IWLG vs. BBHL

Last updated Jun 24, 2026

IWLG (NYLI Winslow Large Cap Growth ETF) and BBHL (BBH Select Large Cap ETF) are both Large Cap Growth Equities funds. IWLG is actively managed, while BBHL is passively managed. Their correlation of 0.82 suggests significant overlap in exposure. IWLG charges 0.50%/yr vs 0.71%/yr for BBHL.

Performance

IWLG vs. BBHL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI Winslow Large Cap Growth ETF (IWLG) and BBH Select Large Cap ETF (BBHL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IWLG achieves a 1.51% return, which is significantly lower than BBHL's 4.47% return.

IWLG

• 1D: -2.76%
• 1M: -1.50%
• YTD: 1.51%
• 6M: 0.20%
• 1Y: 10.89%
• 3Y*: 21.19%
• 5Y*: —
• 10Y*: —

BBHL

• 1D: -1.12%
• 1M: -0.06%
• YTD: 4.47%
• 6M: 4.12%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IWLG vs. BBHL - Yearly Performance Comparison

	2026 (YTD)	2025
IWLG NYLI Winslow Large Cap Growth ETF	1.51%	0.04%
BBHL BBH Select Large Cap ETF	4.47%	1.70%

Correlation

The correlation between IWLG and BBHL is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025	0.82

Return for Risk

IWLG vs. BBHL — Risk / Return Rank

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

IWLG

IWLG Risk / Return Rank: 18
IWLG Sharpe Ratio Rank: 19
IWLG Sortino Ratio Rank: 18
IWLG Omega Ratio Rank: 18
IWLG Calmar Ratio Rank: 16
IWLG Martin Ratio Rank: 17

BBHL

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

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.

IWLG vs. BBHL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI Winslow Large Cap Growth ETF (IWLG) and BBH Select Large Cap ETF (BBHL). 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.

	IWLG	BBHL	Difference
Sharpe ratio: Return per unit of total volatility	0.62	—	—
Sortino ratio: Return per unit of downside risk	0.94	—	—
Omega ratio: Gain probability vs. loss probability	1.12	—	—
Calmar ratio: Return relative to maximum drawdown	0.56	—	—
Martin ratio: Return relative to average drawdown	1.69	—	—

Drawdowns

IWLG vs. BBHL - Drawdown Comparison

The maximum IWLG drawdown since its inception was -23.19%, which is greater than BBHL's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for IWLG and BBHL.

Drawdown Indicators

	IWLG	BBHL	Difference
Max Drawdown Largest peak-to-trough decline	-23.19%	-11.99%	-11.20%
Max Drawdown (1Y) Largest decline over 1 year	-19.45%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.19%	—	—
Current Drawdown Current decline from peak	-5.20%	-2.41%	-2.79%
Average Drawdown Average peak-to-trough decline	-4.56%	-2.87%	-1.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.46%	—	—

Volatility

Volatility by Period

	IWLG	BBHL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.68%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.00%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.66%	13.16%	+4.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.14%	13.16%	+7.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.14%	13.16%	+7.98%

IWLG vs. BBHL - Expense Ratio Comparison

IWLG has a 0.50% expense ratio, which is lower than BBHL's 0.71% expense ratio.

Dividends

IWLG vs. BBHL - Dividend Comparison

Neither IWLG nor BBHL has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
BBHL BBH Select Large Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%
IWLG NYLI Winslow Large Cap Growth ETF	0.00%	0.00%	1.34%	0.01%	0.05%

Frequently Asked Questions

Can I hold both IWLG and BBHL in my portfolio?

IWLG and BBHL have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IWLG or BBHL?

On fees, IWLG is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IWLG or BBHL?

IWLG is cheaper with a 0.50% expense ratio, compared with 0.71% for BBHL.

Which ETF pays a higher dividend yield, IWLG or BBHL?

IWLG and BBHL have nearly identical dividend yields, around 0.00%.

What is the main difference between IWLG and BBHL?

They also come from different issuers: NYLI and BBH. Their fees differ too: 0.50% for IWLG and 0.71% for BBHL.