IWY vs. VONE
Compare and contrast key facts about iShares Russell Top 200 Growth ETF (IWY) and Vanguard Russell 1000 ETF (VONE).
IWY and VONE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWY is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Growth Index. It was launched on Sep 22, 2009. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010. Both IWY and VONE 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: IWY or VONE.
Performance
IWY vs. VONE - Performance Comparison
Returns By Period
In the year-to-date period, IWY achieves a 29.23% return, which is significantly higher than VONE's 24.20% return. Over the past 10 years, IWY has outperformed VONE with an annualized return of 17.41%, while VONE has yielded a comparatively lower 12.84% annualized return.
IWY
29.23%
1.55%
13.28%
35.29%
20.44%
17.41%
VONE
24.20%
1.08%
11.62%
32.50%
15.06%
12.84%
Key characteristics
| IWY | VONE | |
|---|---|---|
| Sharpe Ratio | 2.07 | 2.64 |
| Sortino Ratio | 2.71 | 3.53 |
| Omega Ratio | 1.38 | 1.49 |
| Calmar Ratio | 2.59 | 3.80 |
| Martin Ratio | 9.85 | 17.19 |
| Ulcer Index | 3.64% | 1.89% |
| Daily Std Dev | 17.32% | 12.30% |
| Max Drawdown | -32.68% | -34.67% |
| Current Drawdown | -2.88% | -2.24% |
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IWY vs. VONE - Expense Ratio Comparison
IWY has a 0.20% expense ratio, which is higher than VONE's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IWY and VONE is 0.92, 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
IWY vs. VONE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Growth ETF (IWY) and Vanguard Russell 1000 ETF (VONE). 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
IWY vs. VONE - Dividend Comparison
IWY's dividend yield for the trailing twelve months is around 0.50%, less than VONE's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWY iShares Russell Top 200 Growth ETF | 0.50% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
VONE Vanguard Russell 1000 ETF | 1.22% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
Drawdowns
IWY vs. VONE - Drawdown Comparison
The maximum IWY drawdown since its inception was -32.68%, smaller than the maximum VONE drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for IWY and VONE. For additional features, visit the drawdowns tool.
Volatility
IWY vs. VONE - Volatility Comparison
iShares Russell Top 200 Growth ETF (IWY) has a higher volatility of 5.70% compared to Vanguard Russell 1000 ETF (VONE) at 4.10%. This indicates that IWY's price experiences larger fluctuations and is considered to be riskier than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.