BASV vs. IWX
BASV (Brown Advisory Sustainable Value ETF) and IWX (iShares Russell Top 200 Value ETF) are both Large Cap Value Equities funds. Over the past year, BASV returned 18.51% vs 29.69% for IWX. Their correlation of 0.83 suggests significant overlap in exposure. BASV charges 0.71%/yr vs 0.20%/yr for IWX.
Performance
BASV vs. IWX - Performance Comparison
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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%
BASV vs. IWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BASV Brown Advisory Sustainable Value ETF | 11.01% | 10.32% |
IWX iShares Russell Top 200 Value ETF | 18.51% | 12.97% |
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
BASV
IWX
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.
| BASV | IWX | Difference | |
|---|---|---|---|
| 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 |
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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
| BASV | IWX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.54% | -0.07% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -3.80% | +2.21% |
Ulcer IndexDepth 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
| BASV | IWX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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