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IWD vs. IWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWD vs. IWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Value ETF (IWD) and iShares Russell Top 200 Value ETF (IWX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IWD having a 20.56% return and IWX slightly higher at 20.90%. Both investments have delivered pretty close results over the past 10 years, with IWD having a 11.56% annualized return and IWX not far ahead at 12.13%.


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%

IWX

1D
0.74%
1M
2.59%
6M
15.57%
YTD
20.90%
1Y
34.92%
3Y*
18.98%
5Y*
12.65%
10Y*
12.13%
ALL TIME*
11.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$542.34M$454.50M$526.80M
$55.11M$49.72M$33.93M

IWD vs. IWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWD
iShares Russell 1000 Value ETF
20.56%15.68%14.17%11.34%-7.75%24.95%2.73%26.12%-8.45%13.45%
IWX
iShares Russell Top 200 Value ETF
20.90%18.23%14.89%10.45%-5.33%23.33%1.46%25.82%-6.53%14.05%

Correlation

The correlation between IWD and IWX is 0.98 - 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.

0.98

Correlation (3Y)
Balances recent behavior with more history.

0.98

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.98

Correlation (10Y)
Provides a long-term view across more market conditions.

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2009

0.95

The correlation between IWD and IWX has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

IWD vs. IWX - Sectors Allocation Comparison


Sectors
IWD
IWX

Technology

19.7%
22.6%

Financial Services

19.3%
20.0%

Healthcare

12.6%
13.6%

Consumer Cyclical

10.3%
11.6%

Industrials

10.2%
8.3%

Consumer Defensive

7.4%
8.2%

Energy

5.9%
5.1%

Utilities

3.8%
2.6%

Real Estate

3.8%
1.8%

Basic Materials

3.5%
2.8%

Communication Services

3.2%
3.5%

Technology

IWD
19.7%
IWX
22.6%

Financial Services

IWD
19.3%
IWX
20.0%

Healthcare

IWD
12.6%
IWX
13.6%

Consumer Cyclical

IWD
10.3%
IWX
11.6%

Industrials

IWD
10.2%
IWX
8.3%

Consumer Defensive

IWD
7.4%
IWX
8.2%

Energy

IWD
5.9%
IWX
5.1%

Utilities

IWD
3.8%
IWX
2.6%

Real Estate

IWD
3.8%
IWX
1.8%

Basic Materials

IWD
3.5%
IWX
2.8%

Communication Services

IWD
3.2%
IWX
3.5%

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Return for Risk

IWD vs. IWX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IWD
IWD Risk / Return Rank: 9494
Overall Rank
IWD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IWD Sortino Ratio Rank: 9494
Sortino Ratio Rank
IWD Omega Ratio Rank: 9494
Omega Ratio Rank
IWD Calmar Ratio Rank: 9393
Calmar Ratio Rank
IWD Martin Ratio Rank: 9595
Martin Ratio Rank

IWX
IWX Risk / Return Rank: 9595
Overall Rank
IWX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWX Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWX Omega Ratio Rank: 9595
Omega Ratio Rank
IWX Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IWD vs. IWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and iShares Russell Top 200 Value ETF (IWX). 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.


IWDIWXDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.49

1.55

-0.06

Calmar ratioReturn relative to maximum drawdown

4.58

5.05

-0.47

Martin ratioReturn relative to average drawdown

19.60

22.22

-2.61

IWD vs. IWX - Sharpe Ratio Comparison

The current IWD Sharpe Ratio is 2.75, which is comparable to the IWX Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of IWD and IWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IWD vs. IWX - Drawdown Comparison

The maximum IWD drawdown since its inception was -60.10%, which is greater than IWX's maximum drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for IWD and IWX.


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Drawdown Indicators


IWDIWXDifference

Max Drawdown

Largest peak-to-trough decline

-60.10%

-35.76%

-24.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-6.59%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.71%

-13.37%

-2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-18.13%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

-35.76%

-2.75%

Current Drawdown

Current decline from peak

-0.09%

0.00%

-0.09%

Average Drawdown

Average peak-to-trough decline

-8.60%

-3.79%

-4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.50%

+0.09%

Volatility

IWD vs. IWX - Volatility Comparison

The current volatility for iShares Russell 1000 Value ETF (IWD) is 2.86%, while iShares Russell Top 200 Value ETF (IWX) has a volatility of 3.10%. This indicates that IWD experiences smaller price fluctuations and is considered to be less risky than IWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDIWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.86%

3.10%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

8.46%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

10.81%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

13.89%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

16.48%

+0.77%

IWD vs. IWX - Expense Ratio Comparison

IWD has a 0.18% expense ratio, which is lower than IWX's 0.20% expense ratio. Despite the difference, 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. IWX - Dividend Comparison

IWD's dividend yield for the trailing twelve months is around 1.39%, which matches IWX's 1.39% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IWX
iShares Russell Top 200 Value ETF
1.39%1.59%1.97%2.13%2.07%1.79%2.12%2.60%2.66%2.12%2.22%2.77%

Frequently Asked Questions


With a correlation of 0.98, IWD and IWX 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.

IWX has higher volatility (3.10%) compared to IWD (2.86%). In terms of maximum drawdown, IWD dropped -60.10% vs IWX's -35.76%.

On 10-year performance, IWX leads with 12.13% vs 11.56% for IWD. On fees, IWD is cheaper at 0.18% per year. On volatility, IWD has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWX has performed better with a 12.13% return vs 11.56%. 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 0.20% for IWX.

IWD and IWX have nearly identical dividend yields, around 1.39%.

IWD tracks Russell 1000 Value Index, while IWX tracks Russell Top 200 Value Index. Their fees differ too: 0.18% for IWD and 0.20% for IWX.

IWX currently has the higher Sharpe Ratio (3.10 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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