IWB vs. IDA
IWB (iShares Russell 1000 ETF) is Large Cap Blend Equities fund tracking the Russell 1000 Index, while IDA (IDACORP, Inc.) is a stock. Over the past 10 years, IWB returned 15.17%/yr vs 9.35%/yr for IDA. At a 0.44 correlation, their price movements are largely independent.
Performance
IWB vs. IDA - 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 IDA's 9.37% return. Over the past 10 years, IWB has outperformed IDA with an annualized return of 15.17%, while IDA has yielded a comparatively lower 9.35% 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%
IDA
- 1D
- 0.18%
- 1M
- -6.21%
- YTD
- 9.37%
- 6M
- 8.05%
- 1Y
- 20.22%
- 3Y*
- 12.52%
- 5Y*
- 9.97%
- 10Y*
- 9.35%
IWB vs. IDA - 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% |
IDA IDACORP, Inc. | 9.37% | 19.19% | 14.95% | -5.97% | -2.07% | 21.45% | -7.47% | 17.70% | 4.55% | 16.45% |
Correlation
The correlation between IWB and IDA is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 22, 2000 | 0.44 |
Over the past year, the correlation between IWB and IDA has dropped to 0.14 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
IWB vs. IDA — Risk / Return Rank
IWB
IDA
IWB vs. IDA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) and IDACORP, Inc. (IDA). 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 | IDA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.23 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 2.31 | +0.76 |
| Martin ratioReturn relative to average drawdown | 14.09 | 5.62 | +8.48 |
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 | IDA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.26 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.52 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.43 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.41 | +0.04 |
Drawdowns
IWB vs. IDA - Drawdown Comparison
The maximum IWB drawdown since its inception was -55.38%, roughly equal to the maximum IDA drawdown of -54.01%. Use the drawdown chart below to compare losses from any high point for IWB and IDA.
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Drawdown Indicators
| IWB | IDA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -54.01% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -8.80% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -15.94% | -3.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -21.98% | -3.22% |
Max Drawdown (10Y)Largest decline over 10 years | -34.60% | -34.30% | -0.30% |
Current DrawdownCurrent decline from peak | -0.71% | -7.60% | +6.89% |
Average DrawdownAverage peak-to-trough decline | -10.86% | -11.54% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 3.63% | -1.71% |
Volatility
IWB vs. IDA - Volatility Comparison
The current volatility for iShares Russell 1000 ETF (IWB) is 2.88%, while IDACORP, Inc. (IDA) has a volatility of 5.49%. This indicates that IWB experiences smaller price fluctuations and is considered to be less risky than IDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWB | IDA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 5.49% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 13.00% | -4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 16.14% | -4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.10% | 19.19% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 21.75% | -3.61% |
Dividends
IWB vs. IDA - Dividend Comparison
IWB's dividend yield for the trailing twelve months is around 0.91%, less than IDA's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDA IDACORP, Inc. | 2.56% | 2.73% | 3.07% | 3.25% | 2.82% | 2.54% | 2.83% | 2.40% | 2.58% | 2.45% | 2.58% | 2.82% |
IWB iShares Russell 1000 ETF | 0.91% | 1.00% | 1.14% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% |
Frequently Asked Questions
IWB and IDA have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDA has higher volatility (5.49%) compared to IWB (2.88%). In terms of maximum drawdown, IWB dropped -55.38% vs IDA's -54.01%.
IWB currently has the higher Sharpe Ratio (2.28 vs 1.26), 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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