IWD vs. VONV
Compare and contrast key facts about iShares Russell 1000 Value ETF (IWD) and Vanguard Russell 1000 Value ETF (VONV).
IWD and VONV 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. VONV is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Value Index. It was launched on Sep 20, 2010. Both IWD and VONV 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 VONV.
Performance
IWD vs. VONV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with IWD having a 18.83% return and VONV slightly lower at 18.51%. Both investments have delivered pretty close results over the past 10 years, with IWD having a 8.83% annualized return and VONV not far ahead at 8.89%.
IWD
18.83%
0.02%
9.20%
27.73%
10.13%
8.83%
VONV
18.51%
-0.21%
8.83%
28.08%
10.12%
8.89%
Key characteristics
| IWD | VONV | |
|---|---|---|
| Sharpe Ratio | 2.62 | 2.58 |
| Sortino Ratio | 3.68 | 3.63 |
| Omega Ratio | 1.47 | 1.47 |
| Calmar Ratio | 4.82 | 4.51 |
| Martin Ratio | 16.36 | 16.05 |
| Ulcer Index | 1.73% | 1.73% |
| Daily Std Dev | 10.86% | 10.75% |
| Max Drawdown | -60.10% | -38.21% |
| Current Drawdown | -1.40% | -1.74% |
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IWD vs. VONV - Expense Ratio Comparison
IWD has a 0.19% expense ratio, which is higher than VONV'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 VONV is 0.97, 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. VONV - 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 Value ETF (VONV). 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. VONV - Dividend Comparison
IWD's dividend yield for the trailing twelve months is around 1.78%, less than VONV's 1.92% 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% |
VONV Vanguard Russell 1000 Value ETF | 1.92% | 2.09% | 2.23% | 1.67% | 2.25% | 2.30% | 2.56% | 2.18% | 2.39% | 2.38% | 2.10% | 1.92% |
Drawdowns
IWD vs. VONV - Drawdown Comparison
The maximum IWD drawdown since its inception was -60.10%, which is greater than VONV's maximum drawdown of -38.21%. Use the drawdown chart below to compare losses from any high point for IWD and VONV. For additional features, visit the drawdowns tool.
Volatility
IWD vs. VONV - Volatility Comparison
iShares Russell 1000 Value ETF (IWD) and Vanguard Russell 1000 Value ETF (VONV) have volatilities of 3.73% and 3.75%, 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.