NYSEArca - Delayed Quote USD

iShares Russell 1000 Value ETF (IWD)

173.12 +1.02 (+0.59%)
At close: May 3 at 4:00 PM EDT
173.12 0.00 (0.00%)
After hours: May 3 at 4:05 PM EDT

ETF Summary

The fund generally invests at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index (i.e., depositary receipts representing securities of the underlying index) and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents.

Risk Overview

Performance & Risk

YTD Return 5.22%
5y Average Return 8.67%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.87
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
IWDCategory AverageIWDCategory AverageIWDCategory Average
Alpha -2.3 -1.05 -3.8 -2.79 -3.3 -2.8
BETA 0.87 0.83 0.96 0.94 0.96 0.95
Mean Annual Return 0.52 0.6 0.82 0.89 0.76 0.79
R-squared 85.82 78.41 88.44 83.21 89.56 84.19
Standard Deviation 16.56 16.63 18.89 19.14 15.44 15.77
Sharpe Ratio 0.19 0.25 0.41 0.44 0.49 0.51
Treynor Ratio 2.14 3.52 6.45 7.4 7.01 7.51

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