IWV vs. HTHT

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Russell 3000 ETF (IWV) and Huazhu Group Limited (HTHT).

IWV is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on May 22, 2000.

Performance

IWV vs. HTHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 3000 ETF (IWV) and Huazhu Group Limited (HTHT). The values are adjusted to include any dividend payments, if applicable.

IWV vs. HTHT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IWV iShares Russell 3000 ETF	-3.33%	16.96%	23.49%	25.82%	-19.28%	25.54%	20.55%	30.66%	-5.43%	20.97%
HTHT Huazhu Group Limited	9.67%	50.26%	0.96%	-19.00%	14.31%	-17.08%	13.28%	39.96%	-19.86%	180.24%

Returns By Period

In the year-to-date period, IWV achieves a -3.33% return, which is significantly lower than HTHT's 9.67% return. Over the past 10 years, IWV has underperformed HTHT with an annualized return of 13.53%, while HTHT has yielded a comparatively higher 20.43% annualized 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%

HTHT

• 1D: 2.60%
• 1M: -5.86%
• YTD: 9.67%
• 6M: 31.36%
• 1Y: 46.71%
• 3Y*: 5.29%
• 5Y*: 0.27%
• 10Y*: 20.43%

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

Return for Risk

IWV vs. HTHT — Risk / Return Rank

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

IWV

IWV Risk / Return Rank: 59
IWV Sharpe Ratio Rank: 53
IWV Sortino Ratio Rank: 56
IWV Omega Ratio Rank: 60
IWV Calmar Ratio Rank: 57
IWV Martin Ratio Rank: 68

HTHT

HTHT Risk / Return Rank: 80
HTHT Sharpe Ratio Rank: 83
HTHT Sortino Ratio Rank: 80
HTHT Omega Ratio Rank: 76
HTHT Calmar Ratio Rank: 80
HTHT Martin Ratio Rank: 81

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. HTHT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 3000 ETF (IWV) and Huazhu Group Limited (HTHT). 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	HTHT	Difference
Sharpe ratio Return per unit of total volatility	0.99	1.46	-0.47
Sortino ratio Return per unit of downside risk	1.52	2.15	-0.64
Omega ratio Gain probability vs. loss probability	1.23	1.26	-0.03
Calmar ratio Return relative to maximum drawdown	1.52	2.39	-0.87
Martin ratio Return relative to average drawdown	7.19	6.53	+0.66
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. HTHT - Sharpe Ratio Comparison

The current IWV Sharpe Ratio is 0.99, which is lower than the HTHT Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IWV and HTHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IWV	HTHT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	1.46	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.01	+0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.42	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.41	+0.01

Correlation

The correlation between IWV and HTHT is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IWV vs. HTHT - Dividend Comparison

IWV's dividend yield for the trailing twelve months is around 0.98%, less than HTHT's 3.45% 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%
HTHT Huazhu Group Limited	3.45%	3.78%	1.91%	2.78%	0.50%	0.00%	0.71%	0.00%	1.12%	0.43%	0.00%	2.18%

Drawdowns

IWV vs. HTHT - Drawdown Comparison

The maximum IWV drawdown since its inception was -55.61%, smaller than the maximum HTHT drawdown of -64.02%. Use the drawdown chart below to compare losses from any high point for IWV and HTHT.

Drawdown Indicators

	IWV	HTHT	Difference
Max Drawdown Largest peak-to-trough decline	-55.61%	-64.02%	+8.41%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-19.68%	+7.37%
Max Drawdown (5Y) Largest decline over 5 years	-25.11%	-63.43%	+38.32%
Max Drawdown (10Y) Largest decline over 10 years	-35.22%	-64.02%	+28.80%
Current Drawdown Current decline from peak	-5.53%	-7.96%	+2.43%
Average Drawdown Average peak-to-trough decline	-10.65%	-25.96%	+15.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	7.21%	-4.61%

Volatility

IWV vs. HTHT - Volatility Comparison

The current volatility for iShares Russell 3000 ETF (IWV) is 5.45%, while Huazhu Group Limited (HTHT) has a volatility of 9.05%. This indicates that IWV experiences smaller price fluctuations and is considered to be less risky than HTHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWV	HTHT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	9.05%	-3.60%
Volatility (6M) Calculated over the trailing 6-month period	9.70%	20.89%	-11.19%
Volatility (1Y) Calculated over the trailing 1-year period	18.45%	32.12%	-13.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	50.12%	-32.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.39%	48.92%	-30.53%