Return relative to maximum drawdown	0.10	1.77	-1.67
Martin ratio Return relative to average drawdown	0.23	5.68	-5.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WB vs. IYW - Sharpe Ratio Comparison

The current WB Sharpe Ratio is 0.10, which is lower than the IYW Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of WB and IYW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WB	IYW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.10	1.13	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.50	0.62	-1.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.09	0.87	-0.96
Sharpe Ratio (All Time) Calculated using the full available price history	-0.09	0.30	-0.39

Correlation

The correlation between WB and IYW is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WB vs. IYW - Dividend Comparison

WB's dividend yield for the trailing twelve months is around 9.35%, more than IYW's 0.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WB Weibo Corporation	9.35%	8.02%	8.59%	7.76%	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

WB vs. IYW - Drawdown Comparison

The maximum WB drawdown since its inception was -94.02%, which is greater than IYW's maximum drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for WB and IYW.

Drawdown Indicators

	WB	IYW	Difference
Max Drawdown Largest peak-to-trough decline	-94.02%	-81.90%	-12.12%
Max Drawdown (1Y) Largest decline over 1 year	-33.20%	-17.81%	-15.39%
Max Drawdown (5Y) Largest decline over 5 years	-86.67%	-39.44%	-47.23%
Max Drawdown (10Y) Largest decline over 10 years	-94.02%	-39.44%	-54.58%
Current Drawdown Current decline from peak	-91.79%	-12.65%	-79.14%
Average Drawdown Average peak-to-trough decline	-57.37%	-34.87%	-22.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.74%	5.55%	+9.19%

Volatility

WB vs. IYW - Volatility Comparison

Weibo Corporation (WB) has a higher volatility of 12.17% compared to iShares U.S. Technology ETF (IYW) at 8.23%. This indicates that WB'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.

Volatility by Period

	WB	IYW	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.17%	8.23%	+3.94%
Volatility (6M) Calculated over the trailing 6-month period	22.01%	15.99%	+6.02%
Volatility (1Y) Calculated over the trailing 1-year period	36.89%	26.92%	+9.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.65%	25.78%	+25.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.86%	24.98%	+26.88%