BBHM vs. IWR
BBHM (BBH Select Mid Cap ETF) and IWR (iShares Russell Midcap ETF) are both Mid Cap Growth Equities funds - BBHM tracks the Actively Managed while IWR tracks the Russell Midcap Index. Both are passively managed. Their correlation of 0.88 suggests significant overlap in exposure. BBHM charges 0.81%/yr vs 0.19%/yr for IWR.
Performance
BBHM vs. IWR - Performance Comparison
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Returns By Period
In the year-to-date period, BBHM achieves a 3.11% return, which is significantly lower than IWR's 12.62% return.
BBHM
- 1D
- -0.85%
- 1M
- 2.63%
- YTD
- 3.11%
- 6M
- 1.63%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWR
- 1D
- -1.15%
- 1M
- 2.08%
- YTD
- 12.62%
- 6M
- 11.09%
- 1Y
- 20.95%
- 3Y*
- 16.93%
- 5Y*
- 7.89%
- 10Y*
- 11.90%
BBHM vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBHM BBH Select Mid Cap ETF | 3.11% | 0.98% |
IWR iShares Russell Midcap ETF | 12.62% | 2.16% |
Correlation
The correlation between BBHM and IWR is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.88 |
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Return for Risk
BBHM vs. IWR — Risk / Return Rank
BBHM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IWR
BBHM vs. IWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BBH Select Mid Cap ETF (BBHM) and iShares Russell Midcap ETF (IWR). 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.
| BBHM | IWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.58 | — |
| Martin ratioReturn relative to average drawdown | — | 9.85 | — |
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Drawdowns
BBHM vs. IWR - Drawdown Comparison
The maximum BBHM drawdown since its inception was -9.78%, smaller than the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for BBHM and IWR.
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Drawdown Indicators
| BBHM | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.78% | -58.78% | +49.00% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.17% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.59% | — |
Current DrawdownCurrent decline from peak | -4.05% | -1.45% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -7.79% | +4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.13% | — |
Volatility
BBHM vs. IWR - Volatility Comparison
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Volatility by Period
| BBHM | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.61% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.46% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 13.83% | +4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.20% | 18.29% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 19.36% | -1.16% |
BBHM vs. IWR - Expense Ratio Comparison
BBHM has a 0.81% expense ratio, which is higher than IWR's 0.19% expense ratio.
Dividends
BBHM vs. IWR - Dividend Comparison
BBHM has not paid dividends to shareholders, while IWR's dividend yield for the trailing twelve months is around 1.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBHM BBH Select Mid Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWR iShares Russell Midcap ETF | 1.18% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
Frequently Asked Questions
BBHM and IWR have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWR is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWR is cheaper with a 0.19% expense ratio, compared with 0.81% for BBHM.
IWR has the higher dividend yield at 1.18%, compared with 0.00% for BBHM.
BBHM tracks Actively Managed, while IWR tracks Russell Midcap Index. They also come from different issuers: BBH and iShares. Their fees differ too: 0.81% for BBHM and 0.19% for IWR.
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