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IWF vs. IWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWF and IWD is 0.92, 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.


Performance

IWF vs. IWD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IWF:

0.58

IWD:

0.41

Sortino Ratio

IWF:

1.01

IWD:

0.67

Omega Ratio

IWF:

1.14

IWD:

1.09

Calmar Ratio

IWF:

0.66

IWD:

0.42

Martin Ratio

IWF:

2.17

IWD:

1.48

Ulcer Index

IWF:

7.06%

IWD:

4.41%

Daily Std Dev

IWF:

25.22%

IWD:

16.55%

Max Drawdown

IWF:

-64.18%

IWD:

-60.10%

Current Drawdown

IWF:

-5.87%

IWD:

-5.42%

Returns By Period

In the year-to-date period, IWF achieves a -1.90% return, which is significantly lower than IWD's 1.54% return. Over the past 10 years, IWF has outperformed IWD with an annualized return of 15.57%, while IWD has yielded a comparatively lower 8.25% annualized return.


IWF

YTD

-1.90%

1M

18.34%

6M

0.41%

1Y

14.45%

3Y*

21.62%

5Y*

17.62%

10Y*

15.57%

IWD

YTD

1.54%

1M

8.26%

6M

-2.56%

1Y

6.74%

3Y*

9.46%

5Y*

13.61%

10Y*

8.25%

*Annualized

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iShares Russell 1000 Growth ETF

iShares Russell 1000 Value ETF

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%.


Risk-Adjusted Performance

IWF vs. IWD — Risk-Adjusted Performance Rank

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

IWF
The Risk-Adjusted Performance Rank of IWF is 6060
Overall Rank
The Sharpe Ratio Rank of IWF is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of IWF is 6060
Sortino Ratio Rank
The Omega Ratio Rank of IWF is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IWF is 6565
Calmar Ratio Rank
The Martin Ratio Rank of IWF is 5858
Martin Ratio Rank

IWD
The Risk-Adjusted Performance Rank of IWD is 4242
Overall Rank
The Sharpe Ratio Rank of IWD is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of IWD is 3838
Sortino Ratio Rank
The Omega Ratio Rank of IWD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of IWD is 4848
Calmar Ratio Rank
The Martin Ratio Rank of IWD is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current IWF Sharpe Ratio is 0.58, which is higher than the IWD Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of IWF and IWD, 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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Dividends

IWF vs. IWD - Dividend Comparison

IWF's dividend yield for the trailing twelve months is around 0.46%, less than IWD's 1.87% yield.


TTM20242023202220212020201920182017201620152014
IWF
iShares Russell 1000 Growth ETF
0.46%0.46%0.67%0.91%0.50%0.66%0.99%1.27%1.10%1.43%1.37%1.33%
IWD
iShares Russell 1000 Value ETF
1.87%1.88%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%2.00%

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.


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Volatility

IWF vs. IWD - Volatility Comparison

iShares Russell 1000 Growth ETF (IWF) has a higher volatility of 6.08% compared to iShares Russell 1000 Value ETF (IWD) at 4.08%. 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.


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