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EWC vs. IWF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWC vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Canada ETF (EWC) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

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EWC vs. IWF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWC
iShares MSCI Canada ETF
2.32%35.92%12.38%14.73%-12.95%26.98%5.52%27.58%-17.16%15.73%
IWF
iShares Russell 1000 Growth ETF
-9.05%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%

Returns By Period

In the year-to-date period, EWC achieves a 2.32% return, which is significantly higher than IWF's -9.05% return. Over the past 10 years, EWC has underperformed IWF with an annualized return of 11.17%, while IWF has yielded a comparatively higher 16.63% annualized return.


EWC

1D
0.71%
1M
-5.12%
YTD
2.32%
6M
10.09%
1Y
36.26%
3Y*
19.74%
5Y*
12.03%
10Y*
11.17%

IWF

1D
0.87%
1M
-4.65%
YTD
-9.05%
6M
-8.54%
1Y
18.65%
3Y*
21.36%
5Y*
12.41%
10Y*
16.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWC vs. IWF - Expense Ratio Comparison

EWC has a 0.49% expense ratio, which is higher than IWF's 0.19% expense ratio.


Return for Risk

EWC vs. IWF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EWC
EWC Risk / Return Rank: 9393
Overall Rank
EWC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EWC Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWC Omega Ratio Rank: 9292
Omega Ratio Rank
EWC Calmar Ratio Rank: 9393
Calmar Ratio Rank
EWC Martin Ratio Rank: 9595
Martin Ratio Rank

IWF
IWF Risk / Return Rank: 4545
Overall Rank
IWF Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 4848
Sortino Ratio Rank
IWF Omega Ratio Rank: 4747
Omega Ratio Rank
IWF Calmar Ratio Rank: 4444
Calmar Ratio Rank
IWF Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EWC vs. IWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Canada ETF (EWC) and iShares Russell 1000 Growth ETF (IWF). 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.


EWCIWFDifference

Sharpe ratio

Return per unit of total volatility

2.19

0.84

+1.36

Sortino ratio

Return per unit of downside risk

2.87

1.35

+1.52

Omega ratio

Gain probability vs. loss probability

1.42

1.19

+0.23

Calmar ratio

Return relative to maximum drawdown

3.53

1.20

+2.33

Martin ratio

Return relative to average drawdown

16.55

4.08

+12.47

EWC vs. IWF - Sharpe Ratio Comparison

The current EWC Sharpe Ratio is 2.19, which is higher than the IWF Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of EWC and IWF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EWCIWFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

0.84

+1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.58

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.80

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.37

+0.03

Correlation

The correlation between EWC and IWF is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EWC vs. IWF - Dividend Comparison

EWC's dividend yield for the trailing twelve months is around 1.42%, more than IWF's 0.39% yield.


TTM20252024202320222021202020192018201720162015
EWC
iShares MSCI Canada ETF
1.42%1.45%2.23%2.27%2.34%1.85%2.09%2.16%2.65%1.97%1.75%2.34%
IWF
iShares Russell 1000 Growth ETF
0.39%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%

Drawdowns

EWC vs. IWF - Drawdown Comparison

The maximum EWC drawdown since its inception was -60.75%, smaller than the maximum IWF drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for EWC and IWF.


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Drawdown Indicators


EWCIWFDifference

Max Drawdown

Largest peak-to-trough decline

-60.75%

-64.25%

+3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-16.27%

+5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-32.72%

+7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-42.66%

-32.72%

-9.94%

Current Drawdown

Current decline from peak

-5.12%

-12.36%

+7.24%

Average Drawdown

Average peak-to-trough decline

-13.21%

-22.21%

+9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

4.80%

-2.53%

Volatility

EWC vs. IWF - Volatility Comparison

The current volatility for iShares MSCI Canada ETF (EWC) is 5.69%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 6.82%. This indicates that EWC experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWCIWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

6.82%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

12.39%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

22.41%

-5.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

21.41%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

20.92%

-2.12%