RYTNX vs. IWB
Compare and contrast key facts about Rydex S&P 500 2x Strategy Fund (RYTNX) and iShares Russell 1000 ETF (IWB).
RYTNX is managed by Rydex Funds. It was launched on May 18, 2000. IWB is a passively managed fund by iShares that tracks the performance of the Russell 1000 Index. It was launched on May 15, 2000.
Performance
RYTNX vs. IWB - Performance Comparison
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RYTNX vs. IWB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYTNX Rydex S&P 500 2x Strategy Fund | -10.47% | 24.88% | 41.95% | 45.20% | -39.32% | 55.55% | 20.31% | 62.29% | -15.06% | 42.95% |
IWB iShares Russell 1000 ETF | -3.54% | 17.18% | 24.32% | 26.39% | -19.19% | 26.32% | 20.77% | 31.06% | -4.90% | 21.52% |
Returns By Period
In the year-to-date period, RYTNX achieves a -10.47% return, which is significantly lower than IWB's -3.54% return. Over the past 10 years, RYTNX has outperformed IWB with an annualized return of 19.68%, while IWB has yielded a comparatively lower 13.82% annualized return.
RYTNX
- 1D
- 5.81%
- 1M
- -10.57%
- YTD
- -10.47%
- 6M
- -8.36%
- 1Y
- 24.05%
- 3Y*
- 26.91%
- 5Y*
- 13.80%
- 10Y*
- 19.68%
IWB
- 1D
- 0.79%
- 1M
- -4.37%
- YTD
- -3.54%
- 6M
- -1.52%
- 1Y
- 17.98%
- 3Y*
- 18.26%
- 5Y*
- 11.07%
- 10Y*
- 13.82%
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RYTNX vs. IWB - Expense Ratio Comparison
RYTNX has a 1.82% expense ratio, which is higher than IWB's 0.15% expense ratio.
Return for Risk
RYTNX vs. IWB — Risk / Return Rank
RYTNX
IWB
RYTNX vs. IWB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P 500 2x Strategy Fund (RYTNX) and iShares Russell 1000 ETF (IWB). 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.
| RYTNX | IWB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.98 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.50 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.51 | -0.38 |
Martin ratioReturn relative to average drawdown | 4.84 | 7.11 | -2.27 |
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
| RYTNX | IWB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.98 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.65 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.76 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.42 | -0.20 |
Correlation
The correlation between RYTNX and IWB is 0.99, 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.
Dividends
RYTNX vs. IWB - Dividend Comparison
RYTNX's dividend yield for the trailing twelve months is around 5.35%, more than IWB's 1.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYTNX Rydex S&P 500 2x Strategy Fund | 5.35% | 4.79% | 5.45% | 0.14% | 0.00% | 0.14% | 0.69% | 1.84% | 0.00% | 5.84% | 0.16% | 1.52% |
IWB iShares Russell 1000 ETF | 1.05% | 1.00% | 1.14% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% |
Drawdowns
RYTNX vs. IWB - Drawdown Comparison
The maximum RYTNX drawdown since its inception was -86.64%, which is greater than IWB's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for RYTNX and IWB.
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Drawdown Indicators
| RYTNX | IWB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.64% | -55.38% | -31.26% |
Max Drawdown (1Y)Largest decline over 1 year | -23.40% | -12.21% | -11.19% |
Max Drawdown (5Y)Largest decline over 5 years | -47.01% | -25.20% | -21.81% |
Max Drawdown (10Y)Largest decline over 10 years | -59.23% | -34.60% | -24.63% |
Current DrawdownCurrent decline from peak | -13.68% | -5.53% | -8.15% |
Average DrawdownAverage peak-to-trough decline | -28.72% | -10.92% | -17.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 2.59% | +2.85% |
Volatility
RYTNX vs. IWB - Volatility Comparison
Rydex S&P 500 2x Strategy Fund (RYTNX) has a higher volatility of 10.67% compared to iShares Russell 1000 ETF (IWB) at 5.38%. This indicates that RYTNX's price experiences larger fluctuations and is considered to be riskier than IWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RYTNX | IWB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 5.38% | +5.29% |
Volatility (6M)Calculated over the trailing 6-month period | 19.04% | 9.58% | +9.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.61% | 18.34% | +18.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.77% | 17.11% | +16.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.13% | 18.12% | +18.01% |