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IWN vs. IWR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWN vs. IWR - Performance Comparison

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

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IWN vs. IWR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWN
iShares Russell 2000 Value ETF
4.91%12.40%7.63%14.56%-14.77%27.96%4.66%22.01%-13.01%7.69%
IWR
iShares Russell Midcap ETF
1.27%10.37%15.21%17.05%-17.48%22.44%16.93%30.23%-9.10%18.25%

Returns By Period

In the year-to-date period, IWN achieves a 4.91% return, which is significantly higher than IWR's 1.27% return. Over the past 10 years, IWN has underperformed IWR with an annualized return of 9.40%, while IWR has yielded a comparatively higher 10.69% annualized return.


IWN

1D
2.58%
1M
-3.76%
YTD
4.91%
6M
8.14%
1Y
27.81%
3Y*
13.54%
5Y*
5.25%
10Y*
9.40%

IWR

1D
2.63%
1M
-5.34%
YTD
1.27%
6M
1.38%
1Y
15.79%
3Y*
13.14%
5Y*
6.77%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWN vs. IWR - Expense Ratio Comparison

IWN has a 0.24% expense ratio, which is higher than IWR's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IWN vs. IWR — Risk / Return Rank

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

IWN
IWN Risk / Return Rank: 7575
Overall Rank
IWN Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IWN Sortino Ratio Rank: 7777
Sortino Ratio Rank
IWN Omega Ratio Rank: 7070
Omega Ratio Rank
IWN Calmar Ratio Rank: 7878
Calmar Ratio Rank
IWN Martin Ratio Rank: 7878
Martin Ratio Rank

IWR
IWR Risk / Return Rank: 5252
Overall Rank
IWR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 5050
Sortino Ratio Rank
IWR Omega Ratio Rank: 5050
Omega Ratio Rank
IWR Calmar Ratio Rank: 5252
Calmar Ratio Rank
IWR Martin Ratio Rank: 6060
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.

IWN vs. IWR - Risk-Adjusted Trends Comparison

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


IWNIWRDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.83

+0.45

Sortino ratio

Return per unit of downside risk

1.86

1.28

+0.58

Omega ratio

Gain probability vs. loss probability

1.25

1.18

+0.07

Calmar ratio

Return relative to maximum drawdown

2.00

1.22

+0.78

Martin ratio

Return relative to average drawdown

7.95

5.67

+2.28

IWN vs. IWR - Sharpe Ratio Comparison

The current IWN Sharpe Ratio is 1.28, which is higher than the IWR Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IWN and IWR, 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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Sharpe Ratios by Period


IWNIWRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.83

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.37

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.55

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.47

-0.10

Correlation

The correlation between IWN and IWR is 0.89, 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.


Dividends

IWN vs. IWR - Dividend Comparison

IWN's dividend yield for the trailing twelve months is around 1.63%, more than IWR's 1.28% yield.


TTM20252024202320222021202020192018201720162015
IWN
iShares Russell 2000 Value ETF
1.63%1.70%1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%
IWR
iShares Russell Midcap ETF
1.28%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%

Drawdowns

IWN vs. IWR - Drawdown Comparison

The maximum IWN drawdown since its inception was -61.55%, roughly equal to the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for IWN and IWR.


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Drawdown Indicators


IWNIWRDifference

Max Drawdown

Largest peak-to-trough decline

-61.55%

-58.78%

-2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-13.38%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

-26.18%

-0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-46.08%

-40.59%

-5.49%

Current Drawdown

Current decline from peak

-5.39%

-5.75%

+0.36%

Average Drawdown

Average peak-to-trough decline

-10.22%

-7.85%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.89%

+0.58%

Volatility

IWN vs. IWR - Volatility Comparison

iShares Russell 2000 Value ETF (IWN) has a higher volatility of 6.25% compared to iShares Russell Midcap ETF (IWR) at 5.53%. This indicates that IWN's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWNIWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

5.53%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

10.46%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.78%

19.07%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

18.25%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

19.35%

+4.02%