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IWD vs. VTV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWD vs. VTV

Last updated Jun 21, 2026

IWD (iShares Russell 1000 Value ETF) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds - IWD tracks the Russell 1000 Value Index while VTV tracks the CRSP US Large Cap Value Index. Both are passively managed. Over the past 10 years, IWD returned 11.41%/yr vs 12.66%/yr for VTV. With a 0.98 correlation, they move nearly in lockstep. IWD charges 0.18%/yr vs 0.04%/yr for VTV.

Performance

IWD vs. VTV - Performance Comparison

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

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Returns By Period

In the year-to-date period, IWD achieves a 15.94% return, which is significantly higher than VTV's 13.98% return. Over the past 10 years, IWD has underperformed VTV with an annualized return of 11.41%, while VTV has yielded a comparatively higher 12.66% annualized return.

IWD

1D
0.75%
1M
3.51%
YTD
15.94%
6M
16.19%
1Y
29.94%
3Y*
17.81%
5Y*
11.56%
10Y*
11.41%

VTV

1D
0.19%
1M
3.58%
YTD
13.98%
6M
14.39%
1Y
27.58%
3Y*
17.73%
5Y*
12.66%
10Y*
12.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWD vs. VTV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWD
iShares Russell 1000 Value ETF		15.94%15.68%14.17%11.34%-7.75%24.95%2.73%26.12%-8.45%13.45%
VTV
Vanguard Value ETF		13.98%15.27%15.95%9.32%-2.09%26.53%2.33%25.66%-5.47%17.15%

Correlation

The correlation between IWD and VTV is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.98

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

IWD vs. VTV - Sectors Allocation Comparison

Sectors
IWD
VTV

Technology

18.6%
16.4%

Financial Services

18.4%
21.5%

Industrials

12.5%
13.9%

Healthcare

10.6%
14.1%

Communication Services

8.1%
3.1%

Consumer Cyclical

7.1%
4.0%

Consumer Defensive

6.7%
8.9%

Energy

6.3%
7.4%

Utilities

4.0%
4.8%

Real Estate

3.9%
2.7%

Basic Materials

3.7%
3.0%

Technology

IWD
18.6%
VTV
16.4%

Financial Services

IWD
18.4%
VTV
21.5%

Industrials

IWD
12.5%
VTV
13.9%

Healthcare

IWD
10.6%
VTV
14.1%

Communication Services

IWD
8.1%
VTV
3.1%

Consumer Cyclical

IWD
7.1%
VTV
4.0%

Consumer Defensive

IWD
6.7%
VTV
8.9%

Energy

IWD
6.3%
VTV
7.4%

Utilities

IWD
4.0%
VTV
4.8%

Real Estate

IWD
3.9%
VTV
2.7%

Basic Materials

IWD
3.7%
VTV
3.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Russell 1000 Value ETF

Vanguard Value ETF

Often compared with IWD:
IWD vs. IWFIWD vs. IWBIWD vs. QQQIWD vs. VONVIWD vs. IWVIWD vs. IWRIWD vs. EIMI.L
Often compared with VTV:
VTV vs. SCHDVTV vs. VOOVTV vs. VTIVTV vs. VUGVTV vs. VYMVTV vs. SCHVVTV vs. VIG

Return for Risk

IWD vs. VTV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWD
IWD Risk / Return Rank: 8787
Overall Rank
IWD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IWD Sortino Ratio Rank: 8888
Sortino Ratio Rank
IWD Omega Ratio Rank: 8585
Omega Ratio Rank
IWD Calmar Ratio Rank: 8585
Calmar Ratio Rank
IWD Martin Ratio Rank: 8989
Martin Ratio Rank
VTV
VTV Risk / Return Rank: 8686
Overall Rank
VTV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VTV Sortino Ratio Rank: 8989
Sortino Ratio Rank
VTV Omega Ratio Rank: 8585
Omega Ratio Rank
VTV Calmar Ratio Rank: 8585
Calmar Ratio Rank
VTV Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWD vs. VTV - Risk-Adjusted Trends Comparison

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

IWDVTVDifference
Sharpe ratioReturn per unit of total volatility
2.70
2.70

0.00

Sortino ratioReturn per unit of downside risk
3.77
3.84

-0.07

Omega ratioGain probability vs. loss probability

1.49

1.48

0.00

Calmar ratioReturn relative to maximum drawdown

4.46

4.40

+0.07

Martin ratioReturn relative to average drawdown

18.52

16.57

+1.94

IWD vs. VTV - Sharpe Ratio Comparison

The current IWD Sharpe Ratio is 2.70, which is comparable to the VTV Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of IWD and VTV, 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. VTV - Drawdown Comparison

The maximum IWD drawdown since its inception was -60.10%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IWD and VTV.

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Drawdown Indicators

IWDVTVDifference

Max Drawdown

Largest peak-to-trough decline

-60.10%

-59.27%

-0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-6.35%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-15.71%

-14.52%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-17.04%

-2.00%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

-36.78%

-1.73%

Current Drawdown

Current decline from peak

-0.66%

-0.80%

+0.14%

Average Drawdown

Average peak-to-trough decline

-8.64%

-7.85%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.68%

-0.05%

Volatility

IWD vs. VTV - Volatility Comparison

iShares Russell 1000 Value ETF (IWD) has a higher volatility of 3.99% compared to Vanguard Value ETF (VTV) at 3.25%. This indicates that IWD's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWDVTVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

3.25%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.59%

7.78%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

10.34%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

13.89%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

16.68%

+0.64%

IWD vs. VTV - Expense Ratio Comparison

IWD has a 0.18% expense ratio, which is higher than VTV's 0.04% 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%.

Dividends

IWD vs. VTV - Dividend Comparison

IWD's dividend yield for the trailing twelve months is around 1.45%, less than VTV's 1.83% yield.

PositionTTM20252024202320222021202020192018201720162015
IWD
iShares Russell 1000 Value ETF		1.45%1.69%1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%
VTV
Vanguard Value ETF		1.83%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

Frequently Asked Questions

With a correlation of 0.95, IWD and VTV 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.

IWD has higher volatility (3.99%) compared to VTV (3.25%). In terms of maximum drawdown, IWD dropped -60.10% vs VTV's -59.27%.

On 10-year performance, VTV leads with 12.66% vs 11.41% for IWD. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VTV has performed better with a 12.66% return vs 11.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTV is cheaper with a 0.04% expense ratio, compared with 0.18% for IWD.

VTV has the higher dividend yield at 1.83%, compared with 1.45% for IWD.

IWD tracks Russell 1000 Value Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for IWD and 0.04% for VTV.

IWD currently has the higher Sharpe Ratio (2.70 vs 2.70), 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.

Portfolio Optimizer

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