VLUE vs. IVW
Compare and contrast key facts about iShares Edge MSCI USA Value Factor ETF (VLUE) and iShares S&P 500 Growth ETF (IVW).
VLUE and IVW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013. IVW is a passively managed fund by iShares that tracks the performance of the S&P 500/Citigroup Growth Index. It was launched on May 22, 2000. Both VLUE and IVW are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLUE or IVW.
Performance
VLUE vs. IVW - Performance Comparison
Returns By Period
In the year-to-date period, VLUE achieves a 11.92% return, which is significantly lower than IVW's 32.06% return. Over the past 10 years, VLUE has underperformed IVW with an annualized return of 8.25%, while IVW has yielded a comparatively higher 14.83% annualized return.
VLUE
11.92%
-0.15%
7.46%
23.23%
7.72%
8.25%
IVW
32.06%
1.36%
14.83%
38.12%
17.16%
14.83%
Key characteristics
| VLUE | IVW | |
|---|---|---|
| Sharpe Ratio | 1.70 | 2.25 |
| Sortino Ratio | 2.39 | 2.93 |
| Omega Ratio | 1.30 | 1.41 |
| Calmar Ratio | 1.48 | 2.79 |
| Martin Ratio | 7.02 | 11.87 |
| Ulcer Index | 3.19% | 3.21% |
| Daily Std Dev | 13.20% | 17.01% |
| Max Drawdown | -39.47% | -57.35% |
| Current Drawdown | -2.24% | -2.26% |
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VLUE vs. IVW - Expense Ratio Comparison
VLUE has a 0.15% expense ratio, which is lower than IVW's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VLUE and IVW is 0.72, 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.
Risk-Adjusted Performance
VLUE vs. IVW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor ETF (VLUE) and iShares S&P 500 Growth ETF (IVW). 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
VLUE vs. IVW - Dividend Comparison
VLUE's dividend yield for the trailing twelve months is around 2.51%, more than IVW's 0.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLUE iShares Edge MSCI USA Value Factor ETF | 2.51% | 2.66% | 3.19% | 2.22% | 2.42% | 2.60% | 2.70% | 2.14% | 2.07% | 2.39% | 1.64% | 1.33% |
IVW iShares S&P 500 Growth ETF | 0.52% | 1.03% | 0.89% | 0.46% | 0.82% | 1.63% | 1.28% | 1.30% | 1.51% | 1.51% | 1.37% | 1.45% |
Drawdowns
VLUE vs. IVW - Drawdown Comparison
The maximum VLUE drawdown since its inception was -39.47%, smaller than the maximum IVW drawdown of -57.35%. Use the drawdown chart below to compare losses from any high point for VLUE and IVW. For additional features, visit the drawdowns tool.
Volatility
VLUE vs. IVW - Volatility Comparison
The current volatility for iShares Edge MSCI USA Value Factor ETF (VLUE) is 4.19%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 5.51%. This indicates that VLUE experiences smaller price fluctuations and is considered to be less risky than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.