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TCV vs. IWN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCV vs. IWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Towle Value ETF (TCV) and iShares Russell 2000 Value ETF (IWN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TCV achieves a 24.97% return, which is significantly higher than IWN's 21.90% return.


TCV

1D
0.94%
1M
2.06%
6M
16.12%
YTD
24.97%
1Y
3Y*
5Y*
10Y*

IWN

1D
0.84%
1M
3.83%
6M
16.28%
YTD
21.90%
1Y
35.14%
3Y*
17.85%
5Y*
8.16%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCV vs. IWN - Yearly Performance Comparison


2026 (YTD)2025
TCV
Towle Value ETF
24.97%2.99%
IWN
iShares Russell 2000 Value ETF
21.90%12.66%

Correlation

The correlation between TCV and IWN is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 17, 2025

0.81

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Return for Risk

TCV vs. IWN — Risk / Return Rank

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

TCV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IWN
IWN Risk / Return Rank: 8282
Overall Rank
IWN Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IWN Sortino Ratio Rank: 8181
Sortino Ratio Rank
IWN Omega Ratio Rank: 7474
Omega Ratio Rank
IWN Calmar Ratio Rank: 8989
Calmar Ratio Rank
IWN Martin Ratio Rank: 8686
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.

TCV vs. IWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Towle Value ETF (TCV) and iShares Russell 2000 Value ETF (IWN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TCVIWNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

4.18

Martin ratioReturn relative to average drawdown

14.05

TCV vs. IWN - Sharpe Ratio Comparison


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Drawdowns

TCV vs. IWN - Drawdown Comparison

The maximum TCV drawdown since its inception was -12.23%, smaller than the maximum IWN drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for TCV and IWN.


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Drawdown Indicators


TCVIWNDifference

Max Drawdown

Largest peak-to-trough decline

-12.23%

-61.55%

+49.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

Max Drawdown (10Y)

Largest decline over 10 years

-46.08%

Current Drawdown

Current decline from peak

-0.69%

-1.01%

+0.32%

Average Drawdown

Average peak-to-trough decline

-3.35%

-10.12%

+6.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

Volatility

TCV vs. IWN - Volatility Comparison


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Volatility by Period


TCVIWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

Volatility (1Y)

Calculated over the trailing 1-year period

21.26%

17.70%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.26%

21.35%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.26%

23.33%

-2.07%

TCV vs. IWN - Expense Ratio Comparison

TCV has a 0.85% expense ratio, which is higher than IWN's 0.24% expense ratio.


Dividends

TCV vs. IWN - Dividend Comparison

TCV's dividend yield for the trailing twelve months is around 0.58%, less than IWN's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
IWN
iShares Russell 2000 Value ETF
1.45%1.70%1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%
TCV
Towle Value ETF
0.58%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TCV and IWN have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWN is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWN is cheaper with a 0.24% expense ratio, compared with 0.85% for TCV.

IWN has the higher dividend yield at 1.45%, compared with 0.58% for TCV.

They also come from different issuers: Towle and iShares. Their fees differ too: 0.85% for TCV and 0.24% for IWN.

Portfolio Optimizer

Find the right allocation for TCV and IWN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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