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

ETF Info

ISINUS4642875987
CUSIP464287598
IssueriShares
Inception DateMay 22, 2000
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Index TrackedRussell 1000 Value Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares Russell 1000 Value ETF features an expense ratio of 0.19%, falling within the medium range.


0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with IWD

iShares Russell 1000 Value ETF

Popular comparisons: IWD vs. IWF, IWD vs. IWB, IWD vs. VONV, IWD vs. IWV, IWD vs. VONE, IWD vs. EIMI.L, IWD vs. IWR, IWD vs. VTV, IWD vs. IVW, IWD vs. QQQ

Performance

Performance Chart

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


200.00%250.00%300.00%350.00%400.00%450.00%OctoberNovemberDecember2024FebruaryMarch
450.11%
280.87%
IWD (iShares Russell 1000 Value ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Russell 1000 Value ETF had a return of 8.52% year-to-date (YTD) and 23.39% in the last 12 months. Over the past 10 years, iShares Russell 1000 Value ETF had an annualized return of 8.90%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares Russell 1000 Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.52%10.04%
1 month5.37%3.53%
6 months18.85%22.79%
1 year23.39%32.16%
5 years (annualized)10.08%13.15%
10 years (annualized)8.90%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.06%3.57%
2023-2.70%-3.89%-3.56%7.56%5.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IWD
iShares Russell 1000 Value ETF
2.18
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares Russell 1000 Value ETF Sharpe ratio is 2.18. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.18
2.76
IWD (iShares Russell 1000 Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Russell 1000 Value ETF granted a 1.87% dividend yield in the last twelve months. The annual payout for that period amounted to $3.34 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.34$3.34$3.25$2.73$2.81$3.34$3.01$2.59$2.52$2.42$2.08$1.83

Dividend yield

1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.08%2.25%2.47%2.00%1.95%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Russell 1000 Value 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
2023$0.00$0.00$0.76$0.00$0.00$0.63$0.00$0.00$0.99$0.00$0.00$0.96
2022$0.00$0.00$0.70$0.00$0.00$0.64$0.00$0.00$0.93$0.00$0.00$0.97
2021$0.00$0.00$0.61$0.00$0.00$0.59$0.00$0.00$0.81$0.00$0.00$0.72
2020$0.00$0.00$0.79$0.00$0.00$0.70$0.00$0.00$0.72$0.00$0.00$0.60
2019$0.00$0.00$0.66$0.00$0.00$0.70$0.00$0.00$0.82$0.00$0.00$1.15
2018$0.00$0.00$0.68$0.00$0.00$0.00$0.71$0.00$0.79$0.00$0.00$0.83
2017$0.00$0.00$0.58$0.00$0.00$0.00$0.72$0.00$0.66$0.00$0.00$0.63
2016$0.00$0.00$0.61$0.00$0.00$0.00$0.61$0.00$0.52$0.00$0.00$0.77
2015$0.00$0.00$0.51$0.00$0.00$0.00$0.72$0.00$0.51$0.00$0.00$0.67
2014$0.00$0.00$0.47$0.00$0.00$0.00$0.52$0.00$0.48$0.00$0.00$0.62
2013$0.39$0.00$0.00$0.00$0.47$0.00$0.42$0.00$0.00$0.56

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
IWD (iShares Russell 1000 Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Russell 1000 Value 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 Value ETF was 60.10%, occurring on Mar 9, 2009. Recovery took 983 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.1%Jun 5, 2007444Mar 9, 2009983Feb 1, 20131427
-38.51%Feb 14, 202026Mar 23, 2020179Dec 4, 2020205
-34.08%May 22, 2001346Oct 9, 2002307Dec 29, 2003653
-19.04%Jan 13, 2022180Sep 30, 2022302Dec 14, 2023482
-18.34%Jan 29, 2018229Dec 24, 201886Apr 30, 2019315

Volatility

Volatility Chart

The current iShares Russell 1000 Value ETF volatility is 2.36%, 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%OctoberNovemberDecember2024FebruaryMarch
2.36%
2.82%
IWD (iShares Russell 1000 Value ETF)
Benchmark (^GSPC)