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BASV vs. IWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BASV vs. IWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Value ETF (BASV) and iShares Russell Top 200 Value ETF (IWX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BASV achieves a 11.01% return, which is significantly lower than IWX's 18.51% return.


BASV

1D
-0.54%
1M
1.80%
6M
8.55%
YTD
11.01%
1Y
18.51%
3Y*
5Y*
10Y*

IWX

1D
0.35%
1M
2.90%
6M
14.83%
YTD
18.51%
1Y
29.69%
3Y*
19.25%
5Y*
12.30%
10Y*
11.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BASV vs. IWX - Yearly Performance Comparison


Correlation

The correlation between BASV and IWX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2025

0.83

The correlation between BASV and IWX has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

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Return for Risk

BASV vs. IWX — Risk / Return Rank

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

BASV
BASV Risk / Return Rank: 4949
Overall Rank
BASV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BASV Sortino Ratio Rank: 4949
Sortino Ratio Rank
BASV Omega Ratio Rank: 4747
Omega Ratio Rank
BASV Calmar Ratio Rank: 4949
Calmar Ratio Rank
BASV Martin Ratio Rank: 5252
Martin Ratio Rank

IWX
IWX Risk / Return Rank: 9393
Overall Rank
IWX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IWX Sortino Ratio Rank: 9494
Sortino Ratio Rank
IWX Omega Ratio Rank: 9292
Omega Ratio Rank
IWX Calmar Ratio Rank: 9191
Calmar Ratio Rank
IWX Martin Ratio Rank: 9393
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.

BASV vs. IWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Value ETF (BASV) and iShares Russell Top 200 Value ETF (IWX). 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.

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.


BASVIWXDifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.24

1.50

-0.26

Calmar ratioReturn relative to maximum drawdown

1.97

4.52

-2.55

Martin ratioReturn relative to average drawdown

6.99

19.31

-12.32

BASV vs. IWX - Sharpe Ratio Comparison

The current BASV Sharpe Ratio is 1.35, which is lower than the IWX Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of BASV and IWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BASV vs. IWX - Drawdown Comparison

The maximum BASV drawdown since its inception was -9.43%, smaller than the maximum IWX drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for BASV and IWX.


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Drawdown Indicators


BASVIWXDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-35.76%

+26.33%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-6.59%

-2.84%

Max Drawdown (3Y)

Largest decline over 3 years

-13.37%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.76%

Current Drawdown

Current decline from peak

-0.54%

-0.07%

-0.47%

Average Drawdown

Average peak-to-trough decline

-1.59%

-3.80%

+2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.54%

+1.11%

Volatility

BASV vs. IWX - Volatility Comparison

The current volatility for Brown Advisory Sustainable Value ETF (BASV) is 3.43%, while iShares Russell Top 200 Value ETF (IWX) has a volatility of 3.74%. This indicates that BASV experiences smaller price fluctuations and is considered to be less risky than IWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BASVIWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

3.74%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

8.39%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

10.70%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.55%

13.90%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.55%

16.47%

-2.92%

BASV vs. IWX - Expense Ratio Comparison

BASV has a 0.71% expense ratio, which is higher than IWX's 0.20% expense ratio.


Dividends

BASV vs. IWX - Dividend Comparison

BASV's dividend yield for the trailing twelve months is around 0.37%, less than IWX's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
BASV
Brown Advisory Sustainable Value ETF
0.37%0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWX
iShares Russell Top 200 Value ETF
1.42%1.59%1.97%2.13%2.07%1.79%2.12%2.60%2.66%2.12%2.22%2.77%

Frequently Asked Questions


BASV and IWX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWX has higher volatility (3.74%) compared to BASV (3.43%). In terms of maximum drawdown, BASV dropped -9.43% vs IWX's -35.76%.

On 1-year performance, IWX leads with 29.69% vs 18.51% for BASV. On fees, IWX is cheaper at 0.20% per year. On volatility, BASV has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IWX has performed better with a 29.69% return vs 18.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWX is cheaper with a 0.20% expense ratio, compared with 0.71% for BASV.

IWX has the higher dividend yield at 1.42%, compared with 0.37% for BASV.

They also come from different issuers: Brown Advisory and iShares. Their fees differ too: 0.71% for BASV and 0.20% for IWX.

IWX currently has the higher Sharpe Ratio (2.79 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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