IWX vs. MFVL

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Russell Top 200 Value ETF (IWX) and Motley Fool Value Factor ETF (MFVL).

IWX and MFVL 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. MFVL is an actively managed fund by Motley Fool. It was launched on Dec 8, 2025.

Performance

IWX vs. MFVL - Performance Comparison

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

IWX vs. MFVL - Yearly Performance Comparison

	2026 (YTD)	2025
IWX iShares Russell Top 200 Value ETF	1.27%	1.73%
MFVL Motley Fool Value Factor ETF	-1.60%	1.39%

Returns By Period

In the year-to-date period, IWX achieves a 1.27% return, which is significantly higher than MFVL's -1.60% return.

IWX

• 1D: 2.00%
• 1M: -4.67%
• YTD: 1.27%
• 6M: 6.32%
• 1Y: 14.74%
• 3Y*: 14.70%
• 5Y*: 9.79%
• 10Y*: 10.71%

MFVL

• 1D: 1.37%
• 1M: -5.21%
• YTD: -1.60%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IWX vs. MFVL - Expense Ratio Comparison

IWX has a 0.20% expense ratio, which is lower than MFVL's 0.50% expense ratio.

MFVL

Motley Fool Value Factor ETF

IWX

iShares Russell Top 200 Value ETF

Return for Risk

IWX vs. MFVL — Risk / Return Rank

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

IWX

IWX Risk / Return Rank: 61
IWX Sharpe Ratio Rank: 59
IWX Sortino Ratio Rank: 56
IWX Omega Ratio Rank: 62
IWX Calmar Ratio Rank: 59
IWX Martin Ratio Rank: 68

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. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Value ETF (IWX) and Motley Fool Value Factor ETF (MFVL). 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.

	IWX	MFVL	Difference
Sharpe ratio Return per unit of total volatility	1.00	—	—
Sortino ratio Return per unit of downside risk	1.43	—	—
Omega ratio Gain probability vs. loss probability	1.22	—	—
Calmar ratio Return relative to maximum drawdown	1.44	—	—
Martin ratio Return relative to average drawdown	6.67	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IWX	MFVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.66	-0.07	+0.73

Correlation

The correlation between IWX and MFVL is 0.76, 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.

Dividends

IWX vs. MFVL - Dividend Comparison

IWX's dividend yield for the trailing twelve months is around 1.66%, while MFVL has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IWX iShares Russell Top 200 Value ETF	1.66%	1.59%	1.97%	2.13%	2.07%	1.79%	2.12%	2.60%	2.66%	2.12%	2.22%	2.77%
MFVL Motley Fool Value Factor 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%

Drawdowns

IWX vs. MFVL - Drawdown Comparison

The maximum IWX drawdown since its inception was -35.76%, which is greater than MFVL's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for IWX and MFVL.

Drawdown Indicators

	IWX	MFVL	Difference
Max Drawdown Largest peak-to-trough decline	-35.76%	-6.49%	-29.27%
Max Drawdown (1Y) Largest decline over 1 year	-11.07%	—	—
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	-4.72%	-5.21%	+0.49%
Average Drawdown Average peak-to-trough decline	-3.85%	-1.41%	-2.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.39%	—	—

Volatility

Volatility by Period

	IWX	MFVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.77%	11.67%	+3.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.82%	11.67%	+2.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.51%	11.67%	+4.84%