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IJT vs. IWB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IJTIWB
YTD Return-1.46%5.82%
1Y Return14.00%23.43%
3Y Return (Ann)-1.17%6.92%
5Y Return (Ann)7.42%13.16%
10Y Return (Ann)8.85%12.16%
Sharpe Ratio0.802.00
Daily Std Dev18.07%11.92%
Max Drawdown-57.61%-55.38%
Current Drawdown-12.11%-3.96%

Correlation

-0.50.00.51.00.9

The correlation between IJT and IWB is 0.86, 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

IJT vs. IWB - Performance Comparison

In the year-to-date period, IJT achieves a -1.46% return, which is significantly lower than IWB's 5.82% return. Over the past 10 years, IJT has underperformed IWB with an annualized return of 8.85%, while IWB has yielded a comparatively higher 12.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
14.82%
17.94%
IJT
IWB

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares S&P SmallCap 600 Growth ETF

iShares Russell 1000 ETF

IJT vs. IWB - Expense Ratio Comparison

IJT has a 0.25% expense ratio, which is higher than IWB's 0.15% expense ratio.

IJT
iShares S&P SmallCap 600 Growth ETF
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

IJT vs. IWB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) and iShares Russell 1000 ETF (IWB). 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.


IJT
Sharpe ratio
The chart of Sharpe ratio for IJT, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.005.000.80
Sortino ratio
The chart of Sortino ratio for IJT, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.001.31
Omega ratio
The chart of Omega ratio for IJT, currently valued at 1.15, compared to the broader market1.001.502.002.501.15
Calmar ratio
The chart of Calmar ratio for IJT, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.000.54
Martin ratio
The chart of Martin ratio for IJT, currently valued at 2.72, compared to the broader market0.0020.0040.0060.0080.002.72
IWB
Sharpe ratio
The chart of Sharpe ratio for IWB, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.005.002.00
Sortino ratio
The chart of Sortino ratio for IWB, currently valued at 2.88, compared to the broader market-2.000.002.004.006.008.002.88
Omega ratio
The chart of Omega ratio for IWB, currently valued at 1.35, compared to the broader market1.001.502.002.501.35
Calmar ratio
The chart of Calmar ratio for IWB, currently valued at 1.58, compared to the broader market0.002.004.006.008.0010.0012.001.58
Martin ratio
The chart of Martin ratio for IWB, currently valued at 8.20, compared to the broader market0.0020.0040.0060.0080.008.20

IJT vs. IWB - Sharpe Ratio Comparison

The current IJT Sharpe Ratio is 0.80, which is lower than the IWB Sharpe Ratio of 2.00. The chart below compares the 12-month rolling Sharpe Ratio of IJT and IWB.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.80
2.00
IJT
IWB

Dividends

IJT vs. IWB - Dividend Comparison

IJT's dividend yield for the trailing twelve months is around 0.98%, less than IWB's 1.26% yield.


TTM20232022202120202019201820172016201520142013
IJT
iShares S&P SmallCap 600 Growth ETF
0.98%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%0.78%0.70%
IWB
iShares Russell 1000 ETF
1.26%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%1.70%1.68%

Drawdowns

IJT vs. IWB - Drawdown Comparison

The maximum IJT drawdown since its inception was -57.61%, roughly equal to the maximum IWB drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for IJT and IWB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-12.11%
-3.96%
IJT
IWB

Volatility

IJT vs. IWB - Volatility Comparison

iShares S&P SmallCap 600 Growth ETF (IJT) has a higher volatility of 5.14% compared to iShares Russell 1000 ETF (IWB) at 3.45%. This indicates that IJT's price experiences larger fluctuations and is considered to be riskier than IWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
5.14%
3.45%
IJT
IWB