IJJ vs. WTV

Last updated Jun 26, 2026

IJJ (iShares S&P Mid-Cap 400 Value ETF) and WTV (WisdomTree U.S. Value Fund) are both Mid Cap Value Equities funds. IJJ is passively managed, while WTV is actively managed. Over the past 5 years, IJJ returned 8.54%/yr vs 13.30%/yr for WTV. Their correlation of 0.91 suggests significant overlap in exposure. IJJ charges 0.18%/yr vs 0.12%/yr for WTV.

Performance

IJJ vs. WTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P Mid-Cap 400 Value ETF (IJJ) and WisdomTree U.S. Value Fund (WTV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IJJ achieves a 12.50% return, which is significantly higher than WTV's 10.40% return.

IJJ

• 1D: 0.90%
• 1M: 3.60%
• YTD: 12.50%
• 6M: 10.69%
• 1Y: 22.58%
• 3Y*: 14.51%
• 5Y*: 8.54%
• 10Y*: 11.30%

WTV

• 1D: 0.14%
• 1M: 0.51%
• YTD: 10.40%
• 6M: 9.44%
• 1Y: 22.68%
• 3Y*: 21.11%
• 5Y*: 13.30%
• 10Y*: —

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

IJJ vs. WTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IJJ iShares S&P Mid-Cap 400 Value ETF	12.50%	7.27%	11.63%	15.24%	-7.11%	30.45%	3.56%	25.66%	-12.06%	2.43%
WTV WisdomTree U.S. Value Fund	10.40%	13.51%	23.99%	22.35%	-8.06%	30.59%	6.15%	29.69%	-8.29%	1.58%

Correlation

The correlation between IJJ and WTV is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017	0.91

The correlation between IJJ and WTV has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

IJJ vs. WTV - Sectors Allocation Comparison

Sectors	IJJ	WTV
Financial Services	21.4%	18.5%
Industrials	18.7%	10.3%
Consumer Cyclical	13.9%	10.6%
Technology	10.2%	18.3%
Real Estate	9.6%	5.4%
Energy	6.8%	6.4%
Basic Materials	6.3%	2.2%
Consumer Defensive	4.9%	9.9%
Utilities	4.0%	4.5%
Healthcare	3.8%	7.5%
Communication Services	0.5%	6.5%

Return for Risk

IJJ vs. WTV — Risk / Return Rank

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

IJJ

IJJ Risk / Return Rank: 49
IJJ Sharpe Ratio Rank: 48
IJJ Sortino Ratio Rank: 52
IJJ Omega Ratio Rank: 46
IJJ Calmar Ratio Rank: 50
IJJ Martin Ratio Rank: 50

WTV

WTV Risk / Return Rank: 69
WTV Sharpe Ratio Rank: 69
WTV Sortino Ratio Rank: 71
WTV Omega Ratio Rank: 67
WTV Calmar Ratio Rank: 72
WTV Martin Ratio Rank: 66

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.

IJJ vs. WTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P Mid-Cap 400 Value ETF (IJJ) and WisdomTree U.S. Value Fund (WTV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IJJ	WTV	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.93	-0.45
Sortino ratio: Return per unit of downside risk	2.22	2.80	-0.58
Omega ratio: Gain probability vs. loss probability	1.26	1.35	-0.08
Calmar ratio: Return relative to maximum drawdown	2.14	3.19	-1.04
Martin ratio: Return relative to average drawdown	7.40	10.31	-2.90

IJJ vs. WTV - Sharpe Ratio Comparison

The current IJJ Sharpe Ratio is 1.47, which is comparable to the WTV Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of IJJ and WTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IJJ vs. WTV - Drawdown Comparison

The maximum IJJ drawdown since its inception was -58.00%, which is greater than WTV's maximum drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for IJJ and WTV.

Drawdown Indicators

	IJJ	WTV	Difference
Max Drawdown Largest peak-to-trough decline	-58.00%	-42.18%	-15.82%
Max Drawdown (1Y) Largest decline over 1 year	-10.59%	-7.15%	-3.44%
Max Drawdown (3Y) Largest decline over 3 years	-22.68%	-18.49%	-4.19%
Max Drawdown (5Y) Largest decline over 5 years	-22.68%	-19.30%	-3.38%
Max Drawdown (10Y) Largest decline over 10 years	-46.11%	—	—
Current Drawdown Current decline from peak	0.00%	-1.24%	+1.24%
Average Drawdown Average peak-to-trough decline	-7.92%	-5.03%	-2.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	2.21%	+0.85%

Volatility

IJJ vs. WTV - Volatility Comparison

iShares S&P Mid-Cap 400 Value ETF (IJJ) has a higher volatility of 3.94% compared to WisdomTree U.S. Value Fund (WTV) at 3.37%. This indicates that IJJ's price experiences larger fluctuations and is considered to be riskier than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IJJ	WTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	3.37%	+0.57%
Volatility (6M) Calculated over the trailing 6-month period	10.88%	8.19%	+2.69%
Volatility (1Y) Calculated over the trailing 1-year period	15.43%	11.86%	+3.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.52%	17.07%	+2.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.01%	20.15%	+1.86%

IJJ vs. WTV - Expense Ratio Comparison

IJJ has a 0.18% expense ratio, which is higher than WTV's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IJJ vs. WTV - Dividend Comparison

IJJ's dividend yield for the trailing twelve months is around 1.59%, less than WTV's 1.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IJJ iShares S&P Mid-Cap 400 Value ETF	1.59%	1.79%	1.81%	1.68%	1.97%	1.62%	1.78%	1.70%	2.01%	1.52%	1.67%	1.83%
WTV WisdomTree U.S. Value Fund	1.93%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IJJ and WTV in my portfolio?

IJJ and WTV have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IJJ or WTV?

IJJ has higher volatility (3.94%) compared to WTV (3.37%). In terms of maximum drawdown, IJJ dropped -58.00% vs WTV's -42.18%.

Which ETF is better, IJJ or WTV?

On 5-year performance, WTV leads with 13.30% vs 8.54% for IJJ. On fees, WTV is cheaper at 0.12% per year. On volatility, WTV has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IJJ or WTV?

Over the 5-year period, WTV has performed better with a 13.30% return vs 8.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IJJ or WTV?

WTV is cheaper with a 0.12% expense ratio, compared with 0.18% for IJJ.

Which ETF pays a higher dividend yield, IJJ or WTV?

WTV has the higher dividend yield at 1.93%, compared with 1.59% for IJJ.

What is the main difference between IJJ and WTV?

They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for IJJ and 0.12% for WTV.

Which has better risk-adjusted returns?

WTV currently has the higher Sharpe Ratio (1.93 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.