IWX vs. MFVL
IWX (iShares Russell Top 200 Value ETF) and MFVL (Motley Fool Value Factor ETF) are both Large Cap Value Equities funds. IWX is passively managed, while MFVL is actively managed. A 0.52 correlation means they provide meaningful diversification when combined. IWX charges 0.20%/yr vs 0.50%/yr for MFVL.
Performance
IWX vs. MFVL - Performance Comparison
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Returns By Period
In the year-to-date period, IWX achieves a 14.74% return, which is significantly higher than MFVL's 1.07% return.
IWX
- 1D
- 0.84%
- 1M
- 4.24%
- YTD
- 14.74%
- 6M
- 15.73%
- 1Y
- 30.38%
- 3Y*
- 19.30%
- 5Y*
- 11.25%
- 10Y*
- 11.67%
MFVL
- 1D
- 0.68%
- 1M
- 1.52%
- YTD
- 1.07%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWX vs. MFVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IWX iShares Russell Top 200 Value ETF | 14.74% | 1.73% |
MFVL Motley Fool Value Factor ETF | 1.07% | 1.39% |
Correlation
The correlation between IWX and MFVL is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 10, 2025 | 0.52 |
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Return for Risk
IWX vs. MFVL — Risk / Return Rank
IWX
MFVL
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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.55 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | — | — |
| Martin ratioReturn relative to average drawdown | 19.89 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWX | MFVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.05 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.43 | +0.27 |
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 -7.03%. Use the drawdown chart below to compare losses from any high point for IWX and MFVL.
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Drawdown Indicators
| IWX | MFVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.76% | -7.03% | -28.73% |
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 DrawdownCurrent decline from peak | 0.00% | -2.63% | +2.63% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -2.42% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | — | — |
Volatility
IWX vs. MFVL - Volatility Comparison
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Volatility by Period
| IWX | MFVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.69% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.04% | 12.14% | -2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 12.14% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 12.14% | +4.37% |
IWX vs. MFVL - Expense Ratio Comparison
IWX has a 0.20% expense ratio, which is lower than MFVL's 0.50% expense ratio.
Dividends
IWX vs. MFVL - Dividend Comparison
IWX's dividend yield for the trailing twelve months is around 1.47%, while MFVL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWX iShares Russell Top 200 Value ETF | 1.47% | 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% |
Frequently Asked Questions
IWX and MFVL have a correlation of 0.52, 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 0.50% for MFVL.
IWX has the higher dividend yield at 1.47%, compared with 0.00% for MFVL.
They also come from different issuers: iShares and Motley Fool. Their fees differ too: 0.20% for IWX and 0.50% for MFVL.
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