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POWR vs. IWF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POWR vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Power Infrastructure ETF (POWR) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

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POWR vs. IWF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POWR
iShares U.S. Power Infrastructure ETF
11.79%10.81%-1.30%3.66%42.54%42.03%-28.30%8.44%-11.74%9.69%
IWF
iShares Russell 1000 Growth ETF
-9.83%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%

Returns By Period

In the year-to-date period, POWR achieves a 11.79% return, which is significantly higher than IWF's -9.83% return. Over the past 10 years, POWR has underperformed IWF with an annualized return of 8.84%, while IWF has yielded a comparatively higher 16.53% annualized return.


POWR

1D
1.47%
1M
-1.55%
YTD
11.79%
6M
10.83%
1Y
13.74%
3Y*
9.63%
5Y*
16.02%
10Y*
8.84%

IWF

1D
3.77%
1M
-5.20%
YTD
-9.83%
6M
-8.80%
1Y
18.54%
3Y*
21.01%
5Y*
12.22%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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POWR vs. IWF - Expense Ratio Comparison

POWR has a 0.40% expense ratio, which is higher than IWF's 0.19% expense ratio.


Return for Risk

POWR vs. IWF — Risk / Return Rank

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

POWR
POWR Risk / Return Rank: 3333
Overall Rank
POWR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
POWR Sortino Ratio Rank: 3333
Sortino Ratio Rank
POWR Omega Ratio Rank: 3535
Omega Ratio Rank
POWR Calmar Ratio Rank: 3333
Calmar Ratio Rank
POWR Martin Ratio Rank: 3232
Martin Ratio Rank

IWF
IWF Risk / Return Rank: 5151
Overall Rank
IWF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 5555
Sortino Ratio Rank
IWF Omega Ratio Rank: 5454
Omega Ratio Rank
IWF Calmar Ratio Rank: 5050
Calmar Ratio Rank
IWF Martin Ratio Rank: 4545
Martin Ratio Rank
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.

POWR vs. IWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Power Infrastructure ETF (POWR) 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.


POWRIWFDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.83

-0.20

Sortino ratio

Return per unit of downside risk

0.94

1.35

-0.41

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

0.82

1.15

-0.33

Martin ratio

Return relative to average drawdown

2.88

3.95

-1.07

POWR vs. IWF - Sharpe Ratio Comparison

The current POWR Sharpe Ratio is 0.63, which is comparable to the IWF Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of POWR and IWF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


POWRIWFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.83

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.57

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.79

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.36

-0.19

Correlation

The correlation between POWR and IWF is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

POWR vs. IWF - Dividend Comparison

POWR's dividend yield for the trailing twelve months is around 7.07%, more than IWF's 0.40% yield.


TTM20252024202320222021202020192018201720162015
POWR
iShares U.S. Power Infrastructure ETF
7.07%7.56%4.36%4.16%4.82%3.94%3.96%5.71%3.17%3.11%2.75%3.42%
IWF
iShares Russell 1000 Growth ETF
0.40%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%

Drawdowns

POWR vs. IWF - Drawdown Comparison

The maximum POWR drawdown since its inception was -65.98%, roughly equal to the maximum IWF drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for POWR and IWF.


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Drawdown Indicators


POWRIWFDifference

Max Drawdown

Largest peak-to-trough decline

-65.98%

-64.25%

-1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-16.27%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-32.72%

+7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-63.42%

-32.72%

-30.70%

Current Drawdown

Current decline from peak

-2.03%

-13.12%

+11.09%

Average Drawdown

Average peak-to-trough decline

-18.36%

-22.21%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

4.74%

+0.26%

Volatility

POWR vs. IWF - Volatility Comparison

The current volatility for iShares U.S. Power Infrastructure ETF (POWR) is 5.93%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 6.74%. This indicates that POWR experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWRIWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

6.74%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

12.36%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

21.77%

22.40%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.23%

21.41%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

20.92%

+4.72%