WTV vs. IUSV
Compare and contrast key facts about WisdomTree US Value ETF (WTV) and iShares Core S&P U.S. Value ETF (IUSV).
WTV and IUSV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTV is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. LargeCap Value Index. It was launched on Feb 23, 2007. IUSV is a passively managed fund by iShares that tracks the performance of the Russell 2500 Value Index. It was launched on Aug 4, 2000. Both WTV and IUSV 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: WTV or IUSV.
Key characteristics
| WTV | IUSV | |
|---|---|---|
| YTD Return | 27.66% | 18.05% |
| 1Y Return | 45.26% | 32.69% |
| 3Y Return (Ann) | 13.17% | 11.42% |
| 5Y Return (Ann) | 15.47% | 12.45% |
| 10Y Return (Ann) | 12.52% | 10.60% |
| Sharpe Ratio | 3.28 | 3.00 |
| Sortino Ratio | 4.56 | 4.27 |
| Omega Ratio | 1.59 | 1.55 |
| Calmar Ratio | 6.36 | 4.93 |
| Martin Ratio | 19.23 | 18.27 |
| Ulcer Index | 2.29% | 1.73% |
| Daily Std Dev | 13.41% | 10.56% |
| Max Drawdown | -61.95% | -60.18% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between WTV and IUSV is 0.82, 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
WTV vs. IUSV - Performance Comparison
In the year-to-date period, WTV achieves a 27.66% return, which is significantly higher than IUSV's 18.05% return. Over the past 10 years, WTV has outperformed IUSV with an annualized return of 12.52%, while IUSV has yielded a comparatively lower 10.60% 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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WTV vs. IUSV - Expense Ratio Comparison
WTV has a 0.12% expense ratio, which is higher than IUSV's 0.04% expense ratio. However, 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
WTV vs. IUSV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Value ETF (WTV) and iShares Core S&P U.S. Value ETF (IUSV). 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
WTV vs. IUSV - Dividend Comparison
WTV's dividend yield for the trailing twelve months is around 1.52%, less than IUSV's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTV WisdomTree US Value ETF | 1.52% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 1.38% | 1.30% | 1.57% | 1.20% | 1.17% |
IUSV iShares Core S&P U.S. Value ETF | 1.89% | 1.75% | 2.22% | 1.87% | 2.40% | 2.19% | 2.66% | 1.93% | 2.18% | 2.54% | 1.86% | 1.95% |
Drawdowns
WTV vs. IUSV - Drawdown Comparison
The maximum WTV drawdown since its inception was -61.95%, roughly equal to the maximum IUSV drawdown of -60.18%. Use the drawdown chart below to compare losses from any high point for WTV and IUSV. For additional features, visit the drawdowns tool.
Volatility
WTV vs. IUSV - Volatility Comparison
WisdomTree US Value ETF (WTV) has a higher volatility of 4.93% compared to iShares Core S&P U.S. Value ETF (IUSV) at 3.65%. This indicates that WTV's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.