iShares Russell 1000 Value ETF (IWD)
IWD is a passive ETF by iShares tracking the investment results of the Russell 1000 Value Index. IWD launched on May 22, 2000 and has a 0.19% expense ratio.
ETF Info
ISIN | US4642875987 |
---|---|
CUSIP | 464287598 |
Issuer | iShares |
Inception Date | May 22, 2000 |
Region | North America (U.S.) |
Category | Large Cap Blend Equities |
Index Tracked | Russell 1000 Value Index |
Home Page | www.ishares.com |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 8.52% | 10.04% |
1 month | 5.37% | 3.53% |
6 months | 18.85% | 22.79% |
1 year | 23.39% | 32.16% |
5 years (annualized) | 10.08% | 13.15% |
10 years (annualized) | 8.90% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.06% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
iShares Russell 1000 Value ETF | 2.18 | ||||
S&P 500 | 2.76 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2007 | 444 | Mar 9, 2009 | 983 | Feb 1, 2013 | 1427 |
-38.51% | Feb 14, 2020 | 26 | Mar 23, 2020 | 179 | Dec 4, 2020 | 205 |
-34.08% | May 22, 2001 | 346 | Oct 9, 2002 | 307 | Dec 29, 2003 | 653 |
-19.04% | Jan 13, 2022 | 180 | Sep 30, 2022 | 302 | Dec 14, 2023 | 482 |
-18.34% | Jan 29, 2018 | 229 | Dec 24, 2018 | 86 | Apr 30, 2019 | 315 |
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.