MSCI vs. IWF
Compare and contrast key facts about MSCI Inc. (MSCI) and iShares Russell 1000 Growth ETF (IWF).
IWF is a passively managed fund by iShares that tracks the performance of the Russell 1000 Growth Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSCI or IWF.
Key characteristics
| MSCI | IWF | |
|---|---|---|
| YTD Return | -17.65% | 6.37% |
| 1Y Return | 2.49% | 35.02% |
| 3Y Return (Ann) | -0.64% | 7.85% |
| 5Y Return (Ann) | 16.61% | 16.16% |
| 10Y Return (Ann) | 28.62% | 15.37% |
| Sharpe Ratio | -0.01 | 2.37 |
| Daily Std Dev | 28.62% | 14.95% |
| Max Drawdown | -69.06% | -64.18% |
| Current Drawdown | -29.59% | -5.00% |
Correlation
The correlation between MSCI and IWF is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MSCI vs. IWF - Performance Comparison
In the year-to-date period, MSCI achieves a -17.65% return, which is significantly lower than IWF's 6.37% return. Over the past 10 years, MSCI has outperformed IWF with an annualized return of 28.62%, while IWF has yielded a comparatively lower 15.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MSCI vs. IWF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MSCI Inc. (MSCI) and iShares Russell 1000 Growth ETF (IWF). 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
MSCI vs. IWF - Dividend Comparison
MSCI's dividend yield for the trailing twelve months is around 1.24%, more than IWF's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.24% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
IWF iShares Russell 1000 Growth ETF | 0.61% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
Drawdowns
MSCI vs. IWF - Drawdown Comparison
The maximum MSCI drawdown since its inception was -69.06%, which is greater than IWF's maximum drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for MSCI and IWF. For additional features, visit the drawdowns tool.
Volatility
MSCI vs. IWF - Volatility Comparison
MSCI Inc. (MSCI) has a higher volatility of 16.30% compared to iShares Russell 1000 Growth ETF (IWF) at 4.58%. This indicates that MSCI's price experiences larger fluctuations and is considered to be riskier than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.