PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
USMC vs. IWY
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

USMC vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal U.S. Mega-Cap ETF (USMC) and undefined (IWY). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%280.00%OctoberNovemberDecember2025FebruaryMarch
163.70%
241.33%
USMC
IWY

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

USMC vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal U.S. Mega-Cap ETF (USMC) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for USMC, currently valued at 1.24, compared to the broader market0.002.004.001.240.90
The chart of Sortino ratio for USMC, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.0010.0012.001.701.27
The chart of Omega ratio for USMC, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.17
The chart of Calmar ratio for USMC, currently valued at 1.98, compared to the broader market0.005.0010.0015.0020.001.981.22
The chart of Martin ratio for USMC, currently valued at 7.19, compared to the broader market0.0020.0040.0060.0080.00100.007.194.14
USMC
IWY


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50OctoberNovemberDecember2025FebruaryMarch
1.24
0.90
USMC
IWY

Drawdowns

USMC vs. IWY - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-7.92%
-9.49%
USMC
IWY

Volatility

USMC vs. IWY - Volatility Comparison

The current volatility for Principal U.S. Mega-Cap ETF (USMC) is 4.90%, while undefined (IWY) has a volatility of 6.06%. This indicates that USMC experiences smaller price fluctuations and is considered to be less risky than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2025FebruaryMarch
4.90%
6.06%
USMC
IWY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab