CFCV vs. IWD
Compare and contrast key facts about ClearBridge Focus Value ESG ETF (CFCV) and iShares Russell 1000 Value ETF (IWD).
CFCV and IWD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CFCV is an actively managed fund by Franklin Templeton. It was launched on May 27, 2020. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CFCV or IWD.
Performance
CFCV vs. IWD - Performance Comparison
Returns By Period
In the year-to-date period, CFCV achieves a 7.49% return, which is significantly lower than IWD's 20.32% return.
CFCV
7.49%
0.00%
7.03%
14.41%
N/A
N/A
IWD
20.32%
2.50%
12.76%
28.49%
10.41%
8.90%
Key characteristics
| CFCV | IWD | |
|---|---|---|
| Sharpe Ratio | 1.76 | 2.67 |
| Sortino Ratio | 2.38 | 3.75 |
| Omega Ratio | 1.32 | 1.48 |
| Calmar Ratio | 2.72 | 5.36 |
| Martin Ratio | 6.55 | 16.70 |
| Ulcer Index | 2.87% | 1.74% |
| Daily Std Dev | 10.67% | 10.89% |
| Max Drawdown | -23.71% | -60.10% |
| Current Drawdown | -0.43% | -0.17% |
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CFCV vs. IWD - Expense Ratio Comparison
CFCV has a 0.49% expense ratio, which is higher than IWD's 0.19% expense ratio.
Correlation
The correlation between CFCV and IWD is 0.93, 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.
Risk-Adjusted Performance
CFCV vs. IWD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Focus Value ESG ETF (CFCV) and iShares Russell 1000 Value ETF (IWD). 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.
Dividends
CFCV vs. IWD - Dividend Comparison
CFCV's dividend yield for the trailing twelve months is around 1.65%, less than IWD's 1.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFCV ClearBridge Focus Value ESG ETF | 1.65% | 1.37% | 2.78% | 4.94% | 1.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWD iShares Russell 1000 Value ETF | 1.76% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% | 1.95% |
Drawdowns
CFCV vs. IWD - Drawdown Comparison
The maximum CFCV drawdown since its inception was -23.71%, smaller than the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for CFCV and IWD. For additional features, visit the drawdowns tool.
Volatility
CFCV vs. IWD - Volatility Comparison
The current volatility for ClearBridge Focus Value ESG ETF (CFCV) is 0.05%, while iShares Russell 1000 Value ETF (IWD) has a volatility of 3.77%. This indicates that CFCV experiences smaller price fluctuations and is considered to be less risky than IWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.