PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares Russell Midcap ETF (IWR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642874998

CUSIP

464287499

Issuer

iShares

Inception Date

Jul 17, 2001

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Russell Midcap Index

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

IWR has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for IWR: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
IWR vs. VO IWR vs. SPMD IWR vs. IWD IWR vs. SCHM IWR vs. VXF IWR vs. IWN IWR vs. REGL IWR vs. IMCG IWR vs. VOOG IWR vs. SCHD
Popular comparisons:
IWR vs. VO IWR vs. SPMD IWR vs. IWD IWR vs. SCHM IWR vs. VXF IWR vs. IWN IWR vs. REGL IWR vs. IMCG IWR vs. VOOG IWR vs. SCHD

Performance

Performance Chart

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


300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
760.42%
391.85%
IWR (iShares Russell Midcap ETF)
Benchmark (^GSPC)

Returns By Period

iShares Russell Midcap ETF had a return of 16.28% year-to-date (YTD) and 17.10% in the last 12 months. Over the past 10 years, iShares Russell Midcap ETF had an annualized return of 9.50%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares Russell Midcap ETF did not perform as well as the benchmark.


IWR

YTD

16.28%

1M

-3.00%

6M

10.64%

1Y

17.10%

5Y*

10.02%

10Y*

9.50%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of IWR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.42%5.45%4.33%-5.32%2.88%-0.76%4.76%1.95%2.21%-0.50%8.86%16.28%
20238.30%-2.52%-1.43%-0.57%-2.76%8.32%3.94%-3.49%-5.03%-5.00%10.21%7.67%17.05%
2022-7.37%-0.74%2.54%-7.75%0.07%-9.99%9.84%-3.11%-9.23%8.79%5.98%-5.41%-17.48%
2021-0.29%5.57%2.73%5.10%0.81%1.36%0.76%2.54%-4.15%6.05%-3.54%4.08%22.44%
2020-0.84%-8.53%-19.65%14.29%7.22%1.64%5.91%3.51%-1.97%0.64%13.78%4.68%16.93%
201910.61%4.36%0.91%3.73%-6.13%6.73%1.47%-2.86%1.98%1.07%3.63%2.20%30.23%
20183.70%-4.07%0.03%-0.18%2.27%0.66%2.48%3.07%-0.63%-8.28%2.45%-9.87%-9.10%
20172.38%2.76%-0.19%0.79%0.89%0.94%1.50%-0.78%2.76%1.61%3.41%0.92%18.25%
2016-6.55%1.12%8.13%1.02%1.68%0.51%4.43%-0.25%0.24%-3.17%5.31%1.20%13.68%
2015-1.48%5.44%0.07%-0.94%1.39%-2.05%0.74%-5.26%-3.63%6.14%0.33%-2.78%-2.62%
2014-1.92%5.81%-0.23%-0.56%2.14%3.42%-3.10%4.75%-3.39%3.15%2.57%0.20%13.05%
20136.86%1.31%4.29%1.32%2.16%-1.41%5.90%-2.69%4.62%3.52%1.65%2.93%34.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IWR is 66, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IWR is 6666
Overall Rank
The Sharpe Ratio Rank of IWR is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of IWR is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IWR is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IWR is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IWR is 6666
Martin 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 Midcap ETF (IWR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IWR, currently valued at 1.40, compared to the broader market0.002.004.001.402.10
The chart of Sortino ratio for IWR, currently valued at 1.96, compared to the broader market-2.000.002.004.006.008.0010.001.962.80
The chart of Omega ratio for IWR, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.39
The chart of Calmar ratio for IWR, currently valued at 2.18, compared to the broader market0.005.0010.0015.002.183.09
The chart of Martin ratio for IWR, currently valued at 7.55, compared to the broader market0.0020.0040.0060.0080.00100.007.5513.49
IWR
^GSPC

The current iShares Russell Midcap ETF Sharpe ratio is 1.40. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Russell Midcap ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.40
2.10
IWR (iShares Russell Midcap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Russell Midcap ETF provided a 1.26% dividend yield over the last twelve months, with an annual payout of $1.13 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.13$1.11$1.07$0.87$0.88$0.85$0.92$0.79$0.77$0.64$0.61$0.49

Dividend yield

1.26%1.43%1.59%1.05%1.28%1.43%1.98%1.52%1.72%1.59%1.45%1.31%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.22$0.00$0.00$0.21$0.00$0.00$0.37$0.00$0.00$0.32$1.13
2023$0.00$0.00$0.26$0.00$0.00$0.19$0.00$0.00$0.33$0.00$0.00$0.34$1.11
2022$0.00$0.00$0.22$0.00$0.00$0.21$0.00$0.00$0.32$0.00$0.00$0.33$1.07
2021$0.00$0.00$0.19$0.00$0.00$0.16$0.00$0.00$0.26$0.00$0.00$0.26$0.87
2020$0.00$0.00$0.27$0.00$0.00$0.16$0.00$0.00$0.22$0.00$0.00$0.23$0.88
2019$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.21$0.00$0.00$0.26$0.85
2018$0.00$0.00$0.17$0.00$0.00$0.00$0.23$0.00$0.31$0.00$0.00$0.21$0.92
2017$0.00$0.00$0.15$0.00$0.00$0.00$0.19$0.00$0.21$0.00$0.00$0.23$0.79
2016$0.00$0.00$0.19$0.00$0.00$0.00$0.18$0.00$0.14$0.00$0.00$0.26$0.77
2015$0.00$0.00$0.13$0.00$0.00$0.00$0.16$0.00$0.13$0.00$0.00$0.22$0.64
2014$0.00$0.00$0.13$0.00$0.00$0.00$0.16$0.00$0.11$0.00$0.00$0.20$0.61
2013$0.10$0.00$0.00$0.00$0.13$0.00$0.10$0.00$0.00$0.16$0.49

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.27%
-2.62%
IWR (iShares Russell Midcap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Russell Midcap 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 Midcap ETF was 58.79%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.

The current iShares Russell Midcap ETF drawdown is 6.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.79%Jul 20, 2007412Mar 9, 2009484Feb 7, 2011896
-40.59%Feb 21, 202022Mar 23, 2020141Oct 12, 2020163
-32.26%Mar 20, 2002142Oct 9, 2002225Sep 2, 2003367
-26.18%Nov 17, 2021229Oct 14, 2022358Mar 20, 2024587
-24.17%Jul 8, 201161Oct 3, 2011113Mar 15, 2012174

Volatility

Volatility Chart

The current iShares Russell Midcap ETF volatility is 4.92%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.92%
3.79%
IWR (iShares Russell Midcap ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab