IWF vs. WTIU

Last updated Aug 4, 2026

IWF (iShares Russell 1000 Growth ETF) and WTIU (MicroSectors Energy 3X Leveraged ETN) are both exchange-traded funds - IWF is a Large Cap Growth Equities fund tracking the Russell 1000 Growth Index, while WTIU is a Leveraged Equities fund tracking the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). Both are passively managed. Over the past 3 years, IWF returned 21.10%/yr vs -1.04%/yr for WTIU. Their 0.03 correlation means their historical movements had little consistent relationship. IWF charges 0.18%/yr vs 0.95%/yr for WTIU.

Performance

IWF vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Growth ETF (IWF) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IWF achieves a 2.33% return, which is significantly lower than WTIU's 95.37% return.

IWF

• 1D: 2.16%
• 1M: -0.24%
• 6M: 3.60%
• YTD: 2.33%
• 1Y: 12.35%
• 3Y*: 21.10%
• 5Y*: 12.02%
• 10Y*: 17.44%
• ALL TIME*: 8.31%

WTIU

• 1D: -4.60%
• 1M: 39.23%
• 6M: 55.77%
• YTD: 95.37%
• 1Y: 104.76%
• 3Y*: -1.04%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -5.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IWF iShares Russell 1000 Growth ETF	$458.24M	$549.09M	$635.49M
WTIU MicroSectors Energy 3X Leveraged ETN	$1.41M	$930.94K	$851.49K

IWF vs. WTIU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IWF iShares Russell 1000 Growth ETF	2.33%	18.33%	33.12%	27.69%
WTIU MicroSectors Energy 3X Leveraged ETN	95.37%	-17.13%	-29.63%	-28.45%

Correlation

The correlation between IWF and WTIU is -0.26, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.26
Correlation (3Y) Balances recent behavior with more history.	-0.01
Correlation (All Time) Calculated using the full available price history since Feb 15, 2023	0.03

The correlation between IWF and WTIU shifts across timeframes, from -0.26 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

IWF vs. WTIU - Sectors Allocation Comparison

Sectors	IWF	WTIU
Technology	54.2%	-
Communication Services	16.2%	-
Industrials	9.0%	-
Consumer Cyclical	8.3%	-
Healthcare	5.4%	-
Financial Services	4.3%	-
Consumer Defensive	1.2%	-
Energy	0.5%	100.0%
Real Estate	0.4%	-
Utilities	0.3%	-
Basic Materials	0.3%	-

Return for Risk

IWF vs. WTIU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IWF

IWF Risk / Return Rank: 28
IWF Sharpe Ratio Rank: 30
IWF Sortino Ratio Rank: 29
IWF Omega Ratio Rank: 28
IWF Calmar Ratio Rank: 25
IWF Martin Ratio Rank: 27

WTIU

WTIU Risk / Return Rank: 55
WTIU Sharpe Ratio Rank: 63
WTIU Sortino Ratio Rank: 55
WTIU Omega Ratio Rank: 54
WTIU Calmar Ratio Rank: 60
WTIU Martin Ratio Rank: 44

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IWF vs. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IWF	WTIU	Difference
Sharpe ratio: Return per unit of total volatility	0.71	1.51	-0.80
Sortino ratio: Return per unit of downside risk	1.08	1.99	-0.90
Omega ratio: Gain probability vs. loss probability	1.13	1.25	-0.12
Calmar ratio: Return relative to maximum drawdown	0.76	2.19	-1.43
Martin ratio: Return relative to average drawdown	2.27	4.99	-2.72

IWF vs. WTIU - Sharpe Ratio Comparison

The current IWF Sharpe Ratio is 0.71, which is lower than the WTIU Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of IWF and WTIU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IWF vs. WTIU - Drawdown Comparison

The maximum IWF drawdown since its inception was -64.25%, smaller than the maximum WTIU drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for IWF and WTIU.

Drawdown Indicators

	IWF	WTIU	Difference
Max Drawdown Largest peak-to-trough decline	-64.25%	-75.73%	+11.48%
Max Drawdown (1Y) Largest decline over 1 year	-16.27%	-48.11%	+31.84%
Max Drawdown (3Y) Largest decline over 3 years	-23.36%	-75.73%	+52.37%
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	-6.05%	-30.75%	+24.70%
Average Drawdown Average peak-to-trough decline	-21.98%	-39.20%	+17.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.46%	21.07%	-15.61%

Volatility

IWF vs. WTIU - Volatility Comparison

The current volatility for iShares Russell 1000 Growth ETF (IWF) is 6.73%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 22.17%. This indicates that IWF experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWF	WTIU	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.73%	22.17%	-15.44%
Volatility (6M) Calculated over the trailing 6-month period	14.19%	57.97%	-43.78%
Volatility (1Y) Calculated over the trailing 1-year period	17.54%	69.79%	-52.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.73%	70.86%	-49.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.12%	70.86%	-49.74%

IWF vs. WTIU - Expense Ratio Comparison

IWF has a 0.18% expense ratio, which is lower than WTIU's 0.95% expense ratio.

Dividends

IWF vs. WTIU - Dividend Comparison

IWF's dividend yield for the trailing twelve months is around 0.36%, while WTIU has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IWF iShares Russell 1000 Growth ETF	0.36%	0.36%	0.46%	0.67%	0.91%	0.49%	0.66%	0.99%	1.27%	1.10%	1.43%	1.37%
WTIU MicroSectors Energy 3X Leveraged ETN	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

Can I hold both IWF and WTIU in my portfolio?

IWF and WTIU have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IWF or WTIU?

WTIU has higher volatility (22.17%) compared to IWF (6.73%). In terms of maximum drawdown, IWF dropped -64.25% vs WTIU's -75.73%.

Which ETF is better, IWF or WTIU?

On 3-year performance, IWF leads with 21.10% vs -1.04% for WTIU. On fees, IWF is cheaper at 0.18% per year. On volatility, IWF has been the lower-risk option at 6.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IWF or WTIU?

Over the 3-year period, IWF has performed better with a 21.10% return vs -1.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IWF or WTIU?

IWF is cheaper with a 0.18% expense ratio, compared with 0.95% for WTIU.

Which ETF pays a higher dividend yield, IWF or WTIU?

IWF has the higher dividend yield at 0.36%, compared with 0.00% for WTIU.

What is the main difference between IWF and WTIU?

IWF is categorized as Large Cap Growth Equities, while WTIU is Leveraged Equities. IWF tracks Russell 1000 Growth Index, while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: iShares and REX. Their fees differ too: 0.18% for IWF and 0.95% for WTIU.

Which has better risk-adjusted returns?

WTIU currently has the higher Sharpe Ratio (1.51 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.