^DJUSFN vs. IWB

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and iShares Russell 1000 ETF (IWB).

IWB is a passively managed fund by iShares that tracks the performance of the Russell 1000 Index. It was launched on May 15, 2000.

Performance

^DJUSFN vs. IWB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Financials Index (^DJUSFN) and iShares Russell 1000 ETF (IWB). The values are adjusted to include any dividend payments, if applicable.

^DJUSFN vs. IWB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^DJUSFN Dow Jones U.S. Financials Index	-8.20%	13.51%	24.04%	13.28%	-15.59%	29.76%	-2.99%	29.38%	-11.00%	17.44%
IWB iShares Russell 1000 ETF	-3.54%	17.18%	24.32%	26.39%	-19.19%	26.32%	20.77%	31.06%	-4.90%	21.52%

Returns By Period

In the year-to-date period, ^DJUSFN achieves a -8.20% return, which is significantly lower than IWB's -3.54% return. Over the past 10 years, ^DJUSFN has underperformed IWB with an annualized return of 9.60%, while IWB has yielded a comparatively higher 13.82% annualized return.

^DJUSFN

• 1D: 0.09%
• 1M: -4.01%
• YTD: -8.20%
• 6M: -6.04%
• 1Y: 1.64%
• 3Y*: 14.65%
• 5Y*: 7.19%
• 10Y*: 9.60%

IWB

• 1D: 0.79%
• 1M: -4.37%
• YTD: -3.54%
• 6M: -1.52%
• 1Y: 17.98%
• 3Y*: 18.26%
• 5Y*: 11.07%
• 10Y*: 13.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^DJUSFN vs. IWB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DJUSFN

^DJUSFN Risk / Return Rank: 19
^DJUSFN Sharpe Ratio Rank: 18
^DJUSFN Sortino Ratio Rank: 17
^DJUSFN Omega Ratio Rank: 17
^DJUSFN Calmar Ratio Rank: 20
^DJUSFN Martin Ratio Rank: 21

IWB

IWB Risk / Return Rank: 58
IWB Sharpe Ratio Rank: 53
IWB Sortino Ratio Rank: 55
IWB Omega Ratio Rank: 59
IWB Calmar Ratio Rank: 56
IWB Martin Ratio Rank: 68

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.

^DJUSFN vs. IWB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) and iShares Russell 1000 ETF (IWB). 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.

	^DJUSFN	IWB	Difference
Sharpe ratio Return per unit of total volatility	0.09	0.98	-0.89
Sortino ratio Return per unit of downside risk	0.25	1.50	-1.25
Omega ratio Gain probability vs. loss probability	1.03	1.23	-0.19
Calmar ratio Return relative to maximum drawdown	0.12	1.51	-1.38
Martin ratio Return relative to average drawdown	0.38	7.11	-6.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^DJUSFN vs. IWB - Sharpe Ratio Comparison

The current ^DJUSFN Sharpe Ratio is 0.09, which is lower than the IWB Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ^DJUSFN and IWB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^DJUSFN	IWB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.09	0.98	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.65	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	0.76	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.42	-0.14

Correlation

The correlation between ^DJUSFN and IWB is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

^DJUSFN vs. IWB - Drawdown Comparison

The maximum ^DJUSFN drawdown since its inception was -80.50%, which is greater than IWB's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and IWB.

Drawdown Indicators

	^DJUSFN	IWB	Difference
Max Drawdown Largest peak-to-trough decline	-80.50%	-55.38%	-25.12%
Max Drawdown (1Y) Largest decline over 1 year	-13.22%	-12.21%	-1.01%
Max Drawdown (5Y) Largest decline over 5 years	-26.56%	-25.20%	-1.36%
Max Drawdown (10Y) Largest decline over 10 years	-42.78%	-34.60%	-8.18%
Current Drawdown Current decline from peak	-10.53%	-5.53%	-5.00%
Average Drawdown Average peak-to-trough decline	-17.24%	-10.92%	-6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.31%	2.59%	+1.72%

Volatility

^DJUSFN vs. IWB - Volatility Comparison

The current volatility for Dow Jones U.S. Financials Index (^DJUSFN) is 4.42%, while iShares Russell 1000 ETF (IWB) has a volatility of 5.38%. This indicates that ^DJUSFN experiences smaller price fluctuations and is considered to be less risky than IWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^DJUSFN	IWB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	5.38%	-0.96%
Volatility (6M) Calculated over the trailing 6-month period	10.36%	9.58%	+0.78%
Volatility (1Y) Calculated over the trailing 1-year period	18.26%	18.34%	-0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.79%	17.11%	+0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.60%	18.12%	+2.48%