IWB vs. VONE
Compare and contrast key facts about iShares Russell 1000 ETF (IWB) and Vanguard Russell 1000 ETF (VONE).
IWB and VONE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWB is a passively managed fund by iShares that tracks the performance of the Russell 1000 Index. It was launched on May 15, 2000. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010. Both IWB and VONE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWB or VONE.
Performance
IWB vs. VONE - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IWB having a 24.59% return and VONE slightly lower at 24.20%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IWB at 12.84% and VONE at 12.84%.
IWB
24.59%
0.95%
11.98%
32.60%
15.04%
12.84%
VONE
24.20%
1.08%
11.62%
32.50%
15.06%
12.84%
Key characteristics
| IWB | VONE | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.64 |
| Sortino Ratio | 3.56 | 3.53 |
| Omega Ratio | 1.50 | 1.49 |
| Calmar Ratio | 3.90 | 3.80 |
| Martin Ratio | 17.36 | 17.19 |
| Ulcer Index | 1.89% | 1.89% |
| Daily Std Dev | 12.35% | 12.30% |
| Max Drawdown | -55.38% | -34.67% |
| Current Drawdown | -1.82% | -2.24% |
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IWB vs. VONE - Expense Ratio Comparison
IWB has a 0.15% expense ratio, which is higher than VONE's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IWB and VONE is 0.98, 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.
Risk-Adjusted Performance
IWB vs. VONE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) and Vanguard Russell 1000 ETF (VONE). 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.
Dividends
IWB vs. VONE - Dividend Comparison
IWB's dividend yield for the trailing twelve months is around 1.13%, less than VONE's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWB iShares Russell 1000 ETF | 1.13% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% | 1.71% | 1.68% |
VONE Vanguard Russell 1000 ETF | 1.22% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
Drawdowns
IWB vs. VONE - Drawdown Comparison
The maximum IWB drawdown since its inception was -55.38%, which is greater than VONE's maximum drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for IWB and VONE. For additional features, visit the drawdowns tool.
Volatility
IWB vs. VONE - Volatility Comparison
iShares Russell 1000 ETF (IWB) and Vanguard Russell 1000 ETF (VONE) have volatilities of 4.18% and 4.09%, 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.