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WEGZY vs. IVW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WEGZY vs. IVW

Last updated Jun 25, 2026

WEGZY (WEG SA ADR) is a stock, while IVW (iShares S&P 500 Growth ETF) is Large Cap Growth Equities fund tracking the S&P 500 Growth Index. Over the past 10 years, WEGZY returned 22.72%/yr vs 17.90%/yr for IVW. At a 0.10 correlation, their price movements are largely independent.

Performance

WEGZY vs. IVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEG SA ADR (WEGZY) and iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEGZY achieves a 0.88% return, which is significantly lower than IVW's 8.39% return. Over the past 10 years, WEGZY has outperformed IVW with an annualized return of 22.72%, while IVW has yielded a comparatively lower 17.90% annualized return.

WEGZY

1D
-2.26%
1M
7.69%
YTD
0.88%
6M
1.81%
1Y
23.03%
3Y*
6.85%
5Y*
7.74%
10Y*
22.72%

IVW

1D
-0.26%
1M
-2.29%
YTD
8.39%
6M
6.88%
1Y
24.58%
3Y*
25.25%
5Y*
13.90%
10Y*
17.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEGZY vs. IVW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WEGZY
WEG SA ADR		0.88%0.76%23.23%7.90%26.59%-19.95%63.94%117.38%-23.15%71.26%
IVW
iShares S&P 500 Growth ETF		8.39%21.95%35.82%29.83%-29.50%31.80%33.19%30.77%-0.21%27.21%

Correlation

The correlation between WEGZY and IVW is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2010

0.10

Compare stocks, funds, or ETFs

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

WEG SA ADR

iShares S&P 500 Growth ETF

Often compared with WEGZY:
WEGZY vs. KLBAYWEGZY vs. ITUBWEGZY vs. SCHGWEGZY vs. SOXQWEGZY vs. IAKWEGZY vs. IVVWEGZY vs. SOXX
Often compared with IVW:
IVW vs. IVVIVW vs. IVEIVW vs. QQQIVW vs. SPYIVW vs. VOOIVW vs. VOOGIVW vs. SPYG

Return for Risk

WEGZY vs. IVW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WEGZY
WEGZY Risk / Return Rank: 6060
Overall Rank
WEGZY Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WEGZY Sortino Ratio Rank: 5757
Sortino Ratio Rank
WEGZY Omega Ratio Rank: 5555
Omega Ratio Rank
WEGZY Calmar Ratio Rank: 6363
Calmar Ratio Rank
WEGZY Martin Ratio Rank: 6363
Martin Ratio Rank
IVW
IVW Risk / Return Rank: 4444
Overall Rank
IVW Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IVW Sortino Ratio Rank: 4343
Sortino Ratio Rank
IVW Omega Ratio Rank: 4343
Omega Ratio Rank
IVW Calmar Ratio Rank: 3939
Calmar Ratio Rank
IVW Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEGZY vs. IVW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEG SA ADR (WEGZY) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

WEGZYIVWDifference
Sharpe ratioReturn per unit of total volatility
0.54
1.45

-0.92

Sortino ratioReturn per unit of downside risk
1.02
2.01

-0.99

Omega ratioGain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratioReturn relative to maximum drawdown

0.93

1.80

-0.86

Martin ratioReturn relative to average drawdown

2.02

7.08

-5.07

WEGZY vs. IVW - Sharpe Ratio Comparison

The current WEGZY Sharpe Ratio is 0.54, which is lower than the IVW Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of WEGZY and IVW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

WEGZY vs. IVW - Drawdown Comparison

The maximum WEGZY drawdown since its inception was -76.45%, which is greater than IVW's maximum drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for WEGZY and IVW.

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Drawdown Indicators

WEGZYIVWDifference

Max Drawdown

Largest peak-to-trough decline

-76.45%

-57.33%

-19.12%

Max Drawdown (1Y)

Largest decline over 1 year

-24.77%

-13.75%

-11.02%

Max Drawdown (3Y)

Largest decline over 3 years

-35.65%

-22.15%

-13.50%

Max Drawdown (5Y)

Largest decline over 5 years

-42.54%

-32.72%

-9.82%

Max Drawdown (10Y)

Largest decline over 10 years

-63.53%

-32.72%

-30.81%

Current Drawdown

Current decline from peak

-14.85%

-5.72%

-9.13%

Average Drawdown

Average peak-to-trough decline

-31.29%

-17.59%

-13.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.45%

3.48%

+7.97%

Volatility

WEGZY vs. IVW - Volatility Comparison

WEG SA ADR (WEGZY) has a higher volatility of 13.80% compared to iShares S&P 500 Growth ETF (IVW) at 7.23%. This indicates that WEGZY's price experiences larger fluctuations and is considered to be riskier than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WEGZYIVWDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.80%

7.23%

+6.57%

Volatility (6M)

Calculated over the trailing 6-month period

34.19%

13.77%

+20.42%

Volatility (1Y)

Calculated over the trailing 1-year period

43.22%

17.03%

+26.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.12%

21.35%

+23.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.17%

20.69%

+60.48%

Dividends

WEGZY vs. IVW - Dividend Comparison

WEGZY's dividend yield for the trailing twelve months is around 2.71%, more than IVW's 0.37% yield.

PositionTTM20252024202320222021202020192018201720162015
IVW
iShares S&P 500 Growth ETF		0.37%0.40%0.43%1.03%0.92%0.46%0.82%1.63%1.28%1.30%1.51%1.51%
WEGZY
WEG SA ADR		2.71%3.26%1.54%1.60%1.37%1.35%0.55%0.89%1.28%1.37%2.89%1.19%

Frequently Asked Questions

WEGZY and IVW have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEGZY has higher volatility (13.80%) compared to IVW (7.23%). In terms of maximum drawdown, WEGZY dropped -76.45% vs IVW's -57.33%.

IVW currently has the higher Sharpe Ratio (1.45 vs 0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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