IWN vs. OMFS
Compare and contrast key facts about iShares Russell 2000 Value ETF (IWN) and Invesco Russell 2000 Dynamic Multifactor ETF (OMFS).
IWN and OMFS 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. OMFS is a passively managed fund by Invesco that tracks the performance of the Russell 2000 Invesco Dynamic Multifactor Index. It was launched on Nov 8, 2017. Both IWN and OMFS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IWN vs. OMFS - Performance Comparison
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IWN vs. OMFS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 5.56% | 12.40% | 7.63% | 14.56% | -14.77% | 27.96% | 4.66% | 22.01% | -13.01% | 4.04% |
OMFS Invesco Russell 2000 Dynamic Multifactor ETF | 2.46% | 13.34% | 3.98% | 15.12% | -17.29% | 28.60% | 15.02% | 27.12% | -9.01% | 3.71% |
Returns By Period
In the year-to-date period, IWN achieves a 5.56% return, which is significantly higher than OMFS's 2.46% 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%
OMFS
- 1D
- 0.32%
- 1M
- -4.88%
- YTD
- 2.46%
- 6M
- 3.79%
- 1Y
- 20.36%
- 3Y*
- 10.45%
- 5Y*
- 3.96%
- 10Y*
- —
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IWN vs. OMFS - Expense Ratio Comparison
IWN has a 0.24% expense ratio, which is lower than OMFS's 0.39% expense ratio.
Return for Risk
IWN vs. OMFS — Risk / Return Rank
IWN
OMFS
IWN vs. OMFS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) and Invesco Russell 2000 Dynamic Multifactor ETF (OMFS). 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 | OMFS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.96 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.48 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.70 | +0.37 |
Martin ratioReturn relative to average drawdown | 8.21 | 6.28 | +1.93 |
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 | OMFS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.96 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.18 | +0.07 |
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 | 0.36 | +0.01 |
Correlation
The correlation between IWN and OMFS 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. OMFS - Dividend Comparison
IWN's dividend yield for the trailing twelve months is around 1.62%, more than OMFS's 1.01% 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% |
OMFS Invesco Russell 2000 Dynamic Multifactor ETF | 1.01% | 0.80% | 1.87% | 1.27% | 1.84% | 0.66% | 1.07% | 1.29% | 1.50% | 0.34% | 0.00% | 0.00% |
Drawdowns
IWN vs. OMFS - Drawdown Comparison
The maximum IWN drawdown since its inception was -61.55%, which is greater than OMFS's maximum drawdown of -42.50%. Use the drawdown chart below to compare losses from any high point for IWN and OMFS.
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Drawdown Indicators
| IWN | OMFS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.55% | -42.50% | -19.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -12.23% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -29.22% | +2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -46.08% | — | — |
Current DrawdownCurrent decline from peak | -4.81% | -6.09% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -10.68% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.31% | +0.17% |
Volatility
IWN vs. OMFS - Volatility Comparison
iShares Russell 2000 Value ETF (IWN) and Invesco Russell 2000 Dynamic Multifactor ETF (OMFS) have volatilities of 6.16% and 6.39%, 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.
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Volatility by Period
| IWN | OMFS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 6.39% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 13.57% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.78% | 21.32% | +0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 21.60% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.37% | 24.44% | -1.07% |