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IWD vs. IVW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWD and IVW is 0.92, 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.


Performance

IWD vs. IVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Value ETF (IWD) and iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%600.00%December2025FebruaryMarchAprilMay
477.88%
550.53%
IWD
IVW

Key characteristics

Sharpe Ratio

IWD:

0.51

IVW:

0.66

Sortino Ratio

IWD:

0.82

IVW:

1.05

Omega Ratio

IWD:

1.12

IVW:

1.15

Calmar Ratio

IWD:

0.52

IVW:

0.74

Martin Ratio

IWD:

1.91

IVW:

2.50

Ulcer Index

IWD:

4.31%

IVW:

6.54%

Daily Std Dev

IWD:

16.26%

IVW:

24.67%

Max Drawdown

IWD:

-60.10%

IVW:

-57.33%

Current Drawdown

IWD:

-7.09%

IVW:

-9.44%

Returns By Period

In the year-to-date period, IWD achieves a -0.25% return, which is significantly higher than IVW's -4.84% return. Over the past 10 years, IWD has underperformed IVW with an annualized return of 8.14%, while IVW has yielded a comparatively higher 14.03% annualized return.


IWD

YTD

-0.25%

1M

8.70%

6M

-4.71%

1Y

7.15%

5Y*

13.21%

10Y*

8.14%

IVW

YTD

-4.84%

1M

14.82%

6M

-2.57%

1Y

14.78%

5Y*

15.91%

10Y*

14.03%

*Annualized

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IWD vs. IVW - Expense Ratio Comparison

IWD has a 0.19% expense ratio, which is higher than IVW's 0.18% 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%.


Risk-Adjusted Performance

IWD vs. IVW — Risk-Adjusted Performance Rank

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

IWD
The Risk-Adjusted Performance Rank of IWD is 5656
Overall Rank
The Sharpe Ratio Rank of IWD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of IWD is 5454
Sortino Ratio Rank
The Omega Ratio Rank of IWD is 5555
Omega Ratio Rank
The Calmar Ratio Rank of IWD is 6161
Calmar Ratio Rank
The Martin Ratio Rank of IWD is 5656
Martin Ratio Rank

IVW
The Risk-Adjusted Performance Rank of IVW is 6767
Overall Rank
The Sharpe Ratio Rank of IVW is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of IVW is 6666
Sortino Ratio Rank
The Omega Ratio Rank of IVW is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IVW is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IVW is 6666
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.

IWD vs. IVW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and iShares S&P 500 Growth ETF (IVW). 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 current IWD Sharpe Ratio is 0.51, which is comparable to the IVW Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of IWD and IVW, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.51
0.66
IWD
IVW

Dividends

IWD vs. IVW - Dividend Comparison

IWD's dividend yield for the trailing twelve months is around 1.90%, more than IVW's 0.48% yield.


TTM20242023202220212020201920182017201620152014
IWD
iShares Russell 1000 Value ETF
1.90%1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%2.00%
IVW
iShares S&P 500 Growth ETF
0.48%0.43%1.03%0.89%0.46%0.82%1.63%1.28%1.30%1.51%1.51%1.37%

Drawdowns

IWD vs. IVW - Drawdown Comparison

The maximum IWD drawdown since its inception was -60.10%, roughly equal to the maximum IVW drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for IWD and IVW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.09%
-9.44%
IWD
IVW

Volatility

IWD vs. IVW - Volatility Comparison

The current volatility for iShares Russell 1000 Value ETF (IWD) is 8.92%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 13.44%. This indicates that IWD experiences smaller price fluctuations and is considered to be less risky than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
8.92%
13.44%
IWD
IVW