IWV vs. VTHR
Compare and contrast key facts about iShares Russell 3000 ETF (IWV) and Vanguard Russell 3000 ETF (VTHR).
IWV and VTHR 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. VTHR is a passively managed fund by Vanguard that tracks the performance of the Russell 3000 Index. It was launched on Sep 20, 2010. Both IWV and VTHR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWV or VTHR.
Key characteristics
| IWV | VTHR | |
|---|---|---|
| YTD Return | 25.95% | 26.07% |
| 1Y Return | 35.03% | 35.28% |
| 3Y Return (Ann) | 8.71% | 8.82% |
| 5Y Return (Ann) | 15.02% | 15.16% |
| 10Y Return (Ann) | 12.75% | 12.83% |
| Sharpe Ratio | 3.02 | 3.03 |
| Sortino Ratio | 4.03 | 4.04 |
| Omega Ratio | 1.56 | 1.56 |
| Calmar Ratio | 4.54 | 4.45 |
| Martin Ratio | 19.84 | 19.85 |
| Ulcer Index | 1.92% | 1.93% |
| Daily Std Dev | 12.62% | 12.65% |
| Max Drawdown | -55.61% | -34.61% |
| Current Drawdown | -0.48% | -0.40% |
Correlation
The correlation between IWV and VTHR is 0.94, 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.
Performance
IWV vs. VTHR - Performance Comparison
The year-to-date returns for both investments are quite close, with IWV having a 25.95% return and VTHR slightly higher at 26.07%. Both investments have delivered pretty close results over the past 10 years, with IWV having a 12.75% annualized return and VTHR not far ahead at 12.83%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IWV vs. VTHR - Expense Ratio Comparison
IWV has a 0.20% expense ratio, which is higher than VTHR's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IWV vs. VTHR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 3000 ETF (IWV) and Vanguard Russell 3000 ETF (VTHR). 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.
Dividends
IWV vs. VTHR - Dividend Comparison
IWV's dividend yield for the trailing twelve months is around 1.07%, less than VTHR's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWV iShares Russell 3000 ETF | 1.07% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% | 1.62% | 1.61% |
VTHR Vanguard Russell 3000 ETF | 1.18% | 1.47% | 1.52% | 1.16% | 1.37% | 1.65% | 1.89% | 1.63% | 1.82% | 1.84% | 1.66% | 1.57% |
Drawdowns
IWV vs. VTHR - Drawdown Comparison
The maximum IWV drawdown since its inception was -55.61%, which is greater than VTHR's maximum drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for IWV and VTHR. For additional features, visit the drawdowns tool.
Volatility
IWV vs. VTHR - Volatility Comparison
iShares Russell 3000 ETF (IWV) and Vanguard Russell 3000 ETF (VTHR) have volatilities of 4.01% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.