IWF vs. IWM
Compare and contrast key facts about iShares Russell 1000 Growth ETF (IWF) and iShares Russell 2000 ETF (IWM).
IWF and IWM 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. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000. Both IWF and IWM 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 IWM.
Performance
IWF vs. IWM - Performance Comparison
Returns By Period
In the year-to-date period, IWF achieves a 28.34% return, which is significantly higher than IWM's 14.83% return. Over the past 10 years, IWF has outperformed IWM with an annualized return of 16.21%, while IWM has yielded a comparatively lower 8.43% annualized return.
IWF
28.34%
1.92%
13.33%
35.40%
18.94%
16.21%
IWM
14.83%
0.77%
10.49%
31.53%
8.96%
8.43%
Key characteristics
| IWF | IWM | |
|---|---|---|
| Sharpe Ratio | 2.13 | 1.40 |
| Sortino Ratio | 2.79 | 2.05 |
| Omega Ratio | 1.39 | 1.24 |
| Calmar Ratio | 2.70 | 1.16 |
| Martin Ratio | 10.64 | 7.77 |
| Ulcer Index | 3.36% | 3.78% |
| Daily Std Dev | 16.76% | 21.07% |
| Max Drawdown | -64.18% | -59.05% |
| Current Drawdown | -2.82% | -5.47% |
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IWF vs. IWM - Expense Ratio Comparison
Both IWF and IWM 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 IWM 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. IWM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and iShares Russell 2000 ETF (IWM). 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. IWM - Dividend Comparison
IWF's dividend yield for the trailing twelve months is around 0.52%, less than IWM's 1.12% 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% |
IWM iShares Russell 2000 ETF | 1.12% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
IWF vs. IWM - Drawdown Comparison
The maximum IWF drawdown since its inception was -64.18%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IWF and IWM. For additional features, visit the drawdowns tool.
Volatility
IWF vs. IWM - Volatility Comparison
The current volatility for iShares Russell 1000 Growth ETF (IWF) is 5.59%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.67%. This indicates that IWF experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.