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IWFH vs. ASMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWFH vs. ASMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Virtual Work and Life Multisector ETF (IWFH) and ASML Holding NV ADR Hedged ETF (ASMH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IWFH

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ASMH

1D
1.53%
1M
25.24%
YTD
63.99%
6M
53.18%
1Y
130.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWFH vs. ASMH - Yearly Performance Comparison


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Return for Risk

IWFH vs. ASMH — Risk / Return Rank

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

IWFH

ASMH
ASMH Risk / Return Rank: 8888
Overall Rank
ASMH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ASMH Sortino Ratio Rank: 8585
Sortino Ratio Rank
ASMH Omega Ratio Rank: 7979
Omega Ratio Rank
ASMH Calmar Ratio Rank: 9595
Calmar Ratio Rank
ASMH Martin Ratio Rank: 9090
Martin Ratio Rank
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.

IWFH vs. ASMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Virtual Work and Life Multisector ETF (IWFH) and ASML Holding NV ADR Hedged ETF (ASMH). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IWFH vs. ASMH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IWFHASMHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.36

Sharpe Ratio (All Time)

Calculated using the full available price history

3.59

Drawdowns

IWFH vs. ASMH - Drawdown Comparison


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Drawdown Indicators


IWFHASMHDifference

Max Drawdown

Largest peak-to-trough decline

-15.89%

Max Drawdown (1Y)

Largest decline over 1 year

-15.89%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.14%

Volatility

IWFH vs. ASMH - Volatility Comparison


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Volatility by Period


IWFHASMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.84%

Volatility (6M)

Calculated over the trailing 6-month period

30.43%

Volatility (1Y)

Calculated over the trailing 1-year period

38.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.32%

IWFH vs. ASMH - Expense Ratio Comparison

IWFH has a 0.47% expense ratio, which is higher than ASMH's 0.19% expense ratio.


Dividends

IWFH vs. ASMH - Dividend Comparison

IWFH has not paid dividends to shareholders, while ASMH's dividend yield for the trailing twelve months is around 0.99%.


PositionTTM202520242023202220212020
ASMH
ASML Holding NV ADR Hedged ETF
0.99%0.19%0.00%0.00%0.00%0.00%0.00%
IWFH
iShares Virtual Work and Life Multisector ETF
0.00%0.00%0.05%1.83%0.31%0.00%0.18%

Frequently Asked Questions


On fees, ASMH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ASMH is cheaper with a 0.19% expense ratio, compared with 0.47% for IWFH.

ASMH has the higher dividend yield at 0.99%, compared with 0.00% for IWFH.

IWFH tracks NYSE FactSet Global Virtual Work and Life Index, while ASMH tracks ASML Holding NV Sponsored ADR. They also come from different issuers: iShares and Precidian Funds. Their fees differ too: 0.47% for IWFH and 0.19% for ASMH.

Portfolio Optimizer

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