IWD vs. VONE
Compare and contrast key facts about iShares Russell 1000 Value ETF (IWD) and Vanguard Russell 1000 ETF (VONE).
IWD and VONE 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. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010. Both IWD and VONE 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 VONE.
Performance
IWD vs. VONE - Performance Comparison
Returns By Period
In the year-to-date period, IWD achieves a 18.83% return, which is significantly lower than VONE's 24.20% return. Over the past 10 years, IWD has underperformed VONE with an annualized return of 8.83%, while VONE has yielded a comparatively higher 12.84% annualized return.
IWD
18.83%
0.02%
9.20%
27.73%
10.13%
8.83%
VONE
24.20%
1.08%
11.62%
32.50%
15.06%
12.84%
Key characteristics
| IWD | VONE | |
|---|---|---|
| Sharpe Ratio | 2.62 | 2.64 |
| Sortino Ratio | 3.68 | 3.53 |
| Omega Ratio | 1.47 | 1.49 |
| Calmar Ratio | 4.82 | 3.80 |
| Martin Ratio | 16.36 | 17.19 |
| Ulcer Index | 1.73% | 1.89% |
| Daily Std Dev | 10.86% | 12.30% |
| Max Drawdown | -60.10% | -34.67% |
| Current Drawdown | -1.40% | -2.24% |
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IWD vs. VONE - Expense Ratio Comparison
IWD has a 0.19% expense ratio, which is higher than VONE's 0.08% 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%.
Correlation
The correlation between IWD and VONE is 0.90, 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.
Risk-Adjusted Performance
IWD vs. VONE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and Vanguard Russell 1000 ETF (VONE). 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. VONE - Dividend Comparison
IWD's dividend yield for the trailing twelve months is around 1.78%, more than VONE's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 1.78% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% | 1.95% |
VONE Vanguard Russell 1000 ETF | 1.22% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
Drawdowns
IWD vs. VONE - Drawdown Comparison
The maximum IWD drawdown since its inception was -60.10%, which is greater than VONE's maximum drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for IWD and VONE. For additional features, visit the drawdowns tool.
Volatility
IWD vs. VONE - Volatility Comparison
The current volatility for iShares Russell 1000 Value ETF (IWD) is 3.73%, while Vanguard Russell 1000 ETF (VONE) has a volatility of 4.09%. This indicates that IWD experiences smaller price fluctuations and is considered to be less risky than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.