IWV vs. HTHT
IWV (iShares Russell 3000 ETF) is Large Cap Blend Equities fund tracking the Russell 3000 Index, while HTHT (Huazhu Group Limited) is a stock. Over the past 10 years, IWV returned 14.85%/yr vs 19.52%/yr for HTHT. At a 0.34 correlation, their price movements are largely independent.
Performance
IWV vs. HTHT - 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 HTHT's -2.37% return. Over the past 10 years, IWV has underperformed HTHT with an annualized return of 14.85%, while HTHT has yielded a comparatively higher 19.52% 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%
HTHT
- 1D
- -0.18%
- 1M
- -8.41%
- YTD
- -2.37%
- 6M
- -2.69%
- 1Y
- 32.60%
- 3Y*
- 7.58%
- 5Y*
- -2.27%
- 10Y*
- 19.52%
IWV vs. HTHT - 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% |
HTHT Huazhu Group Limited | -2.37% | 50.26% | 0.96% | -19.00% | 14.31% | -17.08% | 13.28% | 39.96% | -19.86% | 180.24% |
Correlation
The correlation between IWV and HTHT is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2010 | 0.34 |
The correlation between IWV and HTHT shifts across timeframes, from 0.16 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IWV vs. HTHT — Risk / Return Rank
IWV
HTHT
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 ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.20 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 1.56 | +1.62 |
| Martin ratioReturn relative to average drawdown | 14.64 | 4.59 | +10.04 |
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 | HTHT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.33 | 1.10 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | -0.05 | +0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.40 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.39 | +0.06 |
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.
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Drawdown Indicators
| IWV | HTHT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.61% | -64.02% | +8.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -21.05% | +12.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.28% | -41.05% | +21.77% |
Max Drawdown (5Y)Largest decline over 5 years | -25.11% | -61.21% | +36.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.22% | -64.02% | +28.80% |
Current DrawdownCurrent decline from peak | -0.25% | -18.07% | +17.82% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -25.80% | +15.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 7.11% | -5.18% |
Volatility
IWV vs. HTHT - Volatility Comparison
The current volatility for iShares Russell 3000 ETF (IWV) is 2.91%, while Huazhu Group Limited (HTHT) has a volatility of 9.36%. 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.
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Volatility by Period
| IWV | HTHT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 9.36% | -6.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 22.13% | -13.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 29.76% | -17.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 50.06% | -32.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 48.98% | -30.58% |
Dividends
IWV vs. HTHT - Dividend Comparison
IWV's dividend yield for the trailing twelve months is around 0.85%, less than HTHT's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HTHT Huazhu Group Limited | 4.71% | 3.78% | 1.91% | 2.78% | 0.50% | 0.00% | 0.71% | 0.00% | 1.12% | 0.43% | 0.00% | 2.18% |
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 HTHT have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HTHT has higher volatility (9.36%) compared to IWV (2.91%). In terms of maximum drawdown, IWV dropped -55.61% vs HTHT's -64.02%.
IWV currently has the higher Sharpe Ratio (2.33 vs 1.10), 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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