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IWV vs. HTHT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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

IWV vs. HTHT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

IWV
IWV Risk / Return Rank: 7272
Overall Rank
IWV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IWV Sortino Ratio Rank: 7272
Sortino Ratio Rank
IWV Omega Ratio Rank: 7272
Omega Ratio Rank
IWV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IWV Martin Ratio Rank: 7777
Martin Ratio Rank

HTHT
HTHT Risk / Return Rank: 7171
Overall Rank
HTHT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HTHT Sortino Ratio Rank: 7171
Sortino Ratio Rank
HTHT Omega Ratio Rank: 6565
Omega Ratio Rank
HTHT Calmar Ratio Rank: 7070
Calmar Ratio Rank
HTHT Martin Ratio Rank: 7474
Martin Ratio Rank
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.


IWVHTHTDifference
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

IWV vs. HTHT - Sharpe Ratio Comparison

The current IWV Sharpe Ratio is 2.33, which is higher than the HTHT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of IWV and HTHT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IWVHTHTDifference

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


IWVHTHTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.25%

-18.07%

+17.82%

Average Drawdown

Average peak-to-trough decline

-10.59%

-25.80%

+15.21%

Ulcer Index

Depth 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


IWVHTHTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IWV and HTHT

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