CSM vs. IWY
Compare and contrast key facts about Proshares Large Cap Core Plus (CSM) and iShares Russell Top 200 Growth ETF (IWY).
CSM and IWY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSM is a passively managed fund by ProShares that tracks the performance of the Credit Suisse 130/30 Large-Cap Index. It was launched on Jul 13, 2009. IWY is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Growth Index. It was launched on Sep 22, 2009. Both CSM and IWY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSM or IWY.
Key characteristics
| CSM | IWY | |
|---|---|---|
| YTD Return | 25.28% | 32.97% |
| 1Y Return | 35.03% | 39.78% |
| 3Y Return (Ann) | 9.17% | 11.83% |
| 5Y Return (Ann) | 14.17% | 21.17% |
| 10Y Return (Ann) | 12.09% | 17.81% |
| Sharpe Ratio | 2.99 | 2.45 |
| Sortino Ratio | 3.97 | 3.15 |
| Omega Ratio | 1.55 | 1.45 |
| Calmar Ratio | 4.30 | 3.05 |
| Martin Ratio | 17.84 | 11.62 |
| Ulcer Index | 2.13% | 3.64% |
| Daily Std Dev | 12.71% | 17.22% |
| Max Drawdown | -36.12% | -32.68% |
| Current Drawdown | -0.28% | -0.07% |
Correlation
The correlation between CSM and IWY is 0.89, 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.
Performance
CSM vs. IWY - Performance Comparison
In the year-to-date period, CSM achieves a 25.28% return, which is significantly lower than IWY's 32.97% return. Over the past 10 years, CSM has underperformed IWY with an annualized return of 12.09%, while IWY has yielded a comparatively higher 17.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSM vs. IWY - Expense Ratio Comparison
CSM has a 0.45% expense ratio, which is higher than IWY's 0.20% expense ratio.
Risk-Adjusted Performance
CSM vs. IWY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) and iShares Russell Top 200 Growth ETF (IWY). 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
CSM vs. IWY - Dividend Comparison
CSM's dividend yield for the trailing twelve months is around 1.02%, more than IWY's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSM Proshares Large Cap Core Plus | 1.02% | 1.17% | 1.37% | 0.78% | 1.21% | 1.41% | 1.54% | 1.28% | 1.49% | 1.67% | 1.39% | 1.22% |
IWY iShares Russell Top 200 Growth ETF | 0.49% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
Drawdowns
CSM vs. IWY - Drawdown Comparison
The maximum CSM drawdown since its inception was -36.12%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for CSM and IWY. For additional features, visit the drawdowns tool.
Volatility
CSM vs. IWY - Volatility Comparison
The current volatility for Proshares Large Cap Core Plus (CSM) is 4.09%, while iShares Russell Top 200 Growth ETF (IWY) has a volatility of 5.08%. This indicates that CSM experiences smaller price fluctuations and is considered to be less risky than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.