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iShares Russell 1000 Value ETF (IWD)

ETF · Currency in USD · Last updated May 27, 2023

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

ISINUS4642875987
CUSIP464287598
IssueriShares
Inception DateMay 22, 2000
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Index TrackedRussell 1000 Value Index
ETF 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.


0.19%
0.00%2.15%

Share Price Chart


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Performance

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.


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%December2023FebruaryMarchAprilMay
-2.41%
6.09%
IWD (iShares Russell 1000 Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

Return

iShares Russell 1000 Value ETF had a return of -0.76% year-to-date (YTD) and -4.86% in the last 12 months. Over the past 10 years, iShares Russell 1000 Value ETF had an annualized return of 8.20%, while the S&P 500 had an annualized return of 9.86%, indicating that iShares Russell 1000 Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-2.25%1.70%
Year-To-Date-0.76%9.53%
6 months-3.97%4.45%
1 year-4.86%1.14%
5 years (annualized)6.60%9.17%
10 years (annualized)8.20%9.86%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20235.14%-3.52%-0.50%1.56%
202210.11%6.18%-4.02%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and S&P 500 (^GSPC). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IWD
iShares Russell 1000 Value ETF
-0.09
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Russell 1000 Value ETF Sharpe ratio is -0.09. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
-0.09
0.27
IWD (iShares Russell 1000 Value ETF)
Benchmark (^GSPC)

Dividend History

iShares Russell 1000 Value ETF granted a 2.68% dividend yield in the last twelve months. The annual payout for that period amounted to $4.02 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$4.02$3.25$2.73$2.81$3.34$3.01$2.59$2.52$2.42$2.08$1.83$1.67

Dividend yield

2.68%2.16%1.67%2.14%2.62%2.98%2.35%2.59%2.91%2.41%2.40%2.89%

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
2023$0.00$0.00$0.76$0.00
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$0.00$0.00$0.39$0.00$0.00$0.00$0.47$0.00$0.42$0.00$0.00$0.56
2012$0.36$0.00$0.00$0.38$0.00$0.00$0.41$0.00$0.00$0.52

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%December2023FebruaryMarchAprilMay
-9.84%
-12.32%
IWD (iShares Russell 1000 Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the iShares Russell 1000 Value ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Russell 1000 Value ETF is 60.10%, recorded on Mar 9, 2009. It took 983 trading sessions for the portfolio to recover.


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, 2022
-18.34%Jan 29, 2018229Dec 24, 201886Apr 30, 2019315

Volatility Chart

The current iShares Russell 1000 Value ETF volatility is 3.68%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
3.68%
3.82%
IWD (iShares Russell 1000 Value ETF)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
IWBMay 15, 20000.15%9.8%11.5%1.8%-55.4%0.3
IWRJul 17, 20010.19%1.5%9.1%2.0%-58.8%-0.0
IWVMay 22, 20000.20%9.3%11.2%1.8%-55.6%0.3
VONESep 20, 20100.08%9.8%11.5%1.8%-34.7%0.3
VONVSep 20, 20100.08%-0.8%8.2%2.7%-38.2%-0.1

Portfolios with iShares Russell 1000 Value ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Tim Maurer Simple Money Portfolio2.75%4.70%2.38%10.08%-36.29%0.23%-0.03