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IGM vs. ^XCI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IGM and ^XCI is 0.85, 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.


Performance

IGM vs. ^XCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Expanded Tech Sector ETF (IGM) and ARCA Computer Technology Index (^XCI). The values are adjusted to include any dividend payments, if applicable.

900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%1,600.00%December2025FebruaryMarchAprilMay
1,113.16%
1,343.41%
IGM
^XCI

Key characteristics

Sharpe Ratio

IGM:

0.46

^XCI:

0.40

Sortino Ratio

IGM:

0.81

^XCI:

0.76

Omega Ratio

IGM:

1.11

^XCI:

1.10

Calmar Ratio

IGM:

0.49

^XCI:

0.45

Martin Ratio

IGM:

1.59

^XCI:

1.39

Ulcer Index

IGM:

8.13%

^XCI:

8.65%

Daily Std Dev

IGM:

28.77%

^XCI:

30.44%

Max Drawdown

IGM:

-65.59%

^XCI:

-77.19%

Current Drawdown

IGM:

-11.21%

^XCI:

-12.54%

Returns By Period

In the year-to-date period, IGM achieves a -5.67% return, which is significantly higher than ^XCI's -9.28% return. Over the past 10 years, IGM has underperformed ^XCI with an annualized return of 19.08%, while ^XCI has yielded a comparatively higher 21.08% annualized return.


IGM

YTD

-5.67%

1M

20.61%

6M

-5.82%

1Y

13.14%

5Y*

18.30%

10Y*

19.08%

^XCI

YTD

-9.28%

1M

19.38%

6M

-9.53%

1Y

12.24%

5Y*

22.98%

10Y*

21.08%

*Annualized

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Risk-Adjusted Performance

IGM vs. ^XCI — Risk-Adjusted Performance Rank

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

IGM
The Risk-Adjusted Performance Rank of IGM is 5656
Overall Rank
The Sharpe Ratio Rank of IGM is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of IGM is 5757
Sortino Ratio Rank
The Omega Ratio Rank of IGM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of IGM is 6060
Calmar Ratio Rank
The Martin Ratio Rank of IGM is 5353
Martin Ratio Rank

^XCI
The Risk-Adjusted Performance Rank of ^XCI is 5757
Overall Rank
The Sharpe Ratio Rank of ^XCI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XCI is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^XCI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ^XCI is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^XCI is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGM vs. ^XCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) and ARCA Computer Technology Index (^XCI). 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.


The current IGM Sharpe Ratio is 0.46, which is comparable to the ^XCI Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IGM and ^XCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.46
0.40
IGM
^XCI

Drawdowns

IGM vs. ^XCI - Drawdown Comparison

The maximum IGM drawdown since its inception was -65.59%, smaller than the maximum ^XCI drawdown of -77.19%. Use the drawdown chart below to compare losses from any high point for IGM and ^XCI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.21%
-12.54%
IGM
^XCI

Volatility

IGM vs. ^XCI - Volatility Comparison

The current volatility for iShares Expanded Tech Sector ETF (IGM) is 15.20%, while ARCA Computer Technology Index (^XCI) has a volatility of 16.37%. This indicates that IGM experiences smaller price fluctuations and is considered to be less risky than ^XCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.20%
16.37%
IGM
^XCI