IWF vs. IBM
IWF (iShares Russell 1000 Growth ETF) is Large Cap Growth Equities fund tracking the Russell 1000 Growth Index, while IBM (International Business Machines Corporation) is a stock. Over the past 10 years, IWF returned 18.50%/yr vs 10.88%/yr for IBM. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
IWF vs. IBM - Performance Comparison
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Returns By Period
In the year-to-date period, IWF achieves a 5.29% return, which is significantly higher than IBM's -8.10% return. Over the past 10 years, IWF has outperformed IBM with an annualized return of 18.50%, while IBM has yielded a comparatively lower 10.88% annualized return.
IWF
- 1D
- 2.35%
- 1M
- 0.08%
- YTD
- 5.29%
- 6M
- 6.31%
- 1Y
- 23.23%
- 3Y*
- 22.85%
- 5Y*
- 14.45%
- 10Y*
- 18.50%
IBM
- 1D
- -1.30%
- 1M
- 22.53%
- YTD
- -8.10%
- 6M
- -11.80%
- 1Y
- -0.59%
- 3Y*
- 29.13%
- 5Y*
- 18.25%
- 10Y*
- 10.88%
IWF vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWF iShares Russell 1000 Growth ETF | 5.29% | 18.33% | 33.12% | 42.59% | -29.31% | 27.43% | 38.25% | 35.86% | -1.67% | 29.95% |
IBM International Business Machines Corporation | -8.10% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
Correlation
The correlation between IWF and IBM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.58 |
Over the past year, the correlation between IWF and IBM has dropped to 0.32 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
IWF vs. IBM — Risk / Return Rank
IWF
IBM
IWF vs. IBM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and International Business Machines Corporation (IBM). 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.
| IWF | IBM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.04 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | -0.02 | +1.45 |
| Martin ratioReturn relative to average drawdown | 4.72 | -0.04 | +4.76 |
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Drawdowns
IWF vs. IBM - Drawdown Comparison
The maximum IWF drawdown since its inception was -64.25%, smaller than the maximum IBM drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for IWF and IBM.
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Drawdown Indicators
| IWF | IBM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.25% | -69.40% | +5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -16.27% | -30.96% | +14.69% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | -30.96% | +7.60% |
Max Drawdown (5Y)Largest decline over 5 years | -32.72% | -30.96% | -1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -32.72% | -40.59% | +7.87% |
Current DrawdownCurrent decline from peak | -3.34% | -18.38% | +15.04% |
Average DrawdownAverage peak-to-trough decline | -22.06% | -20.12% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 14.43% | -9.49% |
Volatility
IWF vs. IBM - Volatility Comparison
The current volatility for iShares Russell 1000 Growth ETF (IWF) is 5.74%, while International Business Machines Corporation (IBM) has a volatility of 21.56%. This indicates that IWF experiences smaller price fluctuations and is considered to be less risky than IBM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWF | IBM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 21.56% | -15.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 34.63% | -22.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 39.52% | -23.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 27.18% | -5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 26.60% | -5.58% |
Dividends
IWF vs. IBM - Dividend Comparison
IWF's dividend yield for the trailing twelve months is around 0.43%, less than IBM's 2.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 2.50% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
IWF iShares Russell 1000 Growth ETF | 0.43% | 0.36% | 0.46% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% |
Frequently Asked Questions
IWF and IBM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (21.56%) compared to IWF (5.74%). In terms of maximum drawdown, IWF dropped -64.25% vs IBM's -69.40%.
IWF currently has the higher Sharpe Ratio (1.45 vs -0.01), 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.
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