IWF vs. VOO
Compare and contrast key facts about iShares Russell 1000 Growth ETF (IWF) and Vanguard S&P 500 ETF (VOO).
IWF and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both IWF and VOO 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 VOO.
Performance
IWF vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, IWF achieves a 28.34% return, which is significantly higher than VOO's 24.51% return. Over the past 10 years, IWF has outperformed VOO with an annualized return of 16.21%, while VOO has yielded a comparatively lower 13.12% annualized return.
IWF
28.34%
1.92%
13.33%
35.40%
18.94%
16.21%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| IWF | VOO | |
|---|---|---|
| Sharpe Ratio | 2.13 | 2.64 |
| Sortino Ratio | 2.79 | 3.53 |
| Omega Ratio | 1.39 | 1.49 |
| Calmar Ratio | 2.70 | 3.81 |
| Martin Ratio | 10.64 | 17.34 |
| Ulcer Index | 3.36% | 1.86% |
| Daily Std Dev | 16.76% | 12.20% |
| Max Drawdown | -64.18% | -33.99% |
| Current Drawdown | -2.82% | -2.16% |
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IWF vs. VOO - Expense Ratio Comparison
IWF has a 0.19% expense ratio, which is higher than VOO's 0.03% 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 VOO is 0.95, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
IWF's dividend yield for the trailing twelve months is around 0.52%, less than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IWF vs. VOO - Drawdown Comparison
The maximum IWF drawdown since its inception was -64.18%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IWF and VOO. For additional features, visit the drawdowns tool.
Volatility
IWF vs. VOO - Volatility Comparison
iShares Russell 1000 Growth ETF (IWF) has a higher volatility of 5.59% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that IWF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.