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IWP vs. ILCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWP and ILCG is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

IWP vs. ILCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Midcap Growth ETF (IWP) and iShares Morningstar Growth ETF (ILCG). The values are adjusted to include any dividend payments, if applicable.

550.00%600.00%650.00%700.00%750.00%800.00%NovemberDecember2025FebruaryMarchApril
643.83%
713.42%
IWP
ILCG

Key characteristics

Sharpe Ratio

IWP:

0.45

ILCG:

0.56

Sortino Ratio

IWP:

0.79

ILCG:

0.93

Omega Ratio

IWP:

1.11

ILCG:

1.13

Calmar Ratio

IWP:

0.44

ILCG:

0.61

Martin Ratio

IWP:

1.52

ILCG:

2.12

Ulcer Index

IWP:

7.26%

ILCG:

6.59%

Daily Std Dev

IWP:

24.46%

ILCG:

25.17%

Max Drawdown

IWP:

-56.92%

ILCG:

-52.98%

Current Drawdown

IWP:

-13.87%

ILCG:

-12.64%

Returns By Period

In the year-to-date period, IWP achieves a -5.14% return, which is significantly higher than ILCG's -8.13% return. Over the past 10 years, IWP has underperformed ILCG with an annualized return of 10.13%, while ILCG has yielded a comparatively higher 13.87% annualized return.


IWP

YTD

-5.14%

1M

-1.55%

6M

-0.32%

1Y

11.22%

5Y*

12.54%

10Y*

10.13%

ILCG

YTD

-8.13%

1M

-1.83%

6M

-4.26%

1Y

14.38%

5Y*

15.23%

10Y*

13.87%

*Annualized

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IWP vs. ILCG - Expense Ratio Comparison

IWP has a 0.24% expense ratio, which is higher than ILCG's 0.04% 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%.


Expense ratio chart for IWP: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWP: 0.24%
Expense ratio chart for ILCG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILCG: 0.04%

Risk-Adjusted Performance

IWP vs. ILCG — Risk-Adjusted Performance Rank

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

IWP
The Risk-Adjusted Performance Rank of IWP is 5353
Overall Rank
The Sharpe Ratio Rank of IWP is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of IWP is 5454
Sortino Ratio Rank
The Omega Ratio Rank of IWP is 5454
Omega Ratio Rank
The Calmar Ratio Rank of IWP is 5656
Calmar Ratio Rank
The Martin Ratio Rank of IWP is 5050
Martin Ratio Rank

ILCG
The Risk-Adjusted Performance Rank of ILCG is 6363
Overall Rank
The Sharpe Ratio Rank of ILCG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ILCG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ILCG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ILCG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ILCG is 6161
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.

IWP vs. ILCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap Growth ETF (IWP) and iShares Morningstar Growth ETF (ILCG). 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.


The chart of Sharpe ratio for IWP, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.00
IWP: 0.45
ILCG: 0.56
The chart of Sortino ratio for IWP, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.00
IWP: 0.79
ILCG: 0.93
The chart of Omega ratio for IWP, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
IWP: 1.11
ILCG: 1.13
The chart of Calmar ratio for IWP, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.00
IWP: 0.44
ILCG: 0.61
The chart of Martin ratio for IWP, currently valued at 1.52, compared to the broader market0.0020.0040.0060.00
IWP: 1.52
ILCG: 2.12

The current IWP Sharpe Ratio is 0.45, which is comparable to the ILCG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IWP and ILCG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.45
0.56
IWP
ILCG

Dividends

IWP vs. ILCG - Dividend Comparison

IWP's dividend yield for the trailing twelve months is around 0.41%, less than ILCG's 0.55% yield.


TTM20242023202220212020201920182017201620152014
IWP
iShares Russell Midcap Growth ETF
0.41%0.40%0.54%0.77%0.30%0.38%0.59%1.02%0.78%1.46%0.98%1.03%
ILCG
iShares Morningstar Growth ETF
0.55%0.50%0.69%0.76%0.34%0.28%0.54%0.81%0.89%0.95%0.99%0.87%

Drawdowns

IWP vs. ILCG - Drawdown Comparison

The maximum IWP drawdown since its inception was -56.92%, which is greater than ILCG's maximum drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for IWP and ILCG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.87%
-12.64%
IWP
ILCG

Volatility

IWP vs. ILCG - Volatility Comparison

iShares Russell Midcap Growth ETF (IWP) and iShares Morningstar Growth ETF (ILCG) have volatilities of 16.44% and 16.48%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
16.44%
16.48%
IWP
ILCG