IWN vs. DES
Compare and contrast key facts about iShares Russell 2000 Value ETF (IWN) and WisdomTree U.S. SmallCap Dividend Fund (DES).
IWN and DES are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWN is a passively managed fund by iShares that tracks the performance of the Russell 2000 Value Index. It was launched on Jul 24, 2000. DES is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree SmallCap Dividend (TR). It was launched on Jun 16, 2006. Both IWN and DES 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: IWN or DES.
Performance
IWN vs. DES - Performance Comparison
Returns By Period
In the year-to-date period, IWN achieves a 13.21% return, which is significantly lower than DES's 14.52% return. Both investments have delivered pretty close results over the past 10 years, with IWN having a 7.78% annualized return and DES not far behind at 7.65%.
IWN
13.21%
1.90%
10.40%
27.83%
9.09%
7.78%
DES
14.52%
2.62%
12.59%
27.21%
8.26%
7.65%
Key characteristics
| IWN | DES | |
|---|---|---|
| Sharpe Ratio | 1.40 | 1.35 |
| Sortino Ratio | 2.09 | 2.07 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 1.55 | 2.89 |
| Martin Ratio | 7.34 | 7.08 |
| Ulcer Index | 4.06% | 3.77% |
| Daily Std Dev | 21.22% | 19.78% |
| Max Drawdown | -61.55% | -65.49% |
| Current Drawdown | -4.00% | -3.23% |
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IWN vs. DES - Expense Ratio Comparison
IWN has a 0.24% expense ratio, which is lower than DES's 0.38% expense ratio.
Correlation
The correlation between IWN and DES is 0.97, 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
IWN vs. DES - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) and WisdomTree U.S. SmallCap Dividend Fund (DES). 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
IWN vs. DES - Dividend Comparison
IWN's dividend yield for the trailing twelve months is around 1.73%, less than DES's 2.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 1.73% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% | 1.88% | 1.77% |
DES WisdomTree U.S. SmallCap Dividend Fund | 2.80% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.55% | 2.68% | 2.44% |
Drawdowns
IWN vs. DES - Drawdown Comparison
The maximum IWN drawdown since its inception was -61.55%, smaller than the maximum DES drawdown of -65.49%. Use the drawdown chart below to compare losses from any high point for IWN and DES. For additional features, visit the drawdowns tool.
Volatility
IWN vs. DES - Volatility Comparison
iShares Russell 2000 Value ETF (IWN) and WisdomTree U.S. SmallCap Dividend Fund (DES) have volatilities of 8.03% and 8.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.