IWF vs. IVW
Compare and contrast key facts about iShares Russell 1000 Growth ETF (IWF) and iShares S&P 500 Growth ETF (IVW).
IWF and IVW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWF is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth Index. It was launched on May 22, 2000. IVW is a passively managed fund by iShares that tracks the performance of the S&P 500/Citigroup Growth Index. It was launched on May 22, 2000. Both IWF and IVW 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: IWF or IVW.
Performance
IWF vs. IVW - Performance Comparison
Returns By Period
In the year-to-date period, IWF achieves a 28.34% return, which is significantly lower than IVW's 31.37% return. Over the past 10 years, IWF has outperformed IVW with an annualized return of 16.21%, while IVW has yielded a comparatively lower 14.76% annualized return.
IWF
28.34%
1.92%
13.33%
35.40%
18.94%
16.21%
IVW
31.37%
1.52%
14.22%
37.39%
17.09%
14.76%
Key characteristics
| IWF | IVW | |
|---|---|---|
| Sharpe Ratio | 2.13 | 2.22 |
| Sortino Ratio | 2.79 | 2.90 |
| Omega Ratio | 1.39 | 1.41 |
| Calmar Ratio | 2.70 | 2.75 |
| Martin Ratio | 10.64 | 11.73 |
| Ulcer Index | 3.36% | 3.21% |
| Daily Std Dev | 16.76% | 16.97% |
| Max Drawdown | -64.18% | -57.35% |
| Current Drawdown | -2.82% | -2.78% |
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IWF vs. IVW - Expense Ratio Comparison
IWF has a 0.19% expense ratio, which is higher than IVW's 0.18% 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 IWF and IVW 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
IWF vs. IVW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and iShares S&P 500 Growth ETF (IVW). 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
IWF vs. IVW - Dividend Comparison
IWF's dividend yield for the trailing twelve months is around 0.52%, which matches IVW's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWF iShares Russell 1000 Growth ETF | 0.52% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% | 1.29% |
IVW iShares S&P 500 Growth ETF | 0.52% | 1.03% | 0.89% | 0.46% | 0.82% | 1.63% | 1.28% | 1.30% | 1.51% | 1.51% | 1.37% | 1.45% |
Drawdowns
IWF vs. IVW - Drawdown Comparison
The maximum IWF drawdown since its inception was -64.18%, which is greater than IVW's maximum drawdown of -57.35%. Use the drawdown chart below to compare losses from any high point for IWF and IVW. For additional features, visit the drawdowns tool.
Volatility
IWF vs. IVW - Volatility Comparison
iShares Russell 1000 Growth ETF (IWF) and iShares S&P 500 Growth ETF (IVW) have volatilities of 5.59% and 5.50%, 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.