IWS vs. IWD
Compare and contrast key facts about iShares Russell Midcap Value ETF (IWS) and iShares Russell 1000 Value ETF (IWD).
IWS and IWD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWS is a passively managed fund by iShares that tracks the performance of the Russell Midcap Value Index. It was launched on Jul 17, 2001. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000. Both IWS and IWD 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: IWS or IWD.
Performance
IWS vs. IWD - Performance Comparison
Returns By Period
In the year-to-date period, IWS achieves a 16.73% return, which is significantly lower than IWD's 18.44% return. Both investments have delivered pretty close results over the past 10 years, with IWS having a 8.40% annualized return and IWD not far ahead at 8.81%.
IWS
16.73%
0.25%
8.68%
28.99%
9.84%
8.40%
IWD
18.44%
-0.18%
8.84%
27.96%
9.99%
8.81%
Key characteristics
| IWS | IWD | |
|---|---|---|
| Sharpe Ratio | 2.15 | 2.54 |
| Sortino Ratio | 3.01 | 3.58 |
| Omega Ratio | 1.37 | 1.46 |
| Calmar Ratio | 2.44 | 4.32 |
| Martin Ratio | 12.59 | 15.89 |
| Ulcer Index | 2.24% | 1.73% |
| Daily Std Dev | 13.10% | 10.85% |
| Max Drawdown | -62.40% | -60.10% |
| Current Drawdown | -2.35% | -1.73% |
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IWS vs. IWD - Expense Ratio Comparison
IWS has a 0.24% expense ratio, which is higher than IWD's 0.19% 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%.
Correlation
The correlation between IWS and IWD is 0.94, 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
IWS vs. IWD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap Value ETF (IWS) and iShares Russell 1000 Value ETF (IWD). 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
IWS vs. IWD - Dividend Comparison
IWS's dividend yield for the trailing twelve months is around 1.45%, less than IWD's 1.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWS iShares Russell Midcap Value ETF | 1.45% | 1.76% | 1.93% | 1.39% | 1.87% | 1.96% | 2.53% | 1.96% | 2.10% | 2.14% | 1.85% | 1.71% |
IWD iShares Russell 1000 Value ETF | 1.79% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% | 1.95% |
Drawdowns
IWS vs. IWD - Drawdown Comparison
The maximum IWS drawdown since its inception was -62.40%, roughly equal to the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for IWS and IWD. For additional features, visit the drawdowns tool.
Volatility
IWS vs. IWD - Volatility Comparison
iShares Russell Midcap Value ETF (IWS) has a higher volatility of 3.97% compared to iShares Russell 1000 Value ETF (IWD) at 3.72%. This indicates that IWS's price experiences larger fluctuations and is considered to be riskier than IWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.