IWF vs. IWD
Compare and contrast key facts about iShares Russell 1000 Growth ETF (IWF) and iShares Russell 1000 Value ETF (IWD).
IWF and IWD 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. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000. Both IWF and IWD 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 IWD.
Performance
IWF vs. IWD - Performance Comparison
Returns By Period
In the year-to-date period, IWF achieves a 28.34% return, which is significantly higher than IWD's 18.44% return. Over the past 10 years, IWF has outperformed IWD with an annualized return of 16.21%, while IWD has yielded a comparatively lower 8.81% annualized return.
IWF
28.34%
1.92%
13.33%
35.40%
18.94%
16.21%
IWD
18.44%
-0.18%
8.84%
27.96%
9.99%
8.81%
Key characteristics
| IWF | IWD | |
|---|---|---|
| Sharpe Ratio | 2.13 | 2.54 |
| Sortino Ratio | 2.79 | 3.58 |
| Omega Ratio | 1.39 | 1.46 |
| Calmar Ratio | 2.70 | 4.32 |
| Martin Ratio | 10.64 | 15.89 |
| Ulcer Index | 3.36% | 1.73% |
| Daily Std Dev | 16.76% | 10.85% |
| Max Drawdown | -64.18% | -60.10% |
| Current Drawdown | -2.82% | -1.73% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IWF vs. IWD - Expense Ratio Comparison
Both IWF and IWD have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between IWF and IWD is 0.81, 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. IWD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and iShares Russell 1000 Value ETF (IWD). 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. IWD - Dividend Comparison
IWF's dividend yield for the trailing twelve months is around 0.52%, less than IWD's 1.79% 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% |
IWD iShares Russell 1000 Value ETF | 1.79% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% | 1.95% |
Drawdowns
IWF vs. IWD - Drawdown Comparison
The maximum IWF drawdown since its inception was -64.18%, which is greater than IWD's maximum drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for IWF and IWD. For additional features, visit the drawdowns tool.
Volatility
IWF vs. IWD - Volatility Comparison
iShares Russell 1000 Growth ETF (IWF) has a higher volatility of 5.59% compared to iShares Russell 1000 Value ETF (IWD) at 3.72%. This indicates that IWF's price experiences larger fluctuations and is considered to be riskier than IWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.