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IWR vs. SRHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWR vs. SRHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Midcap ETF (IWR) and SRH U.S. Quality ETF (SRHQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWR achieves a 14.55% return, which is significantly lower than SRHQ's 20.78% return.


IWR

1D
-0.28%
1M
-0.59%
6M
11.19%
YTD
14.55%
1Y
20.25%
3Y*
14.75%
5Y*
8.04%
10Y*
11.43%
ALL TIME*
9.95%

SRHQ

1D
-0.33%
1M
1.86%
6M
18.75%
YTD
20.78%
1Y
31.30%
3Y*
17.26%
5Y*
10Y*
ALL TIME*
18.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$186.41M$266.84M$222.00M
$113.47K$63.13K$30.03K

IWR vs. SRHQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
IWR
iShares Russell Midcap ETF
14.55%10.37%15.21%17.05%2.24%
SRHQ
SRH U.S. Quality ETF
20.78%7.34%16.49%21.81%5.22%

Correlation

The correlation between IWR and SRHQ is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.88

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2022

0.90

The correlation between IWR and SRHQ shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

IWR vs. SRHQ - Sectors Allocation Comparison


Sectors
IWR
SRHQ

Technology

18.3%
21.9%

Industrials

17.2%
20.4%

Financial Services

12.6%
10.2%

Healthcare

10.9%
21.4%

Consumer Cyclical

10.2%
11.3%

Real Estate

6.9%
1.2%

Utilities

6.0%
1.2%

Energy

5.8%
1.2%

Consumer Defensive

4.5%
5.2%

Basic Materials

4.2%
2.7%

Communication Services

3.5%
2.1%

Technology

IWR
18.3%
SRHQ
21.9%

Industrials

IWR
17.2%
SRHQ
20.4%

Financial Services

IWR
12.6%
SRHQ
10.2%

Healthcare

IWR
10.9%
SRHQ
21.4%

Consumer Cyclical

IWR
10.2%
SRHQ
11.3%

Real Estate

IWR
6.9%
SRHQ
1.2%

Utilities

IWR
6.0%
SRHQ
1.2%

Energy

IWR
5.8%
SRHQ
1.2%

Consumer Defensive

IWR
4.5%
SRHQ
5.2%

Basic Materials

IWR
4.2%
SRHQ
2.7%

Communication Services

IWR
3.5%
SRHQ
2.1%

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Return for Risk

IWR vs. SRHQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IWR
IWR Risk / Return Rank: 6262
Overall Rank
IWR Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IWR Sortino Ratio Rank: 5959
Sortino Ratio Rank
IWR Omega Ratio Rank: 5555
Omega Ratio Rank
IWR Calmar Ratio Rank: 6666
Calmar Ratio Rank
IWR Martin Ratio Rank: 7272
Martin Ratio Rank

SRHQ
SRHQ Risk / Return Rank: 8787
Overall Rank
SRHQ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SRHQ Sortino Ratio Rank: 8484
Sortino Ratio Rank
SRHQ Omega Ratio Rank: 8080
Omega Ratio Rank
SRHQ Calmar Ratio Rank: 9393
Calmar Ratio Rank
SRHQ Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IWR vs. SRHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and SRH U.S. Quality ETF (SRHQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWRSRHQDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratioReturn relative to maximum drawdown

2.28

4.64

-2.36

Martin ratioReturn relative to average drawdown

8.85

16.85

-7.99

IWR vs. SRHQ - Sharpe Ratio Comparison

The current IWR Sharpe Ratio is 1.37, which is lower than the SRHQ Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of IWR and SRHQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IWR vs. SRHQ - Drawdown Comparison

The maximum IWR drawdown since its inception was -58.78%, which is greater than SRHQ's maximum drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for IWR and SRHQ.


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Drawdown Indicators


IWRSRHQDifference

Max Drawdown

Largest peak-to-trough decline

-58.78%

-18.50%

-40.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-6.31%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.09%

-18.50%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

Max Drawdown (10Y)

Largest decline over 10 years

-40.59%

Current Drawdown

Current decline from peak

-0.93%

-1.47%

+0.54%

Average Drawdown

Average peak-to-trough decline

-7.76%

-2.98%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

1.74%

+0.36%

Volatility

IWR vs. SRHQ - Volatility Comparison

The current volatility for iShares Russell Midcap ETF (IWR) is 2.48%, while SRH U.S. Quality ETF (SRHQ) has a volatility of 4.37%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky than SRHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWRSRHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

4.37%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

11.10%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.67%

14.90%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

15.96%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

15.96%

+3.35%

IWR vs. SRHQ - Expense Ratio Comparison

IWR has a 0.19% expense ratio, which is lower than SRHQ's 0.35% expense ratio.


Dividends

IWR vs. SRHQ - Dividend Comparison

IWR's dividend yield for the trailing twelve months is around 1.16%, more than SRHQ's 0.69% yield.


PositionTTM20252024202320222021202020192018201720162015
IWR
iShares Russell Midcap ETF
1.16%1.29%1.27%1.43%1.59%1.04%1.28%1.43%1.98%1.52%1.72%1.59%
SRHQ
SRH U.S. Quality ETF
0.69%0.76%0.66%0.84%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWR and SRHQ have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SRHQ has higher volatility (4.37%) compared to IWR (2.48%). In terms of maximum drawdown, IWR dropped -58.78% vs SRHQ's -18.50%.

On 3-year performance, SRHQ leads with 17.26% vs 14.75% for IWR. On fees, IWR is cheaper at 0.19% per year. On volatility, IWR has been the lower-risk option at 2.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SRHQ has performed better with a 17.26% return vs 14.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWR is cheaper with a 0.19% expense ratio, compared with 0.35% for SRHQ.

IWR has the higher dividend yield at 1.16%, compared with 0.69% for SRHQ.

IWR is categorized as Mid Cap Blend Equities, while SRHQ is Quality Factor. IWR tracks Russell Midcap Index, while SRHQ tracks SRH US Quality Index - Benchmark TR Gross. They also come from different issuers: iShares and SRH. Their fees differ too: 0.19% for IWR and 0.35% for SRHQ.

SRHQ currently has the higher Sharpe Ratio (1.97 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IWR and SRHQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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