HTHT vs. IWV

Last updated Apr 2, 2026

Compare and contrast key facts about Huazhu Group Limited (HTHT) and iShares Russell 3000 ETF (IWV).

IWV is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on May 22, 2000.

Performance

HTHT vs. IWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Huazhu Group Limited (HTHT) and iShares Russell 3000 ETF (IWV). The values are adjusted to include any dividend payments, if applicable.

HTHT vs. IWV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HTHT Huazhu Group Limited	9.67%	50.26%	0.96%	-19.00%	14.31%	-17.08%	13.28%	39.96%	-19.86%	180.24%
IWV iShares Russell 3000 ETF	-3.33%	16.96%	23.49%	25.82%	-19.28%	25.54%	20.55%	30.66%	-5.43%	20.97%

Returns By Period

In the year-to-date period, HTHT achieves a 9.67% return, which is significantly higher than IWV's -3.33% return. Over the past 10 years, HTHT has outperformed IWV with an annualized return of 20.43%, while IWV has yielded a comparatively lower 13.53% annualized return.

HTHT

• 1D: 2.60%
• 1M: -5.86%
• YTD: 9.67%
• 6M: 31.36%
• 1Y: 46.71%
• 3Y*: 5.29%
• 5Y*: 0.27%
• 10Y*: 20.43%

IWV

• 1D: 0.69%
• 1M: -4.38%
• YTD: -3.33%
• 6M: -1.36%
• 1Y: 18.22%
• 3Y*: 17.95%
• 5Y*: 10.55%
• 10Y*: 13.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

HTHT vs. IWV — Risk / Return Rank

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

HTHT

HTHT Risk / Return Rank: 80
HTHT Sharpe Ratio Rank: 83
HTHT Sortino Ratio Rank: 80
HTHT Omega Ratio Rank: 76
HTHT Calmar Ratio Rank: 80
HTHT Martin Ratio Rank: 81

IWV

IWV Risk / Return Rank: 59
IWV Sharpe Ratio Rank: 53
IWV Sortino Ratio Rank: 56
IWV Omega Ratio Rank: 60
IWV Calmar Ratio Rank: 57
IWV Martin Ratio Rank: 68

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.

HTHT vs. IWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Huazhu Group Limited (HTHT) and iShares Russell 3000 ETF (IWV). 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.

	HTHT	IWV	Difference
Sharpe ratio Return per unit of total volatility	1.46	0.99	+0.47
Sortino ratio Return per unit of downside risk	2.15	1.52	+0.64
Omega ratio Gain probability vs. loss probability	1.26	1.23	+0.03
Calmar ratio Return relative to maximum drawdown	2.39	1.52	+0.87
Martin ratio Return relative to average drawdown	6.53	7.19	-0.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HTHT vs. IWV - Sharpe Ratio Comparison

The current HTHT Sharpe Ratio is 1.46, which is higher than the IWV Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of HTHT and IWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	HTHT	IWV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	0.99	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.61	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.74	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.42	-0.01

Correlation

The correlation between HTHT and IWV is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

HTHT vs. IWV - Dividend Comparison

HTHT's dividend yield for the trailing twelve months is around 3.45%, more than IWV's 0.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HTHT Huazhu Group Limited	3.45%	3.78%	1.91%	2.78%	0.50%	0.00%	0.71%	0.00%	1.12%	0.43%	0.00%	2.18%
IWV iShares Russell 3000 ETF	0.98%	0.96%	1.08%	1.30%	1.56%	1.04%	1.30%	1.69%	1.97%	1.58%	1.79%	1.99%

Drawdowns

HTHT vs. IWV - Drawdown Comparison

The maximum HTHT drawdown since its inception was -64.02%, which is greater than IWV's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for HTHT and IWV.

Drawdown Indicators

	HTHT	IWV	Difference
Max Drawdown Largest peak-to-trough decline	-64.02%	-55.61%	-8.41%
Max Drawdown (1Y) Largest decline over 1 year	-19.68%	-12.31%	-7.37%
Max Drawdown (5Y) Largest decline over 5 years	-63.43%	-25.11%	-38.32%
Max Drawdown (10Y) Largest decline over 10 years	-64.02%	-35.22%	-28.80%
Current Drawdown Current decline from peak	-7.96%	-5.53%	-2.43%
Average Drawdown Average peak-to-trough decline	-25.96%	-10.65%	-15.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.21%	2.60%	+4.61%

Volatility

HTHT vs. IWV - Volatility Comparison

Huazhu Group Limited (HTHT) has a higher volatility of 9.05% compared to iShares Russell 3000 ETF (IWV) at 5.45%. This indicates that HTHT's price experiences larger fluctuations and is considered to be riskier than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HTHT	IWV	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.05%	5.45%	+3.60%
Volatility (6M) Calculated over the trailing 6-month period	20.89%	9.70%	+11.19%
Volatility (1Y) Calculated over the trailing 1-year period	32.12%	18.45%	+13.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.12%	17.24%	+32.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.92%	18.39%	+30.53%