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IWN vs. IWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWN and IWO is 0.83, 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.


Performance

IWN vs. IWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Value ETF (IWN) and iShares Russell 2000 Growth ETF (IWO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IWN:

-0.04

IWO:

0.14

Sortino Ratio

IWN:

0.11

IWO:

0.43

Omega Ratio

IWN:

1.01

IWO:

1.05

Calmar Ratio

IWN:

-0.03

IWO:

0.14

Martin Ratio

IWN:

-0.10

IWO:

0.44

Ulcer Index

IWN:

9.71%

IWO:

9.85%

Daily Std Dev

IWN:

23.39%

IWO:

25.74%

Max Drawdown

IWN:

-61.55%

IWO:

-60.10%

Current Drawdown

IWN:

-14.31%

IWO:

-16.08%

Returns By Period

In the year-to-date period, IWN achieves a -5.81% return, which is significantly lower than IWO's -4.42% return. Over the past 10 years, IWN has underperformed IWO with an annualized return of 6.20%, while IWO has yielded a comparatively higher 6.80% annualized return.


IWN

YTD

-5.81%

1M

10.04%

6M

-10.14%

1Y

-0.82%

3Y*

4.52%

5Y*

13.23%

10Y*

6.20%

IWO

YTD

-4.42%

1M

14.05%

6M

-7.61%

1Y

3.60%

3Y*

10.07%

5Y*

7.85%

10Y*

6.80%

*Annualized

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iShares Russell 2000 Value ETF

iShares Russell 2000 Growth ETF

IWN vs. IWO - Expense Ratio Comparison

Both IWN and IWO have an expense ratio of 0.24%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

IWN vs. IWO — Risk-Adjusted Performance Rank

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

IWN
The Risk-Adjusted Performance Rank of IWN is 1515
Overall Rank
The Sharpe Ratio Rank of IWN is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of IWN is 1616
Sortino Ratio Rank
The Omega Ratio Rank of IWN is 1616
Omega Ratio Rank
The Calmar Ratio Rank of IWN is 1515
Calmar Ratio Rank
The Martin Ratio Rank of IWN is 1515
Martin Ratio Rank

IWO
The Risk-Adjusted Performance Rank of IWO is 2525
Overall Rank
The Sharpe Ratio Rank of IWO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of IWO is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IWO is 2525
Omega Ratio Rank
The Calmar Ratio Rank of IWO is 2525
Calmar Ratio Rank
The Martin Ratio Rank of IWO is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWN vs. IWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) and iShares Russell 2000 Growth ETF (IWO). 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.


The current IWN Sharpe Ratio is -0.04, which is lower than the IWO Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of IWN and IWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IWN vs. IWO - Dividend Comparison

IWN's dividend yield for the trailing twelve months is around 1.87%, more than IWO's 0.85% yield.


TTM20242023202220212020201920182017201620152014
IWN
iShares Russell 2000 Value ETF
1.87%1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%1.88%
IWO
iShares Russell 2000 Growth ETF
0.85%0.80%0.73%0.75%0.32%0.44%0.71%0.76%0.73%0.97%0.89%0.73%

Drawdowns

IWN vs. IWO - Drawdown Comparison

The maximum IWN drawdown since its inception was -61.55%, roughly equal to the maximum IWO drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for IWN and IWO. For additional features, visit the drawdowns tool.


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Volatility

IWN vs. IWO - Volatility Comparison

The current volatility for iShares Russell 2000 Value ETF (IWN) is 5.15%, while iShares Russell 2000 Growth ETF (IWO) has a volatility of 6.06%. This indicates that IWN experiences smaller price fluctuations and is considered to be less risky than IWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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