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IWF vs. ACSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWF vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Growth ETF (IWF) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

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IWF vs. ACSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWF
iShares Russell 1000 Growth ETF
-9.83%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%
ACSI
American Customer Satisfaction ETF
-3.29%10.70%22.51%21.06%-20.93%23.33%22.93%24.88%-4.97%15.77%

Returns By Period

In the year-to-date period, IWF achieves a -9.83% return, which is significantly lower than ACSI's -3.29% return.


IWF

1D
3.77%
1M
-5.20%
YTD
-9.83%
6M
-8.80%
1Y
18.54%
3Y*
21.01%
5Y*
12.22%
10Y*
16.53%

ACSI

1D
2.22%
1M
-4.94%
YTD
-3.29%
6M
-2.09%
1Y
9.48%
3Y*
14.24%
5Y*
7.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWF vs. ACSI - Expense Ratio Comparison

IWF has a 0.19% expense ratio, which is lower than ACSI's 0.66% expense ratio.


Return for Risk

IWF vs. ACSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWF
IWF Risk / Return Rank: 5151
Overall Rank
IWF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 5555
Sortino Ratio Rank
IWF Omega Ratio Rank: 5454
Omega Ratio Rank
IWF Calmar Ratio Rank: 5050
Calmar Ratio Rank
IWF Martin Ratio Rank: 4545
Martin Ratio Rank

ACSI
ACSI Risk / Return Rank: 3838
Overall Rank
ACSI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 3535
Sortino Ratio Rank
ACSI Omega Ratio Rank: 3535
Omega Ratio Rank
ACSI Calmar Ratio Rank: 4242
Calmar Ratio Rank
ACSI Martin Ratio Rank: 4646
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.

IWF vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and American Customer Satisfaction ETF (ACSI). 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.


IWFACSIDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.61

+0.22

Sortino ratio

Return per unit of downside risk

1.35

0.98

+0.37

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.15

1.03

+0.12

Martin ratio

Return relative to average drawdown

3.95

4.19

-0.24

IWF vs. ACSI - Sharpe Ratio Comparison

The current IWF Sharpe Ratio is 0.83, which is higher than the ACSI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of IWF and ACSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IWFACSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.61

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.45

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.68

-0.31

Correlation

The correlation between IWF and ACSI is 0.79, 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.


Dividends

IWF vs. ACSI - Dividend Comparison

IWF's dividend yield for the trailing twelve months is around 0.40%, less than ACSI's 0.94% yield.


TTM20252024202320222021202020192018201720162015
IWF
iShares Russell 1000 Growth ETF
0.40%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%
ACSI
American Customer Satisfaction ETF
0.94%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%0.00%

Drawdowns

IWF vs. ACSI - Drawdown Comparison

The maximum IWF drawdown since its inception was -64.25%, which is greater than ACSI's maximum drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for IWF and ACSI.


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Drawdown Indicators


IWFACSIDifference

Max Drawdown

Largest peak-to-trough decline

-64.25%

-34.49%

-29.76%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-9.91%

-6.36%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-24.86%

-7.86%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

Current Drawdown

Current decline from peak

-13.12%

-5.67%

-7.45%

Average Drawdown

Average peak-to-trough decline

-22.21%

-5.47%

-16.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

2.43%

+2.31%

Volatility

IWF vs. ACSI - Volatility Comparison

iShares Russell 1000 Growth ETF (IWF) has a higher volatility of 6.74% compared to American Customer Satisfaction ETF (ACSI) at 4.72%. This indicates that IWF's price experiences larger fluctuations and is considered to be riskier than ACSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWFACSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

4.72%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

8.54%

+3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

15.67%

+6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

16.66%

+4.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

17.50%

+3.42%