IWS vs. VBR
Compare and contrast key facts about iShares Russell Midcap Value ETF (IWS) and Vanguard Small-Cap Value ETF (VBR).
IWS and VBR 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. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both IWS and VBR 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 VBR.
Performance
IWS vs. VBR - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IWS having a 16.73% return and VBR slightly higher at 16.78%. Over the past 10 years, IWS has underperformed VBR with an annualized return of 8.40%, while VBR has yielded a comparatively higher 9.32% annualized return.
IWS
16.73%
0.25%
8.68%
28.99%
9.84%
8.40%
VBR
16.78%
1.03%
10.01%
30.83%
11.40%
9.32%
Key characteristics
| IWS | VBR | |
|---|---|---|
| Sharpe Ratio | 2.15 | 1.75 |
| Sortino Ratio | 3.01 | 2.51 |
| Omega Ratio | 1.37 | 1.31 |
| Calmar Ratio | 2.44 | 3.24 |
| Martin Ratio | 12.59 | 9.87 |
| Ulcer Index | 2.24% | 2.97% |
| Daily Std Dev | 13.10% | 16.68% |
| Max Drawdown | -62.40% | -62.01% |
| Current Drawdown | -2.35% | -3.20% |
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IWS vs. VBR - Expense Ratio Comparison
IWS has a 0.24% expense ratio, which is higher than VBR's 0.07% 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 VBR 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.
Risk-Adjusted Performance
IWS vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap Value ETF (IWS) and Vanguard Small-Cap Value ETF (VBR). 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. VBR - Dividend Comparison
IWS's dividend yield for the trailing twelve months is around 1.45%, less than VBR's 1.92% 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% |
VBR Vanguard Small-Cap Value ETF | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
IWS vs. VBR - Drawdown Comparison
The maximum IWS drawdown since its inception was -62.40%, roughly equal to the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for IWS and VBR. For additional features, visit the drawdowns tool.
Volatility
IWS vs. VBR - Volatility Comparison
The current volatility for iShares Russell Midcap Value ETF (IWS) is 3.97%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.85%. This indicates that IWS experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.