VTWO vs. IWO
Compare and contrast key facts about Vanguard Russell 2000 ETF (VTWO) and iShares Russell 2000 Growth ETF (IWO).
VTWO and IWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTWO is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Index. It was launched on Sep 20, 2010. IWO is a passively managed fund by iShares that tracks the performance of the Russell 2000 Growth Index. It was launched on Jul 24, 2000. Both VTWO and IWO 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: VTWO or IWO.
Performance
VTWO vs. IWO - Performance Comparison
Returns By Period
In the year-to-date period, VTWO achieves a 15.02% return, which is significantly lower than IWO's 17.08% return. Both investments have delivered pretty close results over the past 10 years, with VTWO having a 8.54% annualized return and IWO not far ahead at 8.70%.
VTWO
15.02%
0.82%
10.67%
31.71%
9.14%
8.54%
IWO
17.08%
0.42%
11.23%
34.09%
8.30%
8.70%
Key characteristics
| VTWO | IWO | |
|---|---|---|
| Sharpe Ratio | 1.41 | 1.50 |
| Sortino Ratio | 2.08 | 2.15 |
| Omega Ratio | 1.25 | 1.25 |
| Calmar Ratio | 1.18 | 0.96 |
| Martin Ratio | 7.88 | 7.92 |
| Ulcer Index | 3.77% | 4.05% |
| Daily Std Dev | 21.01% | 21.44% |
| Max Drawdown | -41.19% | -60.10% |
| Current Drawdown | -5.45% | -10.64% |
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VTWO vs. IWO - Expense Ratio Comparison
VTWO has a 0.10% expense ratio, which is lower than IWO's 0.24% 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 VTWO and IWO is 0.97, 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
VTWO vs. IWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) and iShares Russell 2000 Growth ETF (IWO). 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
VTWO vs. IWO - Dividend Comparison
VTWO's dividend yield for the trailing twelve months is around 1.24%, more than IWO's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWO Vanguard Russell 2000 ETF | 1.24% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% | 1.12% | 1.04% |
IWO iShares Russell 2000 Growth ETF | 0.62% | 0.73% | 0.75% | 0.32% | 0.44% | 0.71% | 0.76% | 0.73% | 0.97% | 0.89% | 0.73% | 0.72% |
Drawdowns
VTWO vs. IWO - Drawdown Comparison
The maximum VTWO drawdown since its inception was -41.19%, smaller than the maximum IWO drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for VTWO and IWO. For additional features, visit the drawdowns tool.
Volatility
VTWO vs. IWO - Volatility Comparison
Vanguard Russell 2000 ETF (VTWO) and iShares Russell 2000 Growth ETF (IWO) have volatilities of 7.70% and 7.54%, 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.