IWP vs. EFG
Compare and contrast key facts about iShares Russell Midcap 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWP or EFG.
Performance
IWP vs. EFG - Performance Comparison
Returns By Period
In the year-to-date period, IWP achieves a 23.08% return, which is significantly higher than EFG's 1.93% return. Over the past 10 years, IWP has outperformed EFG with an annualized return of 11.59%, while EFG has yielded a comparatively lower 5.38% annualized return.
IWP
23.08%
5.13%
14.66%
36.80%
12.17%
11.59%
EFG
1.93%
-6.86%
-5.73%
8.83%
4.43%
5.38%
Key characteristics
| IWP | EFG | |
|---|---|---|
| Sharpe Ratio | 2.37 | 0.69 |
| Sortino Ratio | 3.21 | 1.07 |
| Omega Ratio | 1.41 | 1.13 |
| Calmar Ratio | 1.60 | 0.55 |
| Martin Ratio | 12.40 | 3.06 |
| Ulcer Index | 2.92% | 3.28% |
| Daily Std Dev | 15.30% | 14.46% |
| Max Drawdown | -56.92% | -58.41% |
| Current Drawdown | -3.00% | -10.18% |
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IWP vs. EFG - Expense Ratio Comparison
IWP has a 0.24% expense ratio, which is lower than EFG's 0.40% expense ratio.
Correlation
The correlation between IWP and EFG is 0.78, 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.
Risk-Adjusted Performance
IWP vs. EFG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap 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.
Dividends
IWP vs. EFG - Dividend Comparison
IWP's dividend yield for the trailing twelve months is around 0.42%, less than EFG's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWP iShares Russell Midcap Growth ETF | 0.42% | 0.54% | 0.77% | 0.30% | 0.38% | 0.60% | 1.02% | 0.78% | 1.47% | 0.98% | 1.03% | 0.79% |
EFG iShares MSCI EAFE Growth ETF | 1.58% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
Drawdowns
IWP vs. EFG - Drawdown Comparison
The maximum IWP drawdown since its inception was -56.92%, roughly equal to the maximum EFG drawdown of -58.41%. Use the drawdown chart below to compare losses from any high point for IWP and EFG. For additional features, visit the drawdowns tool.
Volatility
IWP vs. EFG - Volatility Comparison
iShares Russell Midcap Growth ETF (IWP) has a higher volatility of 5.62% compared to iShares MSCI EAFE Growth ETF (EFG) at 4.20%. This indicates that IWP's price experiences larger fluctuations and is considered to be riskier than EFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.