IWB vs. IDA

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Russell 1000 ETF (IWB) and IDACORP, Inc. (IDA).

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. IDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 ETF (IWB) and IDACORP, Inc. (IDA). The values are adjusted to include any dividend payments, if applicable.

IWB vs. IDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IWB iShares Russell 1000 ETF	-4.29%	17.18%	24.32%	26.39%	-19.19%	26.32%	20.77%	31.06%	-4.90%	21.52%
IDA IDACORP, Inc.	13.71%	19.19%	14.95%	-5.97%	-2.07%	21.45%	-7.47%	17.70%	4.55%	16.45%

Returns By Period

In the year-to-date period, IWB achieves a -4.29% return, which is significantly lower than IDA's 13.71% return. Over the past 10 years, IWB has outperformed IDA with an annualized return of 13.74%, while IDA has yielded a comparatively lower 9.77% annualized return.

IWB

• 1D: 2.85%
• 1M: -5.01%
• YTD: -4.29%
• 6M: -1.92%
• 1Y: 17.47%
• 3Y*: 17.95%
• 5Y*: 10.89%
• 10Y*: 13.74%

IDA

• 1D: 0.60%
• 1M: -0.69%
• YTD: 13.71%
• 6M: 9.65%
• 1Y: 26.46%
• 3Y*: 13.13%
• 5Y*: 10.61%
• 10Y*: 9.77%

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

Return for Risk

IWB vs. IDA — Risk / Return Rank

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

IWB

IWB Risk / Return Rank: 64
IWB Sharpe Ratio Rank: 57
IWB Sortino Ratio Rank: 60
IWB Omega Ratio Rank: 64
IWB Calmar Ratio Rank: 63
IWB Martin Ratio Rank: 73

IDA

IDA Risk / Return Rank: 83
IDA Sharpe Ratio Rank: 86
IDA Sortino Ratio Rank: 81
IDA Omega Ratio Rank: 79
IDA Calmar Ratio Rank: 87
IDA Martin Ratio Rank: 85

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. 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 ratio Return per unit of total volatility	0.96	1.57	-0.61
Sortino ratio Return per unit of downside risk	1.47	2.14	-0.67
Omega ratio Gain probability vs. loss probability	1.22	1.27	-0.05
Calmar ratio Return relative to maximum drawdown	1.48	3.17	-1.68
Martin ratio Return relative to average drawdown	7.07	7.57	-0.49
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. IDA - Sharpe Ratio Comparison

The current IWB Sharpe Ratio is 0.96, which is lower than the IDA Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of IWB and IDA, 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	IDA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	1.57	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.56	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.45	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.41	+0.01

Correlation

The correlation between IWB and IDA is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IWB vs. IDA - Dividend Comparison

IWB's dividend yield for the trailing twelve months is around 1.06%, less than IDA's 2.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IWB iShares Russell 1000 ETF	1.06%	1.00%	1.14%	1.31%	1.56%	1.09%	1.37%	1.71%	2.06%	1.64%	1.89%	1.95%
IDA IDACORP, Inc.	2.43%	2.73%	3.07%	3.25%	2.82%	2.54%	2.83%	2.40%	2.58%	2.45%	2.58%	2.82%

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.

Drawdown Indicators

	IWB	IDA	Difference
Max Drawdown Largest peak-to-trough decline	-55.38%	-54.01%	-1.37%
Max Drawdown (1Y) Largest decline over 1 year	-12.21%	-8.80%	-3.41%
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 Drawdown Current decline from peak	-6.26%	-1.01%	-5.25%
Average Drawdown Average peak-to-trough decline	-10.92%	-11.58%	+0.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	3.68%	-1.12%

Volatility

IWB vs. IDA - Volatility Comparison

iShares Russell 1000 ETF (IWB) has a higher volatility of 5.34% compared to IDACORP, Inc. (IDA) at 4.95%. This indicates that IWB's price experiences larger fluctuations and is considered to be riskier than IDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWB	IDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	4.95%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	9.55%	11.54%	-1.99%
Volatility (1Y) Calculated over the trailing 1-year period	18.33%	17.00%	+1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.12%	19.00%	-1.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.13%	21.70%	-3.57%