XLG vs. IWB
Compare and contrast key facts about Invesco S&P 500 Top 50 ETF (XLG) and iShares Russell 1000 ETF (IWB).
XLG and IWB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLG is a passively managed fund by Invesco that tracks the performance of the S&P 500 Top 50 Index. It was launched on May 4, 2005. IWB is a passively managed fund by iShares that tracks the performance of the Russell 1000 Index. It was launched on May 15, 2000. Both XLG and IWB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XLG vs. IWB - Performance Comparison
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XLG vs. IWB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLG Invesco S&P 500 Top 50 ETF | -7.18% | 19.51% | 33.49% | 38.16% | -24.29% | 30.77% | 24.15% | 32.04% | -3.59% | 23.04% |
IWB iShares Russell 1000 ETF | -3.54% | 17.18% | 24.32% | 26.39% | -19.19% | 26.32% | 20.77% | 31.06% | -4.90% | 21.52% |
Returns By Period
In the year-to-date period, XLG achieves a -7.18% return, which is significantly lower than IWB's -3.54% return. Over the past 10 years, XLG has outperformed IWB with an annualized return of 15.72%, while IWB has yielded a comparatively lower 13.82% annualized return.
XLG
- 1D
- 0.70%
- 1M
- -3.74%
- YTD
- -7.18%
- 6M
- -4.55%
- 1Y
- 19.62%
- 3Y*
- 21.92%
- 5Y*
- 13.96%
- 10Y*
- 15.72%
IWB
- 1D
- 0.79%
- 1M
- -4.37%
- YTD
- -3.54%
- 6M
- -1.52%
- 1Y
- 17.98%
- 3Y*
- 18.26%
- 5Y*
- 11.07%
- 10Y*
- 13.82%
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XLG vs. IWB - Expense Ratio Comparison
XLG has a 0.20% expense ratio, which is higher than IWB's 0.15% 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%.
Return for Risk
XLG vs. IWB — Risk / Return Rank
XLG
IWB
XLG vs. IWB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Top 50 ETF (XLG) and iShares Russell 1000 ETF (IWB). 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.
| XLG | IWB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.98 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.50 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.51 | +0.12 |
Martin ratioReturn relative to average drawdown | 5.71 | 7.11 | -1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XLG | IWB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.98 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.65 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.76 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.42 | +0.16 |
Correlation
The correlation between XLG and IWB is 0.95, 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.
Dividends
XLG vs. IWB - Dividend Comparison
XLG's dividend yield for the trailing twelve months is around 0.70%, less than IWB's 1.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLG Invesco S&P 500 Top 50 ETF | 0.70% | 0.64% | 0.72% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% |
IWB iShares Russell 1000 ETF | 1.05% | 1.00% | 1.14% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% |
Drawdowns
XLG vs. IWB - Drawdown Comparison
The maximum XLG drawdown since its inception was -52.39%, smaller than the maximum IWB drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for XLG and IWB.
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Drawdown Indicators
| XLG | IWB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.39% | -55.38% | +2.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -12.21% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -28.02% | -25.20% | -2.82% |
Max Drawdown (10Y)Largest decline over 10 years | -30.46% | -34.60% | +4.14% |
Current DrawdownCurrent decline from peak | -8.93% | -5.53% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -10.92% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 2.59% | +0.95% |
Volatility
XLG vs. IWB - Volatility Comparison
Invesco S&P 500 Top 50 ETF (XLG) has a higher volatility of 5.82% compared to iShares Russell 1000 ETF (IWB) at 5.38%. This indicates that XLG's price experiences larger fluctuations and is considered to be riskier than IWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLG | IWB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 5.38% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 9.58% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.97% | 18.34% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 17.11% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 18.12% | +0.69% |