PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IWF vs. MEME
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWF vs. MEME

Last updated Jun 4, 2026

IWF (iShares Russell 1000 Growth ETF) and MEME (Roundhill Meme Stock ETF) are both Large Cap Growth Equities funds. IWF is passively managed, while MEME is actively managed. A 0.53 correlation means they provide meaningful diversification when combined. IWF charges 0.18%/yr vs 0.69%/yr for MEME.

Performance

IWF vs. MEME - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IWF achieves a 7.11% return, which is significantly lower than MEME's 79.03% return.

IWF

1D
-1.29%
1M
5.68%
YTD
7.11%
6M
6.51%
1Y
25.60%
3Y*
24.80%
5Y*
15.24%
10Y*
18.49%

MEME

1D
-5.29%
1M
25.28%
YTD
79.03%
6M
68.18%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWF vs. MEME - Yearly Performance Comparison

2026 (YTD)2025
IWF
iShares Russell 1000 Growth ETF		7.11%-0.25%
MEME
Roundhill Meme Stock ETF		79.03%-36.83%

Correlation

The correlation between IWF and MEME is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 9, 2025

0.53

IWF vs. MEME - Sectors Allocation Comparison

Sectors
IWF
MEME

Technology

53.2%
58.8%

Consumer Cyclical

12.7%

-

Communication Services

12.3%
5.5%

Healthcare

7.0%
5.4%

Industrials

5.0%
29.9%

Financial Services

4.9%
5.7%

Consumer Defensive

2.5%

-

Utilities

1.1%
10.7%

Real Estate

0.4%

-

Energy

0.4%
4.8%

Basic Materials

0.3%
4.6%

Technology

IWF
53.2%
MEME
58.8%

Consumer Cyclical

IWF
12.7%
MEME

-

Communication Services

IWF
12.3%
MEME
5.5%

Healthcare

IWF
7.0%
MEME
5.4%

Industrials

IWF
5.0%
MEME
29.9%

Financial Services

IWF
4.9%
MEME
5.7%

Consumer Defensive

IWF
2.5%
MEME

-

Utilities

IWF
1.1%
MEME
10.7%

Real Estate

IWF
0.4%
MEME

-

Energy

IWF
0.4%
MEME
4.8%

Basic Materials

IWF
0.3%
MEME
4.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Russell 1000 Growth ETF

Roundhill Meme Stock ETF

Often compared with IWF:
IWF vs. IWDIWF vs. VUGIWF vs. SPYIWF vs. VOOIWF vs. IWMIWF vs. VONGIWF vs. IWY
Often compared with MEME:
MEME vs. AFLGMEME vs. ANEWMEME vs. URAMEME vs. BCHPMEME vs. TMFCMEME vs. QQQMMEME vs. BELT

Return for Risk

IWF vs. MEME — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWF
IWF Risk / Return Rank: 4040
Overall Rank
IWF Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 4545
Sortino Ratio Rank
IWF Omega Ratio Rank: 4444
Omega Ratio Rank
IWF Calmar Ratio Rank: 3131
Calmar Ratio Rank
IWF Martin Ratio Rank: 3434
Martin Ratio Rank
MEME
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWF vs. MEME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and Roundhill Meme Stock ETF (MEME). 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.

IWFMEMEDifference
Sharpe ratioReturn per unit of total volatility
1.67

—

—

Sortino ratioReturn per unit of downside risk
2.29

—

—

Omega ratioGain probability vs. loss probability

1.29

—

—

Calmar ratioReturn relative to maximum drawdown

1.58

—

—

Martin ratioReturn relative to average drawdown

5.28

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWF vs. MEME - Sharpe Ratio Comparison

Loading charts...

Sharpe Ratios by Period

IWFMEMEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.28

+0.11

Drawdowns

IWF vs. MEME - Drawdown Comparison

The maximum IWF drawdown since its inception was -64.25%, which is greater than MEME's maximum drawdown of -48.78%. Use the drawdown chart below to compare losses from any high point for IWF and MEME.

Loading charts...

Drawdown Indicators

IWFMEMEDifference

Max Drawdown

Largest peak-to-trough decline

-64.25%

-48.78%

-15.47%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

—

—

Current Drawdown

Current decline from peak

-1.66%

-5.93%

+4.27%

Average Drawdown

Average peak-to-trough decline

-22.08%

-29.90%

+7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

—

—

Volatility

IWF vs. MEME - Volatility Comparison

Loading charts...

Volatility by Period

IWFMEMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

74.19%

-58.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.40%

74.19%

-52.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

74.19%

-53.22%

IWF vs. MEME - Expense Ratio Comparison

IWF has a 0.18% expense ratio, which is lower than MEME's 0.69% expense ratio.

Dividends

IWF vs. MEME - Dividend Comparison

IWF's dividend yield for the trailing twelve months is around 0.33%, while MEME has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IWF
iShares Russell 1000 Growth ETF		0.33%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%
MEME
Roundhill Meme Stock ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IWF and MEME have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWF is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWF is cheaper with a 0.18% expense ratio, compared with 0.69% for MEME.

IWF has the higher dividend yield at 0.33%, compared with 0.00% for MEME.

They also come from different issuers: iShares and Roundhill. Their fees differ too: 0.18% for IWF and 0.69% for MEME.

Portfolio Optimizer

Find the right allocation for IWF and MEME

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer