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iShares Russell 1000 ETF (IWB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642876225
CUSIP464287622
IssueriShares
Inception DateMay 15, 2000
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedRussell 1000 Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares Russell 1000 ETF features an expense ratio of 0.15%, falling within the medium range.


Expense ratio chart for IWB: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Russell 1000 ETF

Popular comparisons: IWB vs. IWM, IWB vs. IWD, IWB vs. VONE, IWB vs. SPY, IWB vs. EQAL, IWB vs. IWV, IWB vs. XLG, IWB vs. VONV, IWB vs. VTWO, IWB vs. VONG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Russell 1000 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
20.49%
19.37%
IWB (iShares Russell 1000 ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Russell 1000 ETF had a return of 6.32% year-to-date (YTD) and 24.45% in the last 12 months. Over the past 10 years, iShares Russell 1000 ETF had an annualized return of 12.22%, outperforming the S&P 500 benchmark which had an annualized return of 10.55%.


PeriodReturnBenchmark
Year-To-Date6.32%6.30%
1 month-3.03%-3.13%
6 months20.49%19.37%
1 year24.45%22.56%
5 years (annualized)13.09%11.65%
10 years (annualized)12.22%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.34%5.27%3.26%
2023-4.80%-2.38%9.33%5.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of IWB is 84, placing it in the top 16% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of IWB is 8484
iShares Russell 1000 ETF(IWB)
The Sharpe Ratio Rank of IWB is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of IWB is 8686Sortino Ratio Rank
The Omega Ratio Rank of IWB is 8585Omega Ratio Rank
The Calmar Ratio Rank of IWB is 8282Calmar Ratio Rank
The Martin Ratio Rank of IWB is 8181Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IWB
Sharpe ratio
The chart of Sharpe ratio for IWB, currently valued at 2.04, compared to the broader market-1.000.001.002.003.004.002.04
Sortino ratio
The chart of Sortino ratio for IWB, currently valued at 2.94, compared to the broader market-2.000.002.004.006.008.002.94
Omega ratio
The chart of Omega ratio for IWB, currently valued at 1.35, compared to the broader market1.001.502.001.35
Calmar ratio
The chart of Calmar ratio for IWB, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.001.63
Martin ratio
The chart of Martin ratio for IWB, currently valued at 8.26, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.0010.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.64

Sharpe Ratio

The current iShares Russell 1000 ETF Sharpe ratio is 2.04. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.04
1.92
IWB (iShares Russell 1000 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Russell 1000 ETF granted a 1.25% dividend yield in the last twelve months. The annual payout for that period amounted to $3.48 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.48$3.44$3.29$2.88$2.90$3.06$2.86$2.44$2.35$2.21$1.95$1.73

Dividend yield

1.25%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%1.70%1.68%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Russell 1000 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.87
2023$0.00$0.00$0.83$0.00$0.00$0.63$0.00$0.00$1.01$0.00$0.00$0.98
2022$0.00$0.00$0.77$0.00$0.00$0.62$0.00$0.00$0.97$0.00$0.00$0.93
2021$0.00$0.00$0.72$0.00$0.00$0.55$0.00$0.00$0.84$0.00$0.00$0.78
2020$0.00$0.00$0.74$0.00$0.00$0.60$0.00$0.00$0.77$0.00$0.00$0.79
2019$0.00$0.00$0.63$0.00$0.00$0.87$0.00$0.00$0.72$0.00$0.00$0.84
2018$0.00$0.00$0.63$0.00$0.00$0.00$0.68$0.00$0.74$0.00$0.00$0.81
2017$0.00$0.00$0.56$0.00$0.00$0.00$0.63$0.00$0.60$0.00$0.00$0.64
2016$0.00$0.00$0.57$0.00$0.00$0.00$0.64$0.00$0.46$0.00$0.00$0.68
2015$0.00$0.00$0.48$0.00$0.00$0.00$0.58$0.00$0.49$0.00$0.00$0.67
2014$0.00$0.00$0.43$0.00$0.00$0.00$0.49$0.00$0.44$0.00$0.00$0.59
2013$0.39$0.00$0.00$0.00$0.43$0.00$0.40$0.00$0.00$0.50

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.51%
-3.50%
IWB (iShares Russell 1000 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Russell 1000 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Russell 1000 ETF was 55.38%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.

The current iShares Russell 1000 ETF drawdown is 3.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.38%Oct 10, 2007355Mar 9, 2009764Mar 19, 20121119
-48.25%Sep 5, 2000525Oct 9, 20021010Oct 12, 20061535
-34.6%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-25.2%Jan 4, 2022195Oct 12, 2022294Dec 14, 2023489
-19.73%Sep 21, 201865Dec 24, 201875Apr 12, 2019140

Volatility

Volatility Chart

The current iShares Russell 1000 ETF volatility is 3.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.61%
3.58%
IWB (iShares Russell 1000 ETF)
Benchmark (^GSPC)