IWS vs. IMCV

In the year-to-date period, IWS achieves a 0.47% return, which is significantly lower than IMCV's 0.90% return. Over the past 10 years, IWS has underperformed IMCV with an annualized return of 7.64%, while IMCV has yielded a comparatively higher 8.35% annualized return.

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IWS has a 0.24% expense ratio, which is higher than IMCV'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%.

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap Value ETF (IWS) and iShares Morningstar Mid-Cap ETF (IMCV). 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 current IWS Sharpe Ratio is 0.36, which is comparable to the IMCV Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of IWS and IMCV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IWS's dividend yield for the trailing twelve months is around 1.55%, less than IMCV's 2.50% yield.

The maximum IWS drawdown since its inception was -62.40%, roughly equal to the maximum IMCV drawdown of -64.75%. Use the drawdown chart below to compare losses from any high point for IWS and IMCV. For additional features, visit the drawdowns tool.

iShares Russell Midcap Value ETF (IWS) has a higher volatility of 5.28% compared to iShares Morningstar Mid-Cap ETF (IMCV) at 4.86%. This indicates that IWS's price experiences larger fluctuations and is considered to be riskier than IMCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.