BBHM vs. IWR
BBHM (BBH Select Mid Cap ETF) and IWR (iShares Russell Midcap ETF) are both exchange-traded funds - BBHM is a Mid Cap Growth Equities fund tracking the Actively Managed, while IWR is a Mid Cap Blend Equities fund tracking 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 5.15% return, which is significantly lower than IWR's 14.64% return.
BBHM
- 1D
- -0.67%
- 1M
- 3.15%
- 6M
- 1.54%
- YTD
- 5.15%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWR
- 1D
- -0.22%
- 1M
- 1.24%
- 6M
- 10.24%
- YTD
- 14.64%
- 1Y
- 19.35%
- 3Y*
- 15.27%
- 5Y*
- 8.44%
- 10Y*
- 11.42%
BBHM vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBHM BBH Select Mid Cap ETF | 5.15% | 0.98% |
IWR iShares Russell Midcap ETF | 14.64% | 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 | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.38 | — |
| Martin ratioReturn relative to average drawdown | — | 9.10 | — |
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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 | -2.15% | -0.75% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -7.77% | +4.90% |
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 | — | 3.97% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.31% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.93% | 13.80% | +4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 18.28% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.93% | 19.31% | -1.38% |
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 1.15%.
| 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 | 1.15% | 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 1.15%, compared with 0.00% for BBHM.
BBHM is categorized as Mid Cap Growth Equities, while IWR is Mid Cap Blend Equities. 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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