IWB vs. ^DJUSFN

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Russell 1000 ETF (IWB) and Dow Jones U.S. Financials Index (^DJUSFN).

IWB is a passively managed fund by iShares that tracks the performance of the Russell 1000 Index. It was launched on May 15, 2000.

Performance

IWB vs. ^DJUSFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 ETF (IWB) and Dow Jones U.S. Financials Index (^DJUSFN). The values are adjusted to include any dividend payments, if applicable.

IWB vs. ^DJUSFN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IWB iShares Russell 1000 ETF	-3.54%	17.18%	24.32%	26.39%	-19.19%	26.32%	20.77%	31.06%	-4.90%	21.52%
^DJUSFN Dow Jones U.S. Financials Index	-8.20%	13.51%	24.04%	13.28%	-15.59%	29.76%	-2.99%	29.38%	-11.00%	17.44%

Returns By Period

In the year-to-date period, IWB achieves a -3.54% return, which is significantly higher than ^DJUSFN's -8.20% return. Over the past 10 years, IWB has outperformed ^DJUSFN with an annualized return of 13.82%, while ^DJUSFN has yielded a comparatively lower 9.60% annualized return.

IWB

• 1D: 0.79%
• 1M: -4.37%
• YTD: -3.54%
• 6M: -1.52%
• 1Y: 17.98%
• 3Y*: 18.26%
• 5Y*: 11.07%
• 10Y*: 13.82%

^DJUSFN

• 1D: 0.09%
• 1M: -4.01%
• YTD: -8.20%
• 6M: -6.04%
• 1Y: 1.64%
• 3Y*: 14.65%
• 5Y*: 7.19%
• 10Y*: 9.60%

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

Return for Risk

IWB vs. ^DJUSFN — Risk / Return Rank

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

IWB

IWB Risk / Return Rank: 58
IWB Sharpe Ratio Rank: 53
IWB Sortino Ratio Rank: 55
IWB Omega Ratio Rank: 59
IWB Calmar Ratio Rank: 56
IWB Martin Ratio Rank: 68

^DJUSFN

^DJUSFN Risk / Return Rank: 19
^DJUSFN Sharpe Ratio Rank: 18
^DJUSFN Sortino Ratio Rank: 17
^DJUSFN Omega Ratio Rank: 17
^DJUSFN Calmar Ratio Rank: 20
^DJUSFN Martin Ratio Rank: 21

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.

IWB vs. ^DJUSFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) and Dow Jones U.S. Financials Index (^DJUSFN). 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.

	IWB	^DJUSFN	Difference
Sharpe ratio Return per unit of total volatility	0.98	0.09	+0.89
Sortino ratio Return per unit of downside risk	1.50	0.25	+1.25
Omega ratio Gain probability vs. loss probability	1.23	1.03	+0.19
Calmar ratio Return relative to maximum drawdown	1.51	0.12	+1.38
Martin ratio Return relative to average drawdown	7.11	0.38	+6.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWB vs. ^DJUSFN - Sharpe Ratio Comparison

The current IWB Sharpe Ratio is 0.98, which is higher than the ^DJUSFN Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of IWB and ^DJUSFN, 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

	IWB	^DJUSFN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	0.09	+0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.41	+0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.47	+0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.29	+0.14

Correlation

The correlation between IWB and ^DJUSFN is 0.84, 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.

Drawdowns

IWB vs. ^DJUSFN - Drawdown Comparison

The maximum IWB drawdown since its inception was -55.38%, smaller than the maximum ^DJUSFN drawdown of -80.50%. Use the drawdown chart below to compare losses from any high point for IWB and ^DJUSFN.

Drawdown Indicators

	IWB	^DJUSFN	Difference
Max Drawdown Largest peak-to-trough decline	-55.38%	-80.50%	+25.12%
Max Drawdown (1Y) Largest decline over 1 year	-12.21%	-13.22%	+1.01%
Max Drawdown (5Y) Largest decline over 5 years	-25.20%	-26.56%	+1.36%
Max Drawdown (10Y) Largest decline over 10 years	-34.60%	-42.78%	+8.18%
Current Drawdown Current decline from peak	-5.53%	-10.53%	+5.00%
Average Drawdown Average peak-to-trough decline	-10.92%	-17.24%	+6.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	4.31%	-1.72%

Volatility

IWB vs. ^DJUSFN - Volatility Comparison

iShares Russell 1000 ETF (IWB) has a higher volatility of 5.38% compared to Dow Jones U.S. Financials Index (^DJUSFN) at 4.42%. This indicates that IWB's price experiences larger fluctuations and is considered to be riskier than ^DJUSFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWB	^DJUSFN	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	4.42%	+0.96%
Volatility (6M) Calculated over the trailing 6-month period	9.58%	10.36%	-0.78%
Volatility (1Y) Calculated over the trailing 1-year period	18.34%	18.26%	+0.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.11%	17.79%	-0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.12%	20.60%	-2.48%