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IWB vs. VONV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWB and VONV is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

IWB vs. VONV - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
-5.58%
-3.43%
IWB
VONV

Key characteristics

Sharpe Ratio

IWB:

0.31

VONV:

0.35

Sortino Ratio

IWB:

0.49

VONV:

0.55

Omega Ratio

IWB:

1.07

VONV:

1.07

Calmar Ratio

IWB:

0.37

VONV:

0.51

Martin Ratio

IWB:

1.40

VONV:

1.41

Ulcer Index

IWB:

3.24%

VONV:

3.07%

Daily Std Dev

IWB:

14.90%

VONV:

12.44%

Max Drawdown

IWB:

-55.38%

VONV:

-38.21%

Current Drawdown

IWB:

-12.39%

VONV:

-8.40%

Returns By Period

In the year-to-date period, IWB achieves a -8.21% return, which is significantly lower than VONV's -1.67% return. Over the past 10 years, IWB has outperformed VONV with an annualized return of 11.54%, while VONV has yielded a comparatively lower 8.23% annualized return.


IWB

YTD

-8.21%

1M

-6.62%

6M

-4.66%

1Y

4.41%

5Y*

18.40%

10Y*

11.54%

VONV

YTD

-1.67%

1M

-3.59%

6M

-2.72%

1Y

4.31%

5Y*

16.22%

10Y*

8.23%

*Annualized

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IWB vs. VONV - Expense Ratio Comparison

IWB has a 0.15% expense ratio, which is higher than VONV'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%.


Expense ratio chart for IWB: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWB: 0.15%
Expense ratio chart for VONV: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VONV: 0.08%

Risk-Adjusted Performance

IWB vs. VONV — Risk-Adjusted Performance Rank

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

IWB
The Risk-Adjusted Performance Rank of IWB is 5050
Overall Rank
The Sharpe Ratio Rank of IWB is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of IWB is 4747
Sortino Ratio Rank
The Omega Ratio Rank of IWB is 4848
Omega Ratio Rank
The Calmar Ratio Rank of IWB is 5555
Calmar Ratio Rank
The Martin Ratio Rank of IWB is 5353
Martin Ratio Rank

VONV
The Risk-Adjusted Performance Rank of VONV is 5454
Overall Rank
The Sharpe Ratio Rank of VONV is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VONV is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VONV is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VONV is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VONV is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWB vs. VONV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) and Vanguard Russell 1000 Value ETF (VONV). 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.


The chart of Sharpe ratio for IWB, currently valued at 0.31, compared to the broader market0.002.004.00
IWB: 0.31
VONV: 0.35
The chart of Sortino ratio for IWB, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.0012.00
IWB: 0.49
VONV: 0.55
The chart of Omega ratio for IWB, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
IWB: 1.07
VONV: 1.07
The chart of Calmar ratio for IWB, currently valued at 0.37, compared to the broader market0.005.0010.0015.0020.00
IWB: 0.37
VONV: 0.51
The chart of Martin ratio for IWB, currently valued at 1.40, compared to the broader market0.0020.0040.0060.0080.00100.00
IWB: 1.40
VONV: 1.41

The current IWB Sharpe Ratio is 0.31, which is comparable to the VONV Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of IWB and VONV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.31
0.35
IWB
VONV

Dividends

IWB vs. VONV - Dividend Comparison

IWB's dividend yield for the trailing twelve months is around 1.24%, less than VONV's 2.07% yield.


TTM20242023202220212020201920182017201620152014
IWB
iShares Russell 1000 ETF
1.24%1.14%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%1.71%
VONV
Vanguard Russell 1000 Value ETF
2.07%1.97%2.09%2.23%1.67%2.25%2.30%2.56%2.18%2.39%2.38%2.10%

Drawdowns

IWB vs. VONV - Drawdown Comparison

The maximum IWB drawdown since its inception was -55.38%, which is greater than VONV's maximum drawdown of -38.21%. Use the drawdown chart below to compare losses from any high point for IWB and VONV. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.39%
-8.40%
IWB
VONV

Volatility

IWB vs. VONV - Volatility Comparison

iShares Russell 1000 ETF (IWB) has a higher volatility of 7.60% compared to Vanguard Russell 1000 Value ETF (VONV) at 6.08%. This indicates that IWB's price experiences larger fluctuations and is considered to be riskier than VONV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.60%
6.08%
IWB
VONV