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IWX vs. KWIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWX vs. KWIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 Value ETF (IWX) and KraneShares Wahed Alternative Income Index ETF (KWIN). 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 17.71% return, which is significantly higher than KWIN's 1.72% return.


IWX

1D
-0.68%
1M
2.21%
6M
14.37%
YTD
17.71%
1Y
28.60%
3Y*
18.98%
5Y*
12.15%
10Y*
11.66%

KWIN

1D
0.13%
1M
0.25%
6M
1.37%
YTD
1.72%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWX vs. KWIN - Yearly Performance Comparison


Correlation

The correlation between IWX and KWIN is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.10

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Return for Risk

IWX vs. KWIN — Risk / Return Rank

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

IWX
IWX Risk / Return Rank: 9292
Overall Rank
IWX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IWX Sortino Ratio Rank: 9393
Sortino Ratio Rank
IWX Omega Ratio Rank: 9292
Omega Ratio Rank
IWX Calmar Ratio Rank: 9090
Calmar Ratio Rank
IWX Martin Ratio Rank: 9393
Martin Ratio Rank

KWIN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. KWIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) and KraneShares Wahed Alternative Income Index ETF (KWIN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWXKWINDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

4.36

Martin ratioReturn relative to average drawdown

18.63

IWX vs. KWIN - Sharpe Ratio Comparison


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Drawdowns

IWX vs. KWIN - Drawdown Comparison

The maximum IWX drawdown since its inception was -35.76%, which is greater than KWIN's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for IWX and KWIN.


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Drawdown Indicators


IWXKWINDifference

Max Drawdown

Largest peak-to-trough decline

-35.76%

-1.50%

-34.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

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

-0.75%

-1.32%

+0.57%

Average Drawdown

Average peak-to-trough decline

-3.80%

-0.26%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

Volatility

IWX vs. KWIN - Volatility Comparison


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Volatility by Period


IWXKWINDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

4.15%

+6.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

4.15%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

4.15%

+12.33%

IWX vs. KWIN - Expense Ratio Comparison

IWX has a 0.20% expense ratio, which is lower than KWIN's 0.51% expense ratio.


Dividends

IWX vs. KWIN - Dividend Comparison

IWX's dividend yield for the trailing twelve months is around 1.43%, while KWIN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IWX
iShares Russell Top 200 Value ETF
1.43%1.59%1.97%2.13%2.07%1.79%2.12%2.60%2.66%2.12%2.22%2.77%
KWIN
KraneShares Wahed Alternative Income Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWX and KWIN have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWX is cheaper with a 0.20% expense ratio, compared with 0.51% for KWIN.

IWX has the higher dividend yield at 1.43%, compared with 0.00% for KWIN.

IWX tracks Russell Top 200 Value Index, while KWIN tracks Wahed Alternative Income Index. They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.20% for IWX and 0.51% for KWIN.

Portfolio Optimizer

Find the right allocation for IWX and KWIN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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