LRGF vs. IWL
Compare and contrast key facts about iShares MSCI USA Multifactor ETF (LRGF) and iShares Russell Top 200 ETF (IWL).
LRGF and IWL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LRGF is a passively managed fund by iShares that tracks the performance of the MSCI USA Diversified Multi-Factor. It was launched on Apr 30, 2015. IWL is a passively managed fund by iShares that tracks the performance of the Russell Top 200 Index. It was launched on Sep 22, 2009. Both LRGF and IWL 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: LRGF or IWL.
Performance
LRGF vs. IWL - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with LRGF having a 26.89% return and IWL slightly lower at 26.38%.
LRGF
26.89%
1.07%
11.72%
35.49%
14.29%
N/A
IWL
26.38%
0.76%
12.28%
33.22%
16.48%
13.81%
Key characteristics
| LRGF | IWL | |
|---|---|---|
| Sharpe Ratio | 2.82 | 2.59 |
| Sortino Ratio | 3.78 | 3.44 |
| Omega Ratio | 1.52 | 1.49 |
| Calmar Ratio | 4.17 | 3.68 |
| Martin Ratio | 18.51 | 16.82 |
| Ulcer Index | 1.93% | 1.97% |
| Daily Std Dev | 12.73% | 12.86% |
| Max Drawdown | -36.03% | -32.71% |
| Current Drawdown | -1.91% | -1.80% |
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LRGF vs. IWL - Expense Ratio Comparison
LRGF has a 0.20% expense ratio, which is higher than IWL's 0.15% 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 LRGF and IWL is 0.90, 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
LRGF vs. IWL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and iShares Russell Top 200 ETF (IWL). 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
LRGF vs. IWL - Dividend Comparison
LRGF's dividend yield for the trailing twelve months is around 1.21%, more than IWL's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LRGF iShares MSCI USA Multifactor ETF | 1.21% | 1.50% | 1.78% | 1.06% | 1.35% | 1.76% | 3.27% | 1.68% | 1.56% | 0.84% | 0.00% | 0.00% |
IWL iShares Russell Top 200 ETF | 1.06% | 1.30% | 1.53% | 1.12% | 1.30% | 1.96% | 1.93% | 1.69% | 1.96% | 2.14% | 1.68% | 1.82% |
Drawdowns
LRGF vs. IWL - Drawdown Comparison
The maximum LRGF drawdown since its inception was -36.03%, which is greater than IWL's maximum drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for LRGF and IWL. For additional features, visit the drawdowns tool.
Volatility
LRGF vs. IWL - Volatility Comparison
iShares MSCI USA Multifactor ETF (LRGF) and iShares Russell Top 200 ETF (IWL) have volatilities of 4.18% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.