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IWF vs. EWC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWF vs. EWC - Performance Comparison

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

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IWF vs. EWC - 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%
EWC
iShares MSCI Canada ETF
1.59%35.92%12.38%14.73%-12.95%26.98%5.52%27.58%-17.16%15.73%

Returns By Period

In the year-to-date period, IWF achieves a -9.83% return, which is significantly lower than EWC's 1.59% return. Over the past 10 years, IWF has outperformed EWC with an annualized return of 16.53%, while EWC has yielded a comparatively lower 11.09% annualized 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%

EWC

1D
2.56%
1M
-5.50%
YTD
1.59%
6M
9.35%
1Y
36.56%
3Y*
19.46%
5Y*
11.87%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWF vs. EWC - Expense Ratio Comparison

IWF has a 0.19% expense ratio, which is lower than EWC's 0.49% expense ratio.


Return for Risk

IWF vs. EWC — 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

EWC
EWC Risk / Return Rank: 9494
Overall Rank
EWC Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EWC Sortino Ratio Rank: 9494
Sortino Ratio Rank
EWC Omega Ratio Rank: 9393
Omega Ratio Rank
EWC Calmar Ratio Rank: 9393
Calmar Ratio Rank
EWC Martin Ratio Rank: 9696
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. EWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and iShares MSCI Canada ETF (EWC). 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.


IWFEWCDifference

Sharpe ratio

Return per unit of total volatility

0.83

2.21

-1.38

Sortino ratio

Return per unit of downside risk

1.35

2.89

-1.55

Omega ratio

Gain probability vs. loss probability

1.19

1.42

-0.23

Calmar ratio

Return relative to maximum drawdown

1.15

3.50

-2.35

Martin ratio

Return relative to average drawdown

3.95

16.55

-12.60

IWF vs. EWC - Sharpe Ratio Comparison

The current IWF Sharpe Ratio is 0.83, which is lower than the EWC Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of IWF and EWC, 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


IWFEWCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.21

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.69

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.59

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.40

-0.03

Correlation

The correlation between IWF and EWC is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IWF vs. EWC - Dividend Comparison

IWF's dividend yield for the trailing twelve months is around 0.40%, less than EWC's 1.43% 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%
EWC
iShares MSCI Canada ETF
1.43%1.45%2.23%2.27%2.34%1.85%2.09%2.16%2.65%1.97%1.75%2.34%

Drawdowns

IWF vs. EWC - Drawdown Comparison

The maximum IWF drawdown since its inception was -64.25%, which is greater than EWC's maximum drawdown of -60.75%. Use the drawdown chart below to compare losses from any high point for IWF and EWC.


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Drawdown Indicators


IWFEWCDifference

Max Drawdown

Largest peak-to-trough decline

-64.25%

-60.75%

-3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-10.63%

-5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-24.81%

-7.91%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

-42.66%

+9.94%

Current Drawdown

Current decline from peak

-13.12%

-5.79%

-7.33%

Average Drawdown

Average peak-to-trough decline

-22.21%

-13.21%

-9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

2.25%

+2.49%

Volatility

IWF vs. EWC - Volatility Comparison

iShares Russell 1000 Growth ETF (IWF) has a higher volatility of 6.74% compared to iShares MSCI Canada ETF (EWC) at 5.87%. This indicates that IWF's price experiences larger fluctuations and is considered to be riskier than EWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWFEWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

5.87%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

11.56%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

16.62%

+5.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

17.24%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

18.80%

+2.12%