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

Correlation

The correlation between IWP and IMCG is 0.96, 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: 1.0

Performance

IWP vs. IMCG - Performance Comparison

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

600.00%650.00%700.00%750.00%800.00%NovemberDecember2025FebruaryMarchApril
633.92%
708.34%
IWP
IMCG

Key characteristics

Sharpe Ratio

IWP:

0.23

IMCG:

0.16

Sortino Ratio

IWP:

0.43

IMCG:

0.32

Omega Ratio

IWP:

1.05

IMCG:

1.04

Calmar Ratio

IWP:

0.24

IMCG:

0.18

Martin Ratio

IWP:

0.78

IMCG:

0.56

Ulcer Index

IWP:

5.49%

IMCG:

4.48%

Daily Std Dev

IWP:

18.93%

IMCG:

15.89%

Max Drawdown

IWP:

-56.92%

IMCG:

-58.96%

Current Drawdown

IWP:

-15.02%

IMCG:

-11.40%

Returns By Period

In the year-to-date period, IWP achieves a -6.40% return, which is significantly lower than IMCG's -4.66% return. Over the past 10 years, IWP has underperformed IMCG with an annualized return of 10.07%, while IMCG has yielded a comparatively higher 10.63% annualized return.


IWP

YTD

-6.40%

1M

-6.56%

6M

2.01%

1Y

4.93%

5Y*

15.75%

10Y*

10.07%

IMCG

YTD

-4.66%

1M

-5.80%

6M

-0.31%

1Y

3.29%

5Y*

16.13%

10Y*

10.63%

*Annualized

Compare stocks, funds, or ETFs

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


IWP vs. IMCG - Expense Ratio Comparison

IWP has a 0.24% expense ratio, which is higher than IMCG'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%.


IWP
iShares Russell Midcap Growth ETF
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 IMCG: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IMCG: 0.06%

Risk-Adjusted Performance

IWP vs. IMCG — 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 3232
Overall Rank
The Sharpe Ratio Rank of IWP is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of IWP is 3131
Sortino Ratio Rank
The Omega Ratio Rank of IWP is 3131
Omega Ratio Rank
The Calmar Ratio Rank of IWP is 3535
Calmar Ratio Rank
The Martin Ratio Rank of IWP is 3232
Martin Ratio Rank

IMCG
The Risk-Adjusted Performance Rank of IMCG is 2828
Overall Rank
The Sharpe Ratio Rank of IMCG is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of IMCG is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IMCG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of IMCG is 3131
Calmar Ratio Rank
The Martin Ratio Rank of IMCG is 2929
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. IMCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap Growth ETF (IWP) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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 IWP, currently valued at 0.23, compared to the broader market-1.000.001.002.003.004.005.00
IWP: 0.23
IMCG: 0.16
The chart of Sortino ratio for IWP, currently valued at 0.43, compared to the broader market-2.000.002.004.006.008.0010.00
IWP: 0.43
IMCG: 0.32
The chart of Omega ratio for IWP, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
IWP: 1.05
IMCG: 1.04
The chart of Calmar ratio for IWP, currently valued at 0.24, compared to the broader market0.005.0010.0015.00
IWP: 0.24
IMCG: 0.18
The chart of Martin ratio for IWP, currently valued at 0.78, compared to the broader market0.0020.0040.0060.0080.00100.00
IWP: 0.78
IMCG: 0.56

The current IWP Sharpe Ratio is 0.23, which is higher than the IMCG Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of IWP and IMCG, 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 Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.23
0.16
IWP
IMCG

Dividends

IWP vs. IMCG - Dividend Comparison

IWP's dividend yield for the trailing twelve months is around 0.55%, less than IMCG's 0.80% yield.


TTM20242023202220212020201920182017201620152014
IWP
iShares Russell Midcap Growth ETF
0.55%0.53%0.54%0.77%0.30%0.38%0.60%1.02%0.78%1.47%0.98%1.03%
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.80%0.78%0.85%0.91%0.41%0.09%0.30%0.35%0.45%0.52%0.38%0.60%

Drawdowns

IWP vs. IMCG - Drawdown Comparison

The maximum IWP drawdown since its inception was -56.92%, roughly equal to the maximum IMCG drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for IWP and IMCG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.02%
-11.40%
IWP
IMCG

Volatility

IWP vs. IMCG - Volatility Comparison

iShares Russell Midcap Growth ETF (IWP) has a higher volatility of 9.20% compared to iShares Morningstar Mid-Cap Growth ETF (IMCG) at 7.01%. This indicates that IWP's price experiences larger fluctuations and is considered to be riskier than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
9.20%
7.01%
IWP
IMCG
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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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