IWN vs. PG
IWN (iShares Russell 2000 Value ETF) is Small Cap Value Equities fund tracking the Russell 2000 Value Index, while PG (The Procter & Gamble Company) is a stock. Over the past 10 years, IWN returned 10.05%/yr vs 8.64%/yr for PG. At a 0.34 correlation, their price movements are largely independent.
Performance
IWN vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, IWN achieves a 16.90% return, which is significantly higher than PG's 2.74% return. Over the past 10 years, IWN has outperformed PG with an annualized return of 10.05%, while PG has yielded a comparatively lower 8.64% annualized return.
IWN
- 1D
- 0.86%
- 1M
- -0.18%
- YTD
- 16.90%
- 6M
- 16.09%
- 1Y
- 39.09%
- 3Y*
- 16.65%
- 5Y*
- 6.08%
- 10Y*
- 10.05%
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
IWN vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 16.90% | 12.40% | 7.63% | 14.56% | -14.77% | 27.96% | 4.66% | 22.01% | -13.01% | 7.69% |
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between IWN and PG is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.34 |
The correlation between IWN and PG shifts across timeframes, from 0.13 (3 years) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWN vs. PG — Risk / Return Rank
IWN
PG
IWN vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.67 | ||
| Sortino ratioReturn per unit of downside risk | +3.65 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.94 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | -0.58 | +5.23 |
| Martin ratioReturn relative to average drawdown | 15.56 | -1.04 | +16.60 |
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 | PG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | -0.48 | +2.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.23 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.46 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.07 |
Drawdowns
IWN vs. PG - Drawdown Comparison
The maximum IWN drawdown since its inception was -61.55%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for IWN and PG.
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Drawdown Indicators
| IWN | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.55% | -54.25% | -7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -15.52% | +7.07% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -21.15% | -5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -23.77% | -2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -46.08% | -23.77% | -22.31% |
Current DrawdownCurrent decline from peak | -1.91% | -15.91% | +14.00% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -12.16% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 8.93% | -6.41% |
Volatility
IWN vs. PG - Volatility Comparison
The current volatility for iShares Russell 2000 Value ETF (IWN) is 5.31%, while The Procter & Gamble Company (PG) has a volatility of 7.01%. This indicates that IWN experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWN | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 7.01% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.13% | 15.32% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 18.65% | -0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.47% | 17.79% | +3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 19.05% | +4.36% |
Dividends
IWN vs. PG - Dividend Comparison
IWN's dividend yield for the trailing twelve months is around 1.46%, less than PG's 2.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 1.46% | 1.70% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
IWN and PG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (7.01%) compared to IWN (5.31%). In terms of maximum drawdown, IWN dropped -61.55% vs PG's -54.25%.
IWN currently has the higher Sharpe Ratio (2.19 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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