VONE vs. IWD
Compare and contrast key facts about Vanguard Russell 1000 ETF (VONE) and iShares Russell 1000 Value ETF (IWD).
VONE and IWD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VONE is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Index. It was launched on Sep 20, 2010. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000. Both VONE and IWD 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: VONE or IWD.
Key characteristics
| VONE | IWD | |
|---|---|---|
| YTD Return | 26.74% | 19.85% |
| 1Y Return | 40.36% | 33.92% |
| 3Y Return (Ann) | 9.37% | 7.55% |
| 5Y Return (Ann) | 15.75% | 10.34% |
| 10Y Return (Ann) | 13.15% | 8.99% |
| Sharpe Ratio | 3.15 | 2.97 |
| Sortino Ratio | 4.18 | 4.19 |
| Omega Ratio | 1.59 | 1.54 |
| Calmar Ratio | 4.59 | 3.47 |
| Martin Ratio | 20.84 | 19.03 |
| Ulcer Index | 1.88% | 1.73% |
| Daily Std Dev | 12.47% | 11.06% |
| Max Drawdown | -34.67% | -60.10% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VONE and IWD is 0.90, 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.
Performance
VONE vs. IWD - Performance Comparison
In the year-to-date period, VONE achieves a 26.74% return, which is significantly higher than IWD's 19.85% return. Over the past 10 years, VONE has outperformed IWD with an annualized return of 13.15%, while IWD has yielded a comparatively lower 8.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VONE vs. IWD - Expense Ratio Comparison
VONE has a 0.08% expense ratio, which is lower than IWD's 0.19% 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%.
Risk-Adjusted Performance
VONE vs. IWD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and iShares Russell 1000 Value ETF (IWD). 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
VONE vs. IWD - Dividend Comparison
VONE's dividend yield for the trailing twelve months is around 1.20%, less than IWD's 1.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VONE Vanguard Russell 1000 ETF | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
IWD iShares Russell 1000 Value ETF | 1.77% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% | 1.95% |
Drawdowns
VONE vs. IWD - Drawdown Comparison
The maximum VONE drawdown since its inception was -34.67%, smaller than the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for VONE and IWD. For additional features, visit the drawdowns tool.
Volatility
VONE vs. IWD - Volatility Comparison
Vanguard Russell 1000 ETF (VONE) and iShares Russell 1000 Value ETF (IWD) have volatilities of 3.95% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.