IWN vs. BSVO
IWN (iShares Russell 2000 Value ETF) and BSVO (EA Bridgeway Omni Small-Cap Value ETF) are both Small Cap Value Equities funds. IWN is passively managed, while BSVO is actively managed. Over the past 3 years, IWN returned 15.76%/yr vs 16.19%/yr for BSVO. Their 0.95 correlation means they have historically moved very closely together. IWN charges 0.24%/yr vs 0.47%/yr for BSVO.
Performance
IWN vs. BSVO - Performance Comparison
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Returns By Period
In the year-to-date period, IWN achieves a 22.87% return, which is significantly lower than BSVO's 25.63% return.
IWN
- 1D
- -0.25%
- 1M
- -0.04%
- 6M
- 14.84%
- YTD
- 22.87%
- 1Y
- 43.20%
- 3Y*
- 15.76%
- 5Y*
- 8.77%
- 10Y*
- 10.28%
- ALL TIME*
- 9.49%
BSVO
- 1D
- -0.25%
- 1M
- 1.52%
- 6M
- 16.16%
- YTD
- 25.63%
- 1Y
- 47.58%
- 3Y*
- 16.19%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.33M | $3.94M | $4.08M | |
| $142.85M | $119.46M | $143.70M |
IWN vs. BSVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 22.87% | 12.40% | 7.63% | 15.08% |
BSVO EA Bridgeway Omni Small-Cap Value ETF | 25.63% | 9.21% | 4.68% | 21.95% |
Correlation
The correlation between IWN and BSVO is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2023 | 0.95 |
The correlation between IWN and BSVO has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
IWN vs. BSVO - Sectors Allocation Comparison
Sectors
IWN
BSVO
Financial Services
Industrials
Real Estate
Healthcare
Consumer Cyclical
Technology
Energy
Utilities
-
Basic Materials
Consumer Defensive
Communication Services
Financial Services
IWN
BSVO
Industrials
IWN
BSVO
Real Estate
IWN
BSVO
Healthcare
IWN
BSVO
Consumer Cyclical
IWN
BSVO
Technology
IWN
BSVO
Energy
IWN
BSVO
Utilities
IWN
BSVO
-
Basic Materials
IWN
BSVO
Consumer Defensive
IWN
BSVO
Communication Services
IWN
BSVO
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Return for Risk
IWN vs. BSVO — Risk / Return Rank
IWN
BSVO
IWN vs. BSVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). 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.
| IWN | BSVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.79 | 5.31 | -0.52 |
| Martin ratioReturn relative to average drawdown | 17.22 | 16.42 | +0.80 |
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Drawdowns
IWN vs. BSVO - Drawdown Comparison
The maximum IWN drawdown since its inception was -61.55%, which is greater than BSVO's maximum drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for IWN and BSVO.
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Drawdown Indicators
| IWN | BSVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.55% | -28.67% | -32.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -8.31% | -0.14% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -28.67% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.08% | — | — |
Current DrawdownCurrent decline from peak | -1.31% | -1.45% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -10.10% | -5.50% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.69% | -0.34% |
Volatility
IWN vs. BSVO - Volatility Comparison
The current volatility for iShares Russell 2000 Value ETF (IWN) is 3.21%, while EA Bridgeway Omni Small-Cap Value ETF (BSVO) has a volatility of 3.60%. This indicates that IWN experiences smaller price fluctuations and is considered to be less risky than BSVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWN | BSVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.21% | 3.60% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 11.48% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 18.09% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.22% | 21.41% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 21.41% | +1.92% |
IWN vs. BSVO - Expense Ratio Comparison
IWN has a 0.24% expense ratio, which is lower than BSVO's 0.47% expense ratio.
Dividends
IWN vs. BSVO - Dividend Comparison
IWN's dividend yield for the trailing twelve months is around 1.44%, more than BSVO's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSVO EA Bridgeway Omni Small-Cap Value ETF | 1.21% | 1.52% | 1.61% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWN iShares Russell 2000 Value ETF | 1.44% | 1.70% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% |
Frequently Asked Questions
With a correlation of 0.92, IWN and BSVO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BSVO has higher volatility (3.60%) compared to IWN (3.21%). In terms of maximum drawdown, IWN dropped -61.55% vs BSVO's -28.67%.
On 3-year performance, BSVO leads with 16.19% vs 15.76% for IWN. On fees, IWN is cheaper at 0.24% per year. On volatility, IWN has been the lower-risk option at 3.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, BSVO has performed better with a 16.19% return vs 15.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IWN is cheaper with a 0.24% expense ratio, compared with 0.47% for BSVO.
IWN has the higher dividend yield at 1.44%, compared with 1.21% for BSVO.
They also come from different issuers: iShares and Bridgeway. Their fees differ too: 0.24% for IWN and 0.47% for BSVO.
BSVO currently has the higher Sharpe Ratio (2.45 vs 2.33), 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.
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