IWD vs. GVUS
IWD (iShares Russell 1000 Value ETF) and GVUS (Goldman Sachs MarketBeta Russell 1000 Value Equity ETF) are both Large Cap Value Equities funds - IWD tracks the Russell 1000 Value Index while GVUS tracks the Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross. Both are passively managed. Over the past year, IWD returned 32.78% vs 32.63% for GVUS. Their 0.99 correlation means they have historically moved very closely together. IWD charges 0.18%/yr vs 0.12%/yr for GVUS.
Performance
IWD vs. GVUS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IWD having a 20.56% return and GVUS slightly lower at 20.44%.
IWD
- 1D
- 0.44%
- 1M
- 2.03%
- 6M
- 15.34%
- YTD
- 20.56%
- 1Y
- 32.78%
- 3Y*
- 17.82%
- 5Y*
- 11.62%
- 10Y*
- 11.56%
- ALL TIME*
- 8.29%
GVUS
- 1D
- 0.40%
- 1M
- 1.97%
- 6M
- 15.29%
- YTD
- 20.44%
- 1Y
- 32.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.81M | $1.84M | $668.69K | |
| $542.34M | $454.50M | $526.80M |
IWD vs. GVUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 20.56% | 15.68% | 14.17% | 6.45% |
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 20.44% | 15.90% | 14.08% | 5.51% |
Correlation
The correlation between IWD and GVUS is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.99 |
The correlation between IWD and GVUS has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
IWD vs. GVUS - Sectors Allocation Comparison
Sectors
IWD
GVUS
Technology
Financial Services
Healthcare
Consumer Cyclical
Industrials
Consumer Defensive
Energy
Utilities
Real Estate
Basic Materials
Communication Services
Technology
IWD
GVUS
Financial Services
IWD
GVUS
Healthcare
IWD
GVUS
Consumer Cyclical
IWD
GVUS
Industrials
IWD
GVUS
Consumer Defensive
IWD
GVUS
Energy
IWD
GVUS
Utilities
IWD
GVUS
Real Estate
IWD
GVUS
Basic Materials
IWD
GVUS
Communication Services
IWD
GVUS
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Return for Risk
IWD vs. GVUS — Risk / Return Rank
IWD
GVUS
IWD vs. GVUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IWD | GVUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.50 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.58 | 4.67 | -0.08 |
| Martin ratioReturn relative to average drawdown | 19.60 | 19.95 | -0.35 |
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Drawdowns
IWD vs. GVUS - Drawdown Comparison
The maximum IWD drawdown since its inception was -60.10%, which is greater than GVUS's maximum drawdown of -15.82%. Use the drawdown chart below to compare losses from any high point for IWD and GVUS.
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Drawdown Indicators
| IWD | GVUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.10% | -15.82% | -44.28% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -6.68% | -0.11% |
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 DrawdownCurrent decline from peak | -0.09% | -0.18% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -1.92% | -6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.56% | +0.03% |
Volatility
IWD vs. GVUS - Volatility Comparison
iShares Russell 1000 Value ETF (IWD) and Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) have volatilities of 2.86% and 2.93%, 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.
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Volatility by Period
| IWD | GVUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 2.93% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.65% | 8.63% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.35% | 11.34% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 13.21% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 13.21% | +4.04% |
IWD vs. GVUS - Expense Ratio Comparison
IWD has a 0.18% expense ratio, which is higher than GVUS's 0.12% 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%.
Dividends
IWD vs. GVUS - Dividend Comparison
IWD's dividend yield for the trailing twelve months is around 1.39%, less than GVUS's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 1.49% | 1.77% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWD iShares Russell 1000 Value ETF | 1.39% | 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
With a correlation of 0.99, IWD and GVUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
GVUS has higher volatility (2.93%) compared to IWD (2.86%). In terms of maximum drawdown, IWD dropped -60.10% vs GVUS's -15.82%.
On 1-year performance, IWD leads with 32.78% vs 32.63% for GVUS. On fees, GVUS is cheaper at 0.12% per year. Their volatility is very similar. 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 32.78% return vs 32.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GVUS is cheaper with a 0.12% expense ratio, compared with 0.18% for IWD.
GVUS has the higher dividend yield at 1.49%, compared with 1.39% for IWD.
IWD tracks Russell 1000 Value Index, while GVUS tracks Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.18% for IWD and 0.12% for GVUS.
GVUS currently has the higher Sharpe Ratio (2.76 vs 2.75), 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.
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