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IWC vs. FAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWC vs. FAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Microcap ETF (IWC) and First Trust Global Wind Energy ETF (FAN). The values are adjusted to include any dividend payments, if applicable.

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IWC vs. FAN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWC
iShares Microcap ETF
1.36%22.45%13.63%8.99%-21.93%18.67%20.88%22.20%-13.13%12.79%
FAN
First Trust Global Wind Energy ETF
20.86%40.38%-8.96%-3.20%-13.12%-11.63%61.16%31.22%-11.40%16.30%

Returns By Period

In the year-to-date period, IWC achieves a 1.36% return, which is significantly lower than FAN's 20.86% return. Both investments have delivered pretty close results over the past 10 years, with IWC having a 10.08% annualized return and FAN not far ahead at 10.21%.


IWC

1D
4.11%
1M
-4.95%
YTD
1.36%
6M
7.71%
1Y
45.56%
3Y*
16.51%
5Y*
2.52%
10Y*
10.08%

FAN

1D
3.78%
1M
1.10%
YTD
20.86%
6M
29.13%
1Y
67.06%
3Y*
13.10%
5Y*
3.29%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWC vs. FAN - Expense Ratio Comparison

IWC has a 0.60% expense ratio, which is lower than FAN's 0.62% expense ratio.


Return for Risk

IWC vs. FAN — Risk / Return Rank

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

IWC
IWC Risk / Return Rank: 8787
Overall Rank
IWC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IWC Omega Ratio Rank: 7979
Omega Ratio Rank
IWC Calmar Ratio Rank: 9292
Calmar Ratio Rank
IWC Martin Ratio Rank: 8989
Martin Ratio Rank

FAN
FAN Risk / Return Rank: 9797
Overall Rank
FAN Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FAN Sortino Ratio Rank: 9797
Sortino Ratio Rank
FAN Omega Ratio Rank: 9797
Omega Ratio Rank
FAN Calmar Ratio Rank: 9898
Calmar Ratio Rank
FAN Martin Ratio Rank: 9898
Martin Ratio Rank
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.

IWC vs. FAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Microcap ETF (IWC) and First Trust Global Wind Energy ETF (FAN). 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.


IWCFANDifference

Sharpe ratio

Return per unit of total volatility

1.74

3.14

-1.40

Sortino ratio

Return per unit of downside risk

2.38

3.78

-1.41

Omega ratio

Gain probability vs. loss probability

1.30

1.54

-0.25

Calmar ratio

Return relative to maximum drawdown

3.27

6.05

-2.78

Martin ratio

Return relative to average drawdown

10.63

23.11

-12.49

IWC vs. FAN - Sharpe Ratio Comparison

The current IWC Sharpe Ratio is 1.74, which is lower than the FAN Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of IWC and FAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IWCFANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

3.14

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.16

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.49

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.04

+0.24

Correlation

The correlation between IWC and FAN is 0.60, 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

IWC vs. FAN - Dividend Comparison

IWC's dividend yield for the trailing twelve months is around 1.06%, more than FAN's 1.03% yield.


TTM20252024202320222021202020192018201720162015
IWC
iShares Microcap ETF
1.06%1.10%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%
FAN
First Trust Global Wind Energy ETF
1.03%1.35%1.52%1.71%1.50%1.79%0.84%2.42%2.67%2.59%6.04%2.35%

Drawdowns

IWC vs. FAN - Drawdown Comparison

The maximum IWC drawdown since its inception was -64.61%, smaller than the maximum FAN drawdown of -79.84%. Use the drawdown chart below to compare losses from any high point for IWC and FAN.


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Drawdown Indicators


IWCFANDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

-79.84%

+15.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-10.66%

-2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

-39.47%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-47.21%

-46.29%

-0.92%

Current Drawdown

Current decline from peak

-8.83%

0.00%

-8.83%

Average Drawdown

Average peak-to-trough decline

-15.39%

-45.45%

+30.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

2.79%

+1.32%

Volatility

IWC vs. FAN - Volatility Comparison

iShares Microcap ETF (IWC) has a higher volatility of 9.16% compared to First Trust Global Wind Energy ETF (FAN) at 8.69%. This indicates that IWC's price experiences larger fluctuations and is considered to be riskier than FAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWCFANDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

8.69%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

18.06%

14.55%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

21.50%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.40%

21.26%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.30%

20.98%

+3.32%