PortfoliosLab logo
VTHR vs. IWV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTHR and IWV is 0.94, 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

VTHR vs. IWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 3000 ETF (VTHR) and iShares Russell 3000 ETF (IWV). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VTHR:

0.60

IWV:

0.60

Sortino Ratio

VTHR:

1.02

IWV:

1.03

Omega Ratio

VTHR:

1.15

IWV:

1.15

Calmar Ratio

VTHR:

0.66

IWV:

0.66

Martin Ratio

VTHR:

2.47

IWV:

2.48

Ulcer Index

VTHR:

5.18%

IWV:

5.14%

Daily Std Dev

VTHR:

20.10%

IWV:

19.93%

Max Drawdown

VTHR:

-34.61%

IWV:

-55.61%

Current Drawdown

VTHR:

-4.30%

IWV:

-4.24%

Returns By Period

The year-to-date returns for both stocks are quite close, with VTHR having a 0.23% return and IWV slightly lower at 0.22%. Both investments have delivered pretty close results over the past 10 years, with VTHR having a 12.03% annualized return and IWV not far behind at 11.98%.


VTHR

YTD

0.23%

1M

6.68%

6M

-2.25%

1Y

12.04%

3Y*

13.29%

5Y*

15.22%

10Y*

12.03%

IWV

YTD

0.22%

1M

6.71%

6M

-2.36%

1Y

11.96%

3Y*

13.15%

5Y*

15.09%

10Y*

11.98%

*Annualized

Compare stocks, funds, or ETFs

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


Vanguard Russell 3000 ETF

iShares Russell 3000 ETF

VTHR vs. IWV - Expense Ratio Comparison

VTHR has a 0.10% expense ratio, which is lower than IWV's 0.20% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VTHR vs. IWV — Risk-Adjusted Performance Rank

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

VTHR
The Risk-Adjusted Performance Rank of VTHR is 6161
Overall Rank
The Sharpe Ratio Rank of VTHR is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VTHR is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VTHR is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VTHR is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VTHR is 6363
Martin Ratio Rank

IWV
The Risk-Adjusted Performance Rank of IWV is 6262
Overall Rank
The Sharpe Ratio Rank of IWV is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of IWV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IWV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IWV is 6565
Calmar Ratio Rank
The Martin Ratio Rank of IWV is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTHR vs. IWV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 ETF (VTHR) and iShares Russell 3000 ETF (IWV). 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.


The current VTHR Sharpe Ratio is 0.60, which is comparable to the IWV Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of VTHR and IWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VTHR vs. IWV - Dividend Comparison

VTHR's dividend yield for the trailing twelve months is around 1.23%, more than IWV's 1.11% yield.


TTM20242023202220212020201920182017201620152014
VTHR
Vanguard Russell 3000 ETF
1.23%1.19%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%1.66%
IWV
iShares Russell 3000 ETF
1.11%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%1.63%

Drawdowns

VTHR vs. IWV - Drawdown Comparison

The maximum VTHR drawdown since its inception was -34.61%, smaller than the maximum IWV drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for VTHR and IWV.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VTHR vs. IWV - Volatility Comparison

Vanguard Russell 3000 ETF (VTHR) and iShares Russell 3000 ETF (IWV) have volatilities of 4.71% and 4.82%, 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.


Loading data...