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ILCG vs. IWP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ILCG and IWP is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

ILCG vs. IWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Growth ETF (ILCG) and iShares Russell Midcap Growth ETF (IWP). The values are adjusted to include any dividend payments, if applicable.

550.00%600.00%650.00%700.00%750.00%800.00%NovemberDecember2025FebruaryMarchApril
623.49%
554.30%
ILCG
IWP

Key characteristics

Sharpe Ratio

ILCG:

-0.10

IWP:

-0.26

Sortino Ratio

ILCG:

0.02

IWP:

-0.20

Omega Ratio

ILCG:

1.00

IWP:

0.97

Calmar Ratio

ILCG:

-0.09

IWP:

-0.23

Martin Ratio

ILCG:

-0.39

IWP:

-0.94

Ulcer Index

ILCG:

5.22%

IWP:

5.82%

Daily Std Dev

ILCG:

21.49%

IWP:

21.01%

Max Drawdown

ILCG:

-52.98%

IWP:

-56.92%

Current Drawdown

ILCG:

-22.30%

IWP:

-24.24%

Returns By Period

In the year-to-date period, ILCG achieves a -18.28% return, which is significantly lower than IWP's -16.55% return. Over the past 10 years, ILCG has outperformed IWP with an annualized return of 12.72%, while IWP has yielded a comparatively lower 8.77% annualized return.


ILCG

YTD

-18.28%

1M

-15.74%

6M

-12.64%

1Y

-0.80%

5Y*

16.28%

10Y*

12.72%

IWP

YTD

-16.55%

1M

-15.36%

6M

-10.48%

1Y

-4.28%

5Y*

13.51%

10Y*

8.77%

*Annualized

Compare stocks, funds, or ETFs

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


ILCG vs. IWP - Expense Ratio Comparison

ILCG has a 0.04% expense ratio, which is lower than IWP's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IWP
iShares Russell Midcap Growth ETF
Expense ratio chart for IWP: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWP: 0.24%
Expense ratio chart for ILCG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILCG: 0.04%

Risk-Adjusted Performance

ILCG vs. IWP — Risk-Adjusted Performance Rank

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

ILCG
The Risk-Adjusted Performance Rank of ILCG is 2626
Overall Rank
The Sharpe Ratio Rank of ILCG is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ILCG is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ILCG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of ILCG is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ILCG is 2424
Martin Ratio Rank

IWP
The Risk-Adjusted Performance Rank of IWP is 1717
Overall Rank
The Sharpe Ratio Rank of IWP is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of IWP is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IWP is 1717
Omega Ratio Rank
The Calmar Ratio Rank of IWP is 1717
Calmar Ratio Rank
The Martin Ratio Rank of IWP is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ILCG vs. IWP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Growth ETF (ILCG) 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.


Sharpe ratio
The chart of Sharpe ratio for ILCG, currently valued at -0.10, compared to the broader market-1.000.001.002.003.004.00
ILCG: -0.10
IWP: -0.26
The chart of Sortino ratio for ILCG, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.0010.00
ILCG: 0.02
IWP: -0.20
The chart of Omega ratio for ILCG, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
ILCG: 1.00
IWP: 0.97
The chart of Calmar ratio for ILCG, currently valued at -0.09, compared to the broader market0.005.0010.0015.00
ILCG: -0.09
IWP: -0.23
The chart of Martin ratio for ILCG, currently valued at -0.39, compared to the broader market0.0020.0040.0060.0080.00
ILCG: -0.39
IWP: -0.94

The current ILCG Sharpe Ratio is -0.10, which is higher than the IWP Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of ILCG and IWP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.10
-0.26
ILCG
IWP

Dividends

ILCG vs. IWP - Dividend Comparison

ILCG's dividend yield for the trailing twelve months is around 0.61%, less than IWP's 0.71% yield.


TTM20242023202220212020201920182017201620152014
ILCG
iShares Morningstar Growth ETF
0.61%0.50%0.69%0.76%0.34%0.28%0.54%0.81%0.89%0.95%0.99%0.87%
IWP
iShares Russell Midcap Growth ETF
0.71%0.53%0.54%0.77%0.30%0.38%0.60%1.02%0.78%1.47%0.98%1.03%

Drawdowns

ILCG vs. IWP - Drawdown Comparison

The maximum ILCG drawdown since its inception was -52.98%, smaller than the maximum IWP drawdown of -56.92%. Use the drawdown chart below to compare losses from any high point for ILCG and IWP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.30%
-24.24%
ILCG
IWP

Volatility

ILCG vs. IWP - Volatility Comparison

The current volatility for iShares Morningstar Growth ETF (ILCG) is 11.11%, while iShares Russell Midcap Growth ETF (IWP) has a volatility of 12.43%. This indicates that ILCG 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.11%
12.43%
ILCG
IWP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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