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IWX vs. ELCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWX vs. ELCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 Value ETF (IWX) and Eventide High Dividend ETF (ELCV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWX achieves a 13.79% return, which is significantly lower than ELCV's 21.38% return.


IWX

1D
0.01%
1M
4.49%
YTD
13.79%
6M
14.63%
1Y
28.65%
3Y*
18.86%
5Y*
11.06%
10Y*
11.66%

ELCV

1D
0.48%
1M
4.35%
YTD
21.38%
6M
20.08%
1Y
30.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWX vs. ELCV - Yearly Performance Comparison


2026 (YTD)20252024
IWX
iShares Russell Top 200 Value ETF
13.79%18.23%-1.92%
ELCV
Eventide High Dividend ETF
21.38%9.96%-1.81%

Correlation

The correlation between IWX and ELCV is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2024

0.79

The correlation between IWX and ELCV has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

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Return for Risk

IWX vs. ELCV — Risk / Return Rank

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

IWX
IWX Risk / Return Rank: 8585
Overall Rank
IWX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IWX Sortino Ratio Rank: 8888
Sortino Ratio Rank
IWX Omega Ratio Rank: 8585
Omega Ratio Rank
IWX Calmar Ratio Rank: 8282
Calmar Ratio Rank
IWX Martin Ratio Rank: 8787
Martin Ratio Rank

ELCV
ELCV Risk / Return Rank: 8686
Overall Rank
ELCV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ELCV Sortino Ratio Rank: 8282
Sortino Ratio Rank
ELCV Omega Ratio Rank: 7979
Omega Ratio Rank
ELCV Calmar Ratio Rank: 9292
Calmar Ratio Rank
ELCV Martin Ratio Rank: 9191
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.

IWX vs. ELCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) and Eventide High Dividend ETF (ELCV). 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.


IWXELCVDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.52

1.48

+0.05

Calmar ratioReturn relative to maximum drawdown

4.37

6.15

-1.78

Martin ratioReturn relative to average drawdown

18.76

21.81

-3.05

IWX vs. ELCV - Sharpe Ratio Comparison

The current IWX Sharpe Ratio is 2.87, which is comparable to the ELCV Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of IWX and ELCV, 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


IWXELCVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

2.71

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.15

-0.45

Drawdowns

IWX vs. ELCV - Drawdown Comparison

The maximum IWX drawdown since its inception was -35.76%, which is greater than ELCV's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for IWX and ELCV.


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Drawdown Indicators


IWXELCVDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-18.38%

-17.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-5.05%

-1.54%

Max Drawdown (3Y)

Largest decline over 3 years

-13.37%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.76%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.82%

-3.75%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.43%

+0.10%

Volatility

IWX vs. ELCV - Volatility Comparison

The current volatility for iShares Russell Top 200 Value ETF (IWX) is 2.83%, while Eventide High Dividend ETF (ELCV) has a volatility of 3.61%. This indicates that IWX experiences smaller price fluctuations and is considered to be less risky than ELCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWXELCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

3.61%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

8.75%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

10.02%

11.47%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

15.38%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

15.38%

+1.13%

IWX vs. ELCV - Expense Ratio Comparison

IWX has a 0.20% expense ratio, which is lower than ELCV's 0.49% expense ratio.


Dividends

IWX vs. ELCV - Dividend Comparison

IWX's dividend yield for the trailing twelve months is around 1.48%, less than ELCV's 1.76% yield.


PositionTTM20252024202320222021202020192018201720162015
ELCV
Eventide High Dividend ETF
1.76%2.34%0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWX
iShares Russell Top 200 Value ETF
1.48%1.59%1.97%2.13%2.07%1.79%2.12%2.60%2.66%2.12%2.22%2.77%

Frequently Asked Questions


IWX and ELCV have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELCV has higher volatility (3.61%) compared to IWX (2.83%). In terms of maximum drawdown, IWX dropped -35.76% vs ELCV's -18.38%.

On 1-year performance, ELCV leads with 30.91% vs 28.65% for IWX. On fees, IWX is cheaper at 0.20% per year. On volatility, IWX has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ELCV has performed better with a 30.91% return vs 28.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWX is cheaper with a 0.20% expense ratio, compared with 0.49% for ELCV.

ELCV has the higher dividend yield at 1.76%, compared with 1.48% for IWX.

They also come from different issuers: iShares and Eventide. Their fees differ too: 0.20% for IWX and 0.49% for ELCV.

IWX currently has the higher Sharpe Ratio (2.87 vs 2.71), 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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