IWP vs. EFG
Compare and contrast key facts about iShares Russell Mid-Cap Growth ETF (IWP) and iShares MSCI EAFE Growth ETF (EFG).
IWP and EFG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWP is a passively managed fund by iShares that tracks the performance of the Russell Midcap Growth Index. It was launched on Jul 17, 2001. EFG is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Growth Index. It was launched on Aug 1, 2005. Both IWP and EFG 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
IWP vs. EFG - Performance Comparison
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IWP vs. EFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWP iShares Russell Mid-Cap Growth ETF | -5.91% | 8.45% | 21.86% | 25.70% | -26.90% | 12.60% | 35.25% | 35.04% | -4.89% | 24.93% |
EFG iShares MSCI EAFE Growth ETF | -0.19% | 20.70% | 1.53% | 17.55% | -23.12% | 11.01% | 17.85% | 27.47% | -12.93% | 28.86% |
Returns By Period
In the year-to-date period, IWP achieves a -5.91% return, which is significantly lower than EFG's -0.19% return. Over the past 10 years, IWP has outperformed EFG with an annualized return of 11.47%, while EFG has yielded a comparatively lower 7.52% annualized return.
IWP
- 1D
- 0.52%
- 1M
- -5.80%
- YTD
- -5.91%
- 6M
- -9.13%
- 1Y
- 9.02%
- 3Y*
- 12.74%
- 5Y*
- 4.89%
- 10Y*
- 11.47%
EFG
- 1D
- 2.09%
- 1M
- -5.61%
- YTD
- -0.19%
- 6M
- 0.40%
- 1Y
- 16.47%
- 3Y*
- 8.73%
- 5Y*
- 3.91%
- 10Y*
- 7.52%
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IWP vs. EFG - Expense Ratio Comparison
IWP has a 0.23% expense ratio, which is lower than EFG's 0.40% expense ratio.
Return for Risk
IWP vs. EFG — Risk / Return Rank
IWP
EFG
IWP vs. EFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Growth ETF (IWP) and iShares MSCI EAFE Growth ETF (EFG). 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.
| IWP | EFG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.86 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.73 | 1.33 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.18 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.30 | -0.63 |
Martin ratioReturn relative to average drawdown | 2.10 | 4.95 | -2.85 |
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
| IWP | EFG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 0.86 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.22 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.43 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.28 | +0.13 |
Correlation
The correlation between IWP and EFG is 0.77, 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
IWP vs. EFG - Dividend Comparison
IWP's dividend yield for the trailing twelve months is around 0.36%, less than EFG's 2.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWP iShares Russell Mid-Cap Growth ETF | 0.36% | 0.37% | 0.40% | 0.54% | 0.77% | 0.30% | 0.38% | 0.59% | 1.02% | 0.78% | 1.16% | 0.98% |
EFG iShares MSCI EAFE Growth ETF | 2.53% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
Drawdowns
IWP vs. EFG - Drawdown Comparison
The maximum IWP drawdown since its inception was -56.92%, roughly equal to the maximum EFG drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for IWP and EFG.
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Drawdown Indicators
| IWP | EFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.92% | -58.40% | +1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -14.79% | -12.78% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -38.62% | -35.78% | -2.84% |
Max Drawdown (10Y)Largest decline over 10 years | -38.62% | -35.78% | -2.84% |
Current DrawdownCurrent decline from peak | -11.22% | -7.85% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -9.71% | -12.23% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 3.36% | +1.40% |
Volatility
IWP vs. EFG - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Growth ETF (IWP) is 7.02%, while iShares MSCI EAFE Growth ETF (EFG) has a volatility of 8.29%. This indicates that IWP experiences smaller price fluctuations and is considered to be less risky than EFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWP | EFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 8.29% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 12.61% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.08% | 19.14% | +3.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 17.88% | +4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.63% | 17.55% | +4.08% |