VGT vs. IWM
Vanguard Information Technology ETF
iShares Russell 2000 ETF
Correlation
Compare with
Top 10 shared holdings
There are no shared holdings.
Performance Measures**
for the time period Jan 30, 2004 to Dec 5, 2025
1M Trailing Return:
3M Trailing Return:
-1.2%
10.0%
2.5%
5.8%
-3.7%
+4.2%
1M Trailing Return:
3M Trailing Return:
-1.2%
10.0%
2.5%
5.8%
-3.7%
+4.2%
Max Drawdown:
Standard Deviation:
-54.6%
22.6%
-59.1%
24.0%
+4.5%
-1.4%
Max Drawdown:
Standard Deviation:
-54.6%
22.6%
-59.1%
24.0%
+4.5%
-1.4%
Sharpe Ratio:
Calmar Ratio:
0.71
0.26
0.46
0.14
+0.25
+0.12
Sharpe Ratio:
Calmar Ratio:
0.71
0.26
0.46
0.14
+0.25
+0.12
What is VGT?
Seeks to track the performance of a benchmark index that measures the investment return of stocks in the information technology sector. Passively managed using a full-replication strategy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that serve the electronics and computer industries or that manufacture products based on the latest applied science.
What is IWM?
The iShares Russell 2000 Index Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the small capitalization sector of the U.S. equity market as represented by the Russell 2000 Index. The index represents the approximately 2000 smallest companies in the Russell 3000 Index.
Snapshot**
Trading Strategies
Related toVGT
Aggressive Battleship III/ Sort WM 74
Category
Tactical allocation, trend-following, momentum rotation, multi-asset, leveraged ETFs, crash-hedge, commodities tilt, daily rebalanced
OOS Cumulative Return
149.38%
Trading Strategies
Related toIWM
Modified Foreign Rat
Category
Tactical asset allocation, volatility regime, leveraged ETFs, mean reversion, trend following, emerging markets, hedged/cash, daily rebalance
OOS Cumulative Return
549.57%
Create your own algorithmic
trading strategy
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.