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ISIN
US4642874733
CUSIP
464287473
Issuer
iShares
Inception Date
Jul 17, 2001
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Russell Midcap Value Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$15B

Share Price Chart


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Performance

IWS Performance Chart

iShares Russell Mid-Cap Value ETF (IWS) is up 15.8% since the beginning of the year. IWS is currently trading at $162 per share. Investors who bought $1,000 worth of IWS shares 5 years ago would now be looking at an investment worth $1,534.


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S&P 500 Index

Returns By Period

iShares Russell Mid-Cap Value ETF (IWS) has returned 15.78% so far this year and 26.77% over the past 12 months. Over the last ten years, IWS has returned 10.56% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


iShares Russell Mid-Cap Value ETF

1D
-1.08%
1M
2.64%
YTD
15.78%
6M
14.47%
1Y
26.77%
3Y*
17.23%
5Y*
8.94%
10Y*
10.56%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWS Monthly Returns History

Based on dividend-adjusted daily data since Jul 24, 2001, IWS's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +17.0%, while the worst month was Oct 2008 at -23.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IWS closed higher 54% of trading days. The best single day was May 7, 2010 with a return of +47.5%, while the worst single day was May 6, 2010 at -36.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.19%4.73%-5.01%7.53%2.31%1.53%15.78%
20253.37%-1.80%-3.72%-2.56%4.38%3.53%1.84%2.99%1.19%-1.02%2.37%0.13%10.82%
2024-1.82%4.73%5.15%-5.16%3.63%-1.67%6.00%1.90%1.86%-1.34%7.41%-7.31%12.91%
20238.08%-3.24%-3.13%0.03%-4.45%8.61%4.41%-3.62%-5.08%-5.01%9.46%7.73%12.52%
2022-4.40%-0.46%3.13%-6.04%1.93%-11.05%8.66%-3.13%-9.60%9.36%6.25%-5.10%-12.29%
2021-0.24%7.66%5.33%4.72%1.97%-1.23%0.60%2.14%-3.73%5.32%-3.09%6.32%28.10%

Benchmark Metrics

iShares Russell Mid-Cap Value ETF has an annualized alpha of 3.18%, beta of 0.99, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since July 24, 2001.

  • This ETF captured 110.34% of S&P 500 Index gains but only 99.69% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 3.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.99 and R2 of 0.65, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.18%
Beta
0.99
0.65
Upside Capture
110.34%
Downside Capture
99.69%

Expense Ratio

IWS has an expense ratio of 0.23%, which is considered low.


Return for Risk

Risk / Return Rank

IWS ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


IWS Risk / Return Rank: 6767
Overall Rank
IWS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IWS Sortino Ratio Rank: 6565
Sortino Ratio Rank
IWS Omega Ratio Rank: 5959
Omega Ratio Rank
IWS Calmar Ratio Rank: 7474
Calmar Ratio Rank
IWS Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Russell Mid-Cap Value ETF (IWS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.34

1.32

+0.02

Calmar ratioReturn relative to maximum drawdown

3.57

2.46

+1.11

Martin ratioReturn relative to average drawdown

13.39

10.92

+2.47

Dividends

Dividend History

iShares Russell Mid-Cap Value ETF provided a 1.34% dividend yield over the last twelve months, with an annual payout of $2.17 per share.


1.40%1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.17$2.16$1.94$2.04$2.03$1.70$1.81$1.86$1.93$1.75$1.69$1.47

Dividend yield

1.34%1.53%1.50%1.76%1.93%1.39%1.87%1.97%2.53%1.96%2.10%2.14%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.45$0.00$0.00$0.50$0.96
2025$0.00$0.00$0.45$0.00$0.00$0.49$0.00$0.00$0.56$0.00$0.00$0.66$2.16
2024$0.00$0.00$0.38$0.00$0.00$0.39$0.00$0.00$0.59$0.00$0.00$0.58$1.94
2023$0.00$0.00$0.49$0.00$0.00$0.39$0.00$0.00$0.58$0.00$0.00$0.59$2.04
2022$0.00$0.00$0.45$0.00$0.00$0.39$0.00$0.00$0.61$0.00$0.00$0.58$2.03
2021$0.00$0.00$0.38$0.00$0.00$0.30$0.00$0.00$0.51$0.00$0.00$0.51$1.70

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Russell Mid-Cap 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 Mid-Cap Value ETF was 62.40%, occurring on Mar 9, 2009. Recovery took 883 trading sessions.

The current iShares Russell Mid-Cap Value ETF drawdown is 1.24%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.40%Mar 2009
1y 9mo3y 6mo
5y 3moJun 2007 - Sep 2012
COVID crash2020
-43.83%Mar 2020
1mo 1d8mo 6d
9mo 7dFeb 2020 - Nov 2020
Dot-com crash2000–2002
-30.36%Oct 2002
6mo 1d10mo 28d
1y 4moApr 2002 - Sep 2003
Bear market2022
-21.23%Sep 2022
8mo 28d1y 5mo
2y 1moJan 2022 - Feb 2024
Rate-hike selloffLate 2018
-20.76%Dec 2018
3mo 1d6mo 13d
9mo 14dSep 2018 - Jul 2019

Drawdown Indicators


IWSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

-56.78%

-5.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-9.10%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-20.57%

-18.90%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.23%

-25.43%

+4.20%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-33.92%

-9.91%

Current Drawdown

Current decline from peak

-1.24%

-3.21%

+1.97%

Average Drawdown

Average peak-to-trough decline

-8.00%

-10.71%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.04%

-0.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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