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

Correlation

The correlation between IWO and SCHD is 0.72, 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.


-0.50.00.51.00.7

Performance

IWO vs. SCHD - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.85%
5.43%
IWO
SCHD

Key characteristics

Sharpe Ratio

IWO:

1.13

SCHD:

1.38

Sortino Ratio

IWO:

1.65

SCHD:

2.01

Omega Ratio

IWO:

1.20

SCHD:

1.24

Calmar Ratio

IWO:

0.88

SCHD:

1.98

Martin Ratio

IWO:

5.48

SCHD:

5.61

Ulcer Index

IWO:

4.39%

SCHD:

2.81%

Daily Std Dev

IWO:

21.30%

SCHD:

11.38%

Max Drawdown

IWO:

-60.10%

SCHD:

-33.37%

Current Drawdown

IWO:

-10.12%

SCHD:

-4.33%

Returns By Period

The year-to-date returns for both investments are quite close, with IWO having a 2.38% return and SCHD slightly higher at 2.45%. Over the past 10 years, IWO has underperformed SCHD with an annualized return of 8.65%, while SCHD has yielded a comparatively higher 11.33% annualized return.


IWO

YTD

2.38%

1M

2.35%

6M

6.85%

1Y

22.27%

5Y*

6.56%

10Y*

8.65%

SCHD

YTD

2.45%

1M

3.36%

6M

5.43%

1Y

15.05%

5Y*

11.13%

10Y*

11.33%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IWO vs. SCHD - Expense Ratio Comparison

IWO has a 0.24% expense ratio, which is higher than SCHD's 0.06% 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%.


IWO
iShares Russell 2000 Growth ETF
Expense ratio chart for IWO: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

IWO vs. SCHD — Risk-Adjusted Performance Rank

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

IWO
The Risk-Adjusted Performance Rank of IWO is 4242
Overall Rank
The Sharpe Ratio Rank of IWO is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of IWO is 4242
Sortino Ratio Rank
The Omega Ratio Rank of IWO is 4040
Omega Ratio Rank
The Calmar Ratio Rank of IWO is 3838
Calmar Ratio Rank
The Martin Ratio Rank of IWO is 4949
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 5555
Overall Rank
The Sharpe Ratio Rank of SCHD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 5151
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.

IWO vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Growth ETF (IWO) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for IWO, currently valued at 1.13, compared to the broader market0.002.004.001.131.38
The chart of Sortino ratio for IWO, currently valued at 1.65, compared to the broader market0.005.0010.001.652.01
The chart of Omega ratio for IWO, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.24
The chart of Calmar ratio for IWO, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.881.98
The chart of Martin ratio for IWO, currently valued at 5.48, compared to the broader market0.0020.0040.0060.0080.00100.005.485.61
IWO
SCHD

The current IWO Sharpe Ratio is 1.13, which is comparable to the SCHD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IWO and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.13
1.38
IWO
SCHD

Dividends

IWO vs. SCHD - Dividend Comparison

IWO's dividend yield for the trailing twelve months is around 0.78%, less than SCHD's 3.55% yield.


TTM20242023202220212020201920182017201620152014
IWO
iShares Russell 2000 Growth ETF
0.78%0.80%0.73%0.75%0.32%0.44%0.71%0.76%0.73%0.97%0.89%0.73%
SCHD
Schwab US Dividend Equity ETF
3.55%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

IWO vs. SCHD - Drawdown Comparison

The maximum IWO drawdown since its inception was -60.10%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IWO and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.12%
-4.33%
IWO
SCHD

Volatility

IWO vs. SCHD - Volatility Comparison

iShares Russell 2000 Growth ETF (IWO) has a higher volatility of 6.66% compared to Schwab US Dividend Equity ETF (SCHD) at 4.15%. This indicates that IWO's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.66%
4.15%
IWO
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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