IWD vs. IWF
Compare and contrast key facts about iShares Russell 1000 Value ETF (IWD) and iShares Russell 1000 Growth ETF (IWF).
IWD and IWF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000. IWF is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth Index. It was launched on May 22, 2000. Both IWD and IWF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWD or IWF.
Key characteristics
| IWD | IWF | |
|---|---|---|
| YTD Return | 5.55% | 7.02% |
| 1Y Return | 14.80% | 33.76% |
| 3Y Return (Ann) | 5.58% | 8.28% |
| 5Y Return (Ann) | 8.96% | 16.46% |
| 10Y Return (Ann) | 8.50% | 15.48% |
| Sharpe Ratio | 1.32 | 2.23 |
| Daily Std Dev | 11.40% | 15.06% |
| Max Drawdown | -60.10% | -64.18% |
| Current Drawdown | -3.04% | -4.42% |
Correlation
The correlation between IWD and IWF is 0.82, 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. IWF - Performance Comparison
In the year-to-date period, IWD achieves a 5.55% return, which is significantly lower than IWF's 7.02% return. Over the past 10 years, IWD has underperformed IWF with an annualized return of 8.50%, while IWF has yielded a comparatively higher 15.48% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IWD vs. IWF - Expense Ratio Comparison
Both IWD and IWF have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
IWD vs. IWF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and iShares Russell 1000 Growth ETF (IWF). 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.
Dividends
IWD vs. IWF - Dividend Comparison
IWD's dividend yield for the trailing twelve months is around 1.93%, more than IWF's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 1.93% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.08% | 2.25% | 2.47% | 2.00% | 1.95% |
IWF iShares Russell 1000 Growth ETF | 0.60% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
Drawdowns
IWD vs. IWF - Drawdown Comparison
The maximum IWD drawdown since its inception was -60.10%, smaller than the maximum IWF drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for IWD and IWF. For additional features, visit the drawdowns tool.
Volatility
IWD vs. IWF - Volatility Comparison
The current volatility for iShares Russell 1000 Value ETF (IWD) is 3.57%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 4.56%. This indicates that IWD experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.