IWX vs. IWC
Compare and contrast key facts about iShares Russell Top 200 Value ETF (IWX) and iShares Microcap ETF (IWC).
IWX and IWC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWX is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Value Index. It was launched on Sep 22, 2009. IWC is a passively managed fund by iShares that tracks the performance of the Russell Microcap Index. It was launched on Aug 12, 2005. Both IWX and IWC 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: IWX or IWC.
Performance
IWX vs. IWC - Performance Comparison
Returns By Period
In the year-to-date period, IWX achieves a 21.73% return, which is significantly higher than IWC's 17.97% return. Over the past 10 years, IWX has outperformed IWC with an annualized return of 9.11%, while IWC has yielded a comparatively lower 7.48% annualized return.
IWX
21.73%
2.62%
12.81%
28.30%
10.43%
9.11%
IWC
17.97%
8.75%
16.36%
37.17%
9.37%
7.48%
Key characteristics
| IWX | IWC | |
|---|---|---|
| Sharpe Ratio | 2.83 | 1.55 |
| Sortino Ratio | 4.05 | 2.24 |
| Omega Ratio | 1.52 | 1.26 |
| Calmar Ratio | 5.76 | 1.06 |
| Martin Ratio | 17.82 | 7.46 |
| Ulcer Index | 1.59% | 4.98% |
| Daily Std Dev | 10.01% | 23.97% |
| Max Drawdown | -35.76% | -64.61% |
| Current Drawdown | 0.00% | -10.84% |
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IWX vs. IWC - Expense Ratio Comparison
IWX has a 0.20% expense ratio, which is lower than IWC's 0.60% expense ratio.
Correlation
The correlation between IWX and IWC is 0.73, 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.
Risk-Adjusted Performance
IWX vs. IWC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) and iShares Microcap ETF (IWC). 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
IWX vs. IWC - Dividend Comparison
IWX's dividend yield for the trailing twelve months is around 1.76%, more than IWC's 1.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWX iShares Russell Top 200 Value ETF | 1.76% | 2.13% | 2.07% | 1.79% | 2.12% | 2.60% | 2.66% | 2.12% | 2.23% | 2.77% | 2.19% | 1.89% |
IWC iShares Microcap ETF | 1.02% | 1.17% | 1.18% | 0.78% | 0.98% | 1.19% | 1.01% | 1.09% | 1.16% | 1.49% | 1.11% | 1.01% |
Drawdowns
IWX vs. IWC - Drawdown Comparison
The maximum IWX drawdown since its inception was -35.76%, smaller than the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for IWX and IWC. For additional features, visit the drawdowns tool.
Volatility
IWX vs. IWC - Volatility Comparison
The current volatility for iShares Russell Top 200 Value ETF (IWX) is 3.82%, while iShares Microcap ETF (IWC) has a volatility of 8.77%. This indicates that IWX experiences smaller price fluctuations and is considered to be less risky than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.