EFG vs. IWP
Compare and contrast key facts about iShares MSCI EAFE Growth ETF (EFG) and iShares Russell Midcap Growth ETF (IWP).
EFG and IWP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFG is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Growth Index. It was launched on Aug 1, 2005. IWP is a passively managed fund by iShares that tracks the performance of the Russell Midcap Growth Index. It was launched on Jul 17, 2001. Both EFG and IWP 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: EFG or IWP.
Performance
EFG vs. IWP - Performance Comparison
Returns By Period
In the year-to-date period, EFG achieves a 1.93% return, which is significantly lower than IWP's 23.08% return. Over the past 10 years, EFG has underperformed IWP with an annualized return of 5.31%, while IWP has yielded a comparatively higher 11.59% annualized return.
EFG
1.93%
-6.04%
-5.73%
10.01%
4.46%
5.31%
IWP
23.08%
5.13%
14.66%
36.80%
12.17%
11.59%
Key characteristics
| EFG | IWP | |
|---|---|---|
| Sharpe Ratio | 0.69 | 2.37 |
| Sortino Ratio | 1.07 | 3.21 |
| Omega Ratio | 1.13 | 1.41 |
| Calmar Ratio | 0.55 | 1.60 |
| Martin Ratio | 3.06 | 12.40 |
| Ulcer Index | 3.28% | 2.92% |
| Daily Std Dev | 14.46% | 15.30% |
| Max Drawdown | -58.41% | -56.92% |
| Current Drawdown | -10.18% | -3.00% |
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EFG vs. IWP - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is higher than IWP's 0.24% expense ratio.
Correlation
The correlation between EFG and IWP is 0.78, 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
EFG vs. IWP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and iShares Russell Midcap Growth ETF (IWP). 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
EFG vs. IWP - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 1.58%, more than IWP's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 1.58% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
IWP iShares Russell Midcap Growth ETF | 0.42% | 0.54% | 0.77% | 0.30% | 0.38% | 0.60% | 1.02% | 0.78% | 1.47% | 0.98% | 1.03% | 0.79% |
Drawdowns
EFG vs. IWP - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.41%, roughly equal to the maximum IWP drawdown of -56.92%. Use the drawdown chart below to compare losses from any high point for EFG and IWP. For additional features, visit the drawdowns tool.
Volatility
EFG vs. IWP - Volatility Comparison
The current volatility for iShares MSCI EAFE Growth ETF (EFG) is 4.20%, while iShares Russell Midcap Growth ETF (IWP) has a volatility of 5.62%. This indicates that EFG experiences smaller price fluctuations and is considered to be less risky than IWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.