IWV vs. DFUV
Compare and contrast key facts about iShares Russell 3000 ETF (IWV) and Dimensional US Marketwide Value ETF (DFUV).
IWV and DFUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWV is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on May 22, 2000. DFUV is an actively managed fund by Dimensional. It was launched on Dec 16, 1998.
Performance
IWV vs. DFUV - Performance Comparison
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IWV vs. DFUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IWV iShares Russell 3000 ETF | -3.33% | 16.96% | 23.49% | 25.82% | -2.58% |
DFUV Dimensional US Marketwide Value ETF | 4.70% | 15.77% | 11.79% | 13.25% | 1.22% |
Returns By Period
In the year-to-date period, IWV achieves a -3.33% return, which is significantly lower than DFUV's 4.70% return.
IWV
- 1D
- 0.69%
- 1M
- -4.38%
- YTD
- -3.33%
- 6M
- -1.36%
- 1Y
- 18.22%
- 3Y*
- 17.95%
- 5Y*
- 10.55%
- 10Y*
- 13.53%
DFUV
- 1D
- 0.29%
- 1M
- -3.47%
- YTD
- 4.70%
- 6M
- 9.43%
- 1Y
- 20.01%
- 3Y*
- 15.16%
- 5Y*
- —
- 10Y*
- —
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IWV vs. DFUV - Expense Ratio Comparison
IWV has a 0.20% expense ratio, which is lower than DFUV's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IWV vs. DFUV — Risk / Return Rank
IWV
DFUV
IWV vs. DFUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 3000 ETF (IWV) and Dimensional US Marketwide Value ETF (DFUV). 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 | DFUV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.16 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.66 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.57 | -0.05 |
Martin ratioReturn relative to average drawdown | 7.19 | 6.94 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWV | DFUV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.16 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.73 | -0.31 |
Correlation
The correlation between IWV and DFUV is 0.84, 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.
Dividends
IWV vs. DFUV - Dividend Comparison
IWV's dividend yield for the trailing twelve months is around 0.98%, less than DFUV's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWV iShares Russell 3000 ETF | 0.98% | 0.96% | 1.08% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% |
DFUV Dimensional US Marketwide Value ETF | 1.51% | 1.55% | 1.64% | 1.72% | 1.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IWV vs. DFUV - Drawdown Comparison
The maximum IWV drawdown since its inception was -55.61%, which is greater than DFUV's maximum drawdown of -17.60%. Use the drawdown chart below to compare losses from any high point for IWV and DFUV.
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Drawdown Indicators
| IWV | DFUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.61% | -17.60% | -38.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -12.69% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.22% | — | — |
Current DrawdownCurrent decline from peak | -5.53% | -3.85% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -3.78% | -6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.86% | -0.26% |
Volatility
IWV vs. DFUV - Volatility Comparison
iShares Russell 3000 ETF (IWV) has a higher volatility of 5.45% compared to Dimensional US Marketwide Value ETF (DFUV) at 4.17%. This indicates that IWV's price experiences larger fluctuations and is considered to be riskier than DFUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWV | DFUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 4.17% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 9.17% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.45% | 17.31% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 16.44% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 16.44% | +1.95% |