IWN vs. JPSV
Compare and contrast key facts about iShares Russell 2000 Value ETF (IWN) and Jpmorgan Active Small Cap Value ETF (JPSV).
IWN and JPSV 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. JPSV is an actively managed fund by JPMorgan. It was launched on Mar 7, 2023.
Performance
IWN vs. JPSV - Performance Comparison
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IWN vs. JPSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 5.56% | 12.40% | 7.63% | 8.58% |
JPSV Jpmorgan Active Small Cap Value ETF | 1.91% | 0.63% | 8.73% | 9.72% |
Returns By Period
In the year-to-date period, IWN achieves a 5.56% return, which is significantly higher than JPSV's 1.91% return.
IWN
- 1D
- 0.62%
- 1M
- -3.85%
- YTD
- 5.56%
- 6M
- 8.36%
- 1Y
- 28.61%
- 3Y*
- 13.77%
- 5Y*
- 5.38%
- 10Y*
- 9.47%
JPSV
- 1D
- 0.53%
- 1M
- -3.93%
- YTD
- 1.91%
- 6M
- 2.38%
- 1Y
- 7.87%
- 3Y*
- 8.39%
- 5Y*
- —
- 10Y*
- —
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IWN vs. JPSV - Expense Ratio Comparison
IWN has a 0.24% expense ratio, which is lower than JPSV's 0.74% expense ratio.
Return for Risk
IWN vs. JPSV — Risk / Return Rank
IWN
JPSV
IWN vs. JPSV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) and Jpmorgan Active Small Cap Value ETF (JPSV). 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.
| IWN | JPSV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.40 | +0.92 |
Sortino ratioReturn per unit of downside risk | 1.91 | 0.72 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.09 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 0.65 | +1.42 |
Martin ratioReturn relative to average drawdown | 8.21 | 2.04 | +6.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWN | JPSV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.40 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.38 | -0.01 |
Correlation
The correlation between IWN and JPSV is 0.94, 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. JPSV - Dividend Comparison
IWN's dividend yield for the trailing twelve months is around 1.62%, more than JPSV's 1.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 1.62% | 1.70% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% |
JPSV Jpmorgan Active Small Cap Value ETF | 1.39% | 1.42% | 1.21% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IWN vs. JPSV - Drawdown Comparison
The maximum IWN drawdown since its inception was -61.55%, which is greater than JPSV's maximum drawdown of -22.78%. Use the drawdown chart below to compare losses from any high point for IWN and JPSV.
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Drawdown Indicators
| IWN | JPSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.55% | -22.78% | -38.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -12.58% | -1.22% |
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 | -4.81% | -5.95% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -5.88% | -4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 4.04% | -0.56% |
Volatility
IWN vs. JPSV - Volatility Comparison
iShares Russell 2000 Value ETF (IWN) has a higher volatility of 6.16% compared to Jpmorgan Active Small Cap Value ETF (JPSV) at 4.47%. This indicates that IWN's price experiences larger fluctuations and is considered to be riskier than JPSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWN | JPSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 4.47% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 10.76% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.78% | 19.61% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 18.13% | +3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.37% | 18.13% | +5.24% |