PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IWD vs. BGIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWD vs. BGIG

Last updated Jun 4, 2026

IWD (iShares Russell 1000 Value ETF) and BGIG (Bahl & Gaynor Income Growth ETF) are both Large Cap Value Equities funds. IWD is passively managed, while BGIG is actively managed. Over the past year, IWD returned 28.16% vs 19.51% for BGIG. Their correlation of 0.85 suggests significant overlap in exposure. IWD charges 0.18%/yr vs 0.45%/yr for BGIG.

Performance

IWD vs. BGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Value ETF (IWD) and Bahl & Gaynor Income Growth ETF (BGIG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IWD achieves a 14.20% return, which is significantly higher than BGIG's 9.84% return.

IWD

1D
-0.01%
1M
4.22%
YTD
14.20%
6M
14.76%
1Y
28.16%
3Y*
18.40%
5Y*
10.17%
10Y*
11.23%

BGIG

1D
-0.23%
1M
1.82%
YTD
9.84%
6M
9.56%
1Y
19.51%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWD vs. BGIG - Yearly Performance Comparison

2026 (YTD)202520242023
IWD
iShares Russell 1000 Value ETF		14.20%15.68%14.17%5.65%
BGIG
Bahl & Gaynor Income Growth ETF		9.84%12.49%16.84%4.55%

Correlation

The correlation between IWD and BGIG is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

0.85

The correlation between IWD and BGIG has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

IWD vs. BGIG - Sectors Allocation Comparison

Sectors
IWD
BGIG

Financial Services

18.5%
14.8%

Technology

17.9%
24.6%

Industrials

12.7%
10.6%

Healthcare

10.5%
14.6%

Communication Services

8.2%

-

Consumer Cyclical

7.0%
5.4%

Consumer Defensive

6.7%
6.9%

Energy

6.5%
11.2%

Utilities

4.1%
7.9%

Real Estate

3.9%
3.5%

Basic Materials

3.7%
0.6%

Financial Services

IWD
18.5%
BGIG
14.8%

Technology

IWD
17.9%
BGIG
24.6%

Industrials

IWD
12.7%
BGIG
10.6%

Healthcare

IWD
10.5%
BGIG
14.6%

Communication Services

IWD
8.2%
BGIG

-

Consumer Cyclical

IWD
7.0%
BGIG
5.4%

Consumer Defensive

IWD
6.7%
BGIG
6.9%

Energy

IWD
6.5%
BGIG
11.2%

Utilities

IWD
4.1%
BGIG
7.9%

Real Estate

IWD
3.9%
BGIG
3.5%

Basic Materials

IWD
3.7%
BGIG
0.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Russell 1000 Value ETF

Bahl & Gaynor Income Growth ETF

Often compared with IWD:
IWD vs. IWFIWD vs. VTVIWD vs. IWBIWD vs. QQQIWD vs. VONVIWD vs. IWVIWD vs. IWR
Often compared with BGIG:
BGIG vs. SPYBGIG vs. DHLXBGIG vs. MFVLBGIG vs. CSTKBGIG vs. MDLVBGIG vs. SCHDBGIG vs. SCHV

Return for Risk

IWD vs. BGIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWD
IWD Risk / Return Rank: 8080
Overall Rank
IWD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IWD Sortino Ratio Rank: 8282
Sortino Ratio Rank
IWD Omega Ratio Rank: 7878
Omega Ratio Rank
IWD Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWD Martin Ratio Rank: 8484
Martin Ratio Rank
BGIG
BGIG Risk / Return Rank: 6868
Overall Rank
BGIG Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BGIG Sortino Ratio Rank: 6969
Sortino Ratio Rank
BGIG Omega Ratio Rank: 6565
Omega Ratio Rank
BGIG Calmar Ratio Rank: 6868
Calmar Ratio Rank
BGIG Martin Ratio Rank: 7070
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.

IWD vs. BGIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and Bahl & Gaynor Income Growth ETF (BGIG). 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.

IWDBGIGDifference
Sharpe ratioReturn per unit of total volatility
2.63
2.18

+0.45

Sortino ratioReturn per unit of downside risk
3.71
3.13

+0.58

Omega ratioGain probability vs. loss probability

1.47

1.39

+0.08

Calmar ratioReturn relative to maximum drawdown

4.17

3.37

+0.79

Martin ratioReturn relative to average drawdown

17.46

12.97

+4.49

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWD vs. BGIG - Sharpe Ratio Comparison

The current IWD Sharpe Ratio is 2.63, which is comparable to the BGIG Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of IWD and BGIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

IWDBGIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

2.18

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.38

-0.96

Drawdowns

IWD vs. BGIG - Drawdown Comparison

The maximum IWD drawdown since its inception was -60.10%, which is greater than BGIG's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for IWD and BGIG.

Loading charts...

Drawdown Indicators

IWDBGIGDifference

Max Drawdown

Largest peak-to-trough decline

-60.10%

-13.24%

-46.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-5.81%

-0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-15.71%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

—

—

Current Drawdown

Current decline from peak

-0.01%

-0.28%

+0.27%

Average Drawdown

Average peak-to-trough decline

-8.65%

-1.70%

-6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.51%

+0.11%

Volatility

IWD vs. BGIG - Volatility Comparison

iShares Russell 1000 Value ETF (IWD) has a higher volatility of 2.90% compared to Bahl & Gaynor Income Growth ETF (BGIG) at 2.57%. This indicates that IWD's price experiences larger fluctuations and is considered to be riskier than BGIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

IWDBGIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.90%

2.57%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

6.72%

+1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

9.00%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

11.94%

+2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

11.94%

+5.35%

IWD vs. BGIG - Expense Ratio Comparison

IWD has a 0.18% expense ratio, which is lower than BGIG's 0.45% expense ratio.

Dividends

IWD vs. BGIG - Dividend Comparison

IWD's dividend yield for the trailing twelve months is around 1.50%, less than BGIG's 1.75% yield.

PositionTTM20252024202320222021202020192018201720162015
BGIG
Bahl & Gaynor Income Growth ETF		1.75%1.89%2.02%0.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWD
iShares Russell 1000 Value ETF		1.50%1.69%1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%

Frequently Asked Questions

IWD and BGIG have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWD has higher volatility (2.90%) compared to BGIG (2.57%). In terms of maximum drawdown, IWD dropped -60.10% vs BGIG's -13.24%.

On 1-year performance, IWD leads with 28.16% vs 19.51% for BGIG. On fees, IWD is cheaper at 0.18% per year. On volatility, BGIG has been the lower-risk option at 2.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IWD has performed better with a 28.16% return vs 19.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWD is cheaper with a 0.18% expense ratio, compared with 0.45% for BGIG.

BGIG has the higher dividend yield at 1.75%, compared with 1.50% for IWD.

They also come from different issuers: iShares and Bahl & Gaynor. Their fees differ too: 0.18% for IWD and 0.45% for BGIG.

IWD currently has the higher Sharpe Ratio (2.63 vs 2.18), 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.

Portfolio Optimizer

Find the right allocation for IWD and BGIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer