IWV vs. GSBD
IWV (iShares Russell 3000 ETF) is Large Cap Blend Equities fund tracking the Russell 3000 Index, while GSBD (Goldman Sachs BDC, Inc.) is a stock. Over the past 10 years, IWV returned 14.85%/yr vs 3.35%/yr for GSBD. At a 0.38 correlation, their price movements are largely independent.
Performance
IWV vs. GSBD - Performance Comparison
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Returns By Period
In the year-to-date period, IWV achieves a 11.36% return, which is significantly higher than GSBD's 2.10% return. Over the past 10 years, IWV has outperformed GSBD with an annualized return of 14.85%, while GSBD has yielded a comparatively lower 3.35% annualized 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%
GSBD
- 1D
- 2.36%
- 1M
- -9.98%
- YTD
- 2.10%
- 6M
- -3.16%
- 1Y
- -4.84%
- 3Y*
- 1.36%
- 5Y*
- -2.85%
- 10Y*
- 3.35%
IWV vs. GSBD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWV iShares Russell 3000 ETF | 11.36% | 16.96% | 23.49% | 25.82% | -19.28% | 25.54% | 20.55% | 30.66% | -5.43% | 20.97% |
GSBD Goldman Sachs BDC, Inc. | 2.10% | -8.81% | -6.24% | 20.97% | -20.13% | 10.85% | 0.71% | 26.36% | -9.44% | 1.96% |
Correlation
The correlation between IWV and GSBD is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2015 | 0.38 |
The correlation between IWV and GSBD shifts across timeframes, from 0.34 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IWV vs. GSBD — Risk / Return Rank
IWV
GSBD
IWV vs. GSBD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 3000 ETF (IWV) and Goldman Sachs BDC, Inc. (GSBD). 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 | GSBD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.57 | ||
| Sortino ratioReturn per unit of downside risk | +3.40 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 0.98 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | -0.26 | +3.44 |
| Martin ratioReturn relative to average drawdown | 14.64 | -0.40 | +15.04 |
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 | GSBD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | -0.24 | +2.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | -0.15 | +0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.11 | +0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.13 | +0.32 |
Drawdowns
IWV vs. GSBD - Drawdown Comparison
The maximum IWV drawdown since its inception was -55.61%, smaller than the maximum GSBD drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for IWV and GSBD.
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Drawdown Indicators
| IWV | GSBD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.61% | -62.67% | +7.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -18.41% | +9.52% |
Max Drawdown (3Y)Largest decline over 3 years | -19.28% | -29.59% | +10.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -29.59% | +4.48% |
Max Drawdown (10Y)Largest decline over 10 years | -35.22% | -62.67% | +27.45% |
Current DrawdownCurrent decline from peak | -0.25% | -22.67% | +22.42% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -11.70% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 12.06% | -10.13% |
Volatility
IWV vs. GSBD - Volatility Comparison
The current volatility for iShares Russell 3000 ETF (IWV) is 2.91%, while Goldman Sachs BDC, Inc. (GSBD) has a volatility of 9.62%. This indicates that IWV experiences smaller price fluctuations and is considered to be less risky than GSBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWV | GSBD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 9.62% | -6.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 16.42% | -7.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 20.28% | -8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 19.23% | -1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 30.99% | -12.59% |
Dividends
IWV vs. GSBD - Dividend Comparison
IWV's dividend yield for the trailing twelve months is around 0.85%, less than GSBD's 18.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSBD Goldman Sachs BDC, Inc. | 18.66% | 20.26% | 14.88% | 12.29% | 13.12% | 10.18% | 9.41% | 8.46% | 9.79% | 8.12% | 7.65% | 9.47% |
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
IWV and GSBD have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSBD has higher volatility (9.62%) compared to IWV (2.91%). In terms of maximum drawdown, IWV dropped -55.61% vs GSBD's -62.67%.
IWV currently has the higher Sharpe Ratio (2.33 vs -0.24), 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.
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