IWB vs. ^DJUSFN
IWB (iShares Russell 1000 ETF) is Large Cap Blend Equities fund tracking the Russell 1000 Index, while ^DJUSFN (Dow Jones U.S. Financials Index) is an index. Over the past 10 years, IWB returned 15.17%/yr vs 9.68%/yr for ^DJUSFN. Their correlation of 0.84 suggests significant overlap in exposure.
Performance
IWB vs. ^DJUSFN - Performance Comparison
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Returns By Period
In the year-to-date period, IWB achieves a 10.54% return, which is significantly higher than ^DJUSFN's -4.50% return. Over the past 10 years, IWB has outperformed ^DJUSFN with an annualized return of 15.17%, while ^DJUSFN has yielded a comparatively lower 9.68% annualized return.
IWB
- 1D
- -0.71%
- 1M
- 4.95%
- YTD
- 10.54%
- 6M
- 10.51%
- 1Y
- 27.03%
- 3Y*
- 22.02%
- 5Y*
- 12.99%
- 10Y*
- 15.17%
^DJUSFN
- 1D
- 0.15%
- 1M
- -0.57%
- YTD
- -4.50%
- 6M
- -2.58%
- 1Y
- 2.96%
- 3Y*
- 15.66%
- 5Y*
- 6.09%
- 10Y*
- 9.68%
IWB vs. ^DJUSFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWB iShares Russell 1000 ETF | 10.54% | 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 | -4.50% | 13.51% | 24.04% | 13.28% | -15.59% | 29.76% | -2.99% | 29.38% | -11.00% | 17.44% |
Correlation
The correlation between IWB and ^DJUSFN is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 22, 2000 | 0.84 |
The correlation between IWB and ^DJUSFN shifts across timeframes, from 0.64 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWB vs. ^DJUSFN — Risk / Return Rank
IWB
^DJUSFN
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 ratioReturn per unit of total volatility | +2.04 | ||
| Sortino ratioReturn per unit of downside risk | +2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.05 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 0.24 | +2.83 |
| Martin ratioReturn relative to average drawdown | 14.09 | 0.68 | +13.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWB | ^DJUSFN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 0.24 | +2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.34 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.47 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.29 | +0.16 |
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.
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Drawdown Indicators
| IWB | ^DJUSFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -80.50% | +25.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -13.22% | +4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -15.88% | -3.21% |
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 DrawdownCurrent decline from peak | -0.71% | -6.93% | +6.22% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -17.19% | +6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 4.64% | -2.72% |
Volatility
IWB vs. ^DJUSFN - Volatility Comparison
iShares Russell 1000 ETF (IWB) and Dow Jones U.S. Financials Index (^DJUSFN) have volatilities of 2.88% and 2.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWB | ^DJUSFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 2.94% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 9.77% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 13.09% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 17.76% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 20.57% | -2.43% |
Frequently Asked Questions
IWB and ^DJUSFN have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^DJUSFN has higher volatility (2.94%) compared to IWB (2.88%). In terms of maximum drawdown, IWB dropped -55.38% vs ^DJUSFN's -80.50%.
IWB currently has the higher Sharpe Ratio (2.28 vs 0.24), 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.
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