IWV vs. BLCR

Last updated Jun 5, 2026

IWV (iShares Russell 3000 ETF) and BLCR (Blackrock Large Cap Core ETF) are both Large Cap Blend Equities funds. IWV is passively managed, while BLCR is actively managed. Over the past year, IWV returned 28.12% vs 45.16% for BLCR. Their correlation of 0.92 suggests significant overlap in exposure. IWV charges 0.20%/yr vs 0.36%/yr for BLCR.

Performance

IWV vs. BLCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 3000 ETF (IWV) and Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IWV achieves a 11.36% return, which is significantly lower than BLCR's 18.88% return.

IWV

• 1D: 0.52%
• 1M: 4.56%
• YTD: 11.36%
• 6M: 11.08%
• 1Y: 28.12%
• 3Y*: 22.07%
• 5Y*: 12.64%
• 10Y*: 14.85%

BLCR

• 1D: -0.57%
• 1M: 3.96%
• YTD: 18.88%
• 6M: 20.88%
• 1Y: 45.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IWV vs. BLCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IWV iShares Russell 3000 ETF	11.36%	16.96%	23.49%	16.66%
BLCR Blackrock Large Cap Core ETF	18.88%	30.93%	17.07%	14.18%

Correlation

The correlation between IWV and BLCR is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023	0.92

The correlation between IWV and BLCR has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

IWV vs. BLCR - Sectors Allocation Comparison

Sectors	IWV	BLCR
Technology	33.1%	35.7%
Financial Services	12.2%	12.1%
Communication Services	10.5%	11.0%
Consumer Cyclical	10.2%	10.9%
Industrials	9.6%	13.5%
Healthcare	9.1%	7.6%
Consumer Defensive	4.7%	-
Energy	3.8%	2.2%
Real Estate	2.4%	-
Utilities	2.3%	1.6%
Basic Materials	2.2%	2.2%

Return for Risk

IWV vs. BLCR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWV

IWV Risk / Return Rank: 72
IWV Sharpe Ratio Rank: 73
IWV Sortino Ratio Rank: 72
IWV Omega Ratio Rank: 72
IWV Calmar Ratio Rank: 65
IWV Martin Ratio Rank: 77

BLCR

BLCR Risk / Return Rank: 86
BLCR Sharpe Ratio Rank: 88
BLCR Sortino Ratio Rank: 87
BLCR Omega Ratio Rank: 84
BLCR Calmar Ratio Rank: 83
BLCR Martin Ratio Rank: 90

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWV vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 3000 ETF (IWV) and Blackrock Large Cap Core ETF (BLCR). 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.

	IWV	BLCR	Difference
Sharpe ratio: Return per unit of total volatility	2.33	2.92	-0.59
Sortino ratio: Return per unit of downside risk	3.20	3.88	-0.68
Omega ratio: Gain probability vs. loss probability	1.42	1.50	-0.08
Calmar ratio: Return relative to maximum drawdown	3.18	4.42	-1.25
Martin ratio: Return relative to average drawdown	14.64	20.96	-6.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWV vs. BLCR - Sharpe Ratio Comparison

The current IWV Sharpe Ratio is 2.33, which is comparable to the BLCR Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of IWV and BLCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IWV	BLCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	2.92	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.88	-1.43

Drawdowns

IWV vs. BLCR - Drawdown Comparison

The maximum IWV drawdown since its inception was -55.61%, which is greater than BLCR's maximum drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for IWV and BLCR.

Drawdown Indicators

	IWV	BLCR	Difference
Max Drawdown Largest peak-to-trough decline	-55.61%	-21.29%	-34.32%
Max Drawdown (1Y) Largest decline over 1 year	-8.89%	-10.26%	+1.37%
Max Drawdown (3Y) Largest decline over 3 years	-19.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.11%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.22%	—	—
Current Drawdown Current decline from peak	-0.25%	-0.94%	+0.69%
Average Drawdown Average peak-to-trough decline	-10.59%	-2.19%	-8.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.93%	2.16%	-0.23%

Volatility

IWV vs. BLCR - Volatility Comparison

The current volatility for iShares Russell 3000 ETF (IWV) is 2.91%, while Blackrock Large Cap Core ETF (BLCR) has a volatility of 4.33%. This indicates that IWV experiences smaller price fluctuations and is considered to be less risky than BLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWV	BLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.91%	4.33%	-1.42%
Volatility (6M) Calculated over the trailing 6-month period	9.10%	12.26%	-3.16%
Volatility (1Y) Calculated over the trailing 1-year period	12.11%	15.55%	-3.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	17.46%	-0.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.40%	17.46%	+0.94%

IWV vs. BLCR - Expense Ratio Comparison

IWV has a 0.20% expense ratio, which is lower than BLCR's 0.36% expense ratio.

Dividends

IWV vs. BLCR - Dividend Comparison

IWV's dividend yield for the trailing twelve months is around 0.85%, more than BLCR's 0.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BLCR Blackrock Large Cap Core ETF	0.23%	0.33%	0.75%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IWV iShares Russell 3000 ETF	0.85%	0.96%	1.08%	1.30%	1.56%	1.04%	1.30%	1.69%	1.97%	1.58%	1.79%	1.99%

Frequently Asked Questions

Can I hold both IWV and BLCR in my portfolio?

With a correlation of 0.90, IWV and BLCR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, IWV or BLCR?

BLCR has higher volatility (4.33%) compared to IWV (2.91%). In terms of maximum drawdown, IWV dropped -55.61% vs BLCR's -21.29%.

Which ETF is better, IWV or BLCR?

On 1-year performance, BLCR leads with 45.16% vs 28.12% for IWV. On fees, IWV is cheaper at 0.20% per year. On volatility, IWV has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IWV or BLCR?

Over the 1-year period, BLCR has performed better with a 45.16% return vs 28.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IWV or BLCR?

IWV is cheaper with a 0.20% expense ratio, compared with 0.36% for BLCR.

Which ETF pays a higher dividend yield, IWV or BLCR?

IWV has the higher dividend yield at 0.85%, compared with 0.23% for BLCR.

What is the main difference between IWV and BLCR?

They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.20% for IWV and 0.36% for BLCR.

Which has better risk-adjusted returns?

BLCR currently has the higher Sharpe Ratio (2.92 vs 2.33), 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.