Data as of Oct 28, 2026.
IWB vs VCIT: Differences, Returns & Fees
Over the year to Oct 28, 2026, IWB returned +13.1% to VCIT's −1.8%; 0% of their weight is in the same names.
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Net assets: $49.1bn on Oct 28, 2026 for iShares Russell 1000 ETF, and $66.6bn on Sep 30, 2026 for Vanguard Intermediate-Term Corporate Bond ETF.
Pair scorecard
VCIT costs 0.12 points a year less; their one-year returns differ by 14.9 points; VCIT is 1.4 times larger.
| Measure | IWB | VCIT |
|---|---|---|
| Return | ||
| Total return, 1 year | +13.1% | −1.8% |
| Drawdown | ||
| Below its high | 3.2%, high on Feb 27, 2026 | |
| Benchmark | ||
| What it tracks | Russell 1000 Index | Bloomberg U.S. 5-10 Year Corporate Bond Index |
| Cost and size | ||
| Expense ratio | 0.15% | 0.03% |
| Net assets, as of Sep 30, 2026 | $48.6bn | $66.6bn |
| Holdings | ||
| Holdings in common | 0% | |
| In the S&P 500, by weight | 92% | |
| Top ten holdings, share of the fund | 35.3% | |
Holdings in common uses holdings dated Sep 30, 2026 and Oct 27, 2026. Method
Risk and return
Dec 4, 2009 to Oct 23, 2026 · 881 weekly returnsEach against its own benchmark: IWB against VONE, Oct 1, 2010 to Oct 23, 2026; VCIT against SCHI, Oct 18, 2019 to Oct 23, 2026.
IWB returned more: +805.2% to +96.4%. VCIT swung less: 6.4% to 16.3%. VCIT fell less at its worst: −20.0% to −32.7%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IWB | VCIT | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +805.2% | +96.4% | IWB | Price change plus distributions, reinvested. |
| Annualized | +13.9% | +4.1% | IWB | Total return as a yearly rate. |
| Price return | +582.5% | +5.1% | IWB | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 16.3% | 6.4% | VCIT | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 11.3% | 4.7% | VCIT | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −32.7% | −20.0% | VCIT | Deepest fall from a high to the low after it. |
| Upside capture | 100.1% | 99.2% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 100.1% | 99.6% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.00 | 1.00 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 1.00 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.79 | 0.42 | IWB | Return above Treasury bills per unit of volatility. |
| Sortino | 1.14 | 0.57 | IWB | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.130 | −0.008 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.42 | 0.20 | IWB | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | VONE | SCHI | The ETF each fund is measured against. | |
| Alpha | 0.0% a year | 0.0% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | −0.09 | −0.22 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.5% to +0.5% | −0.4% to +0.3% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | −0.03 | −0.08 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.0% | 0.5% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 881 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IWB and VCIT hold 0% of their money in the same securities at the same weight. Holdings dated Sep 30, 2026 and Oct 27, 2026.
half
0% in common
Only in one fund ↓
Side by side
IWB and VCIT on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IWB and VCIT do different jobs. What does each one do in a portfolio?
- What each follows. IWB follows Russell 1000 Index and VCIT follows Bloomberg U.S. 5-10 Year Corporate Bond Index.
- Holdings in common. 0% of the weight is in the same securities (holdings dated Oct 27, 2026 and Sep 30, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 IWB returned +13.1% and VCIT −1.8% with distributions reinvested, a gap of 14.9 points.
Data as of Oct 28, 2026.
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IWB
IWB tracks the Russell 1000. Over the year to Oct 28, 2026 it returned +13.1% with distributions reinvested, against +13.2% for its benchmark, the Russell 1000 Index. The prospectus expense ratio is 0.15% a year. By its holdings published by its issuer for Oct 27, 2026, 92% of the fund by weight is stocks the S&P 500 also holds, across 1,025 positions, with the top ten at 35.3%.
VCIT
VCIT tracks an index of Intermediate-Term Corporate Bond. Over the year to Oct 28, 2026 it returned −1.8% with distributions reinvested, against −1.8% for its benchmark, the Bloomberg U.S. 5-10 Year Corporate Bond Index. The prospectus expense ratio is 0.03% a year. It sat 3.2% below its high of Feb 27, 2026 on Oct 28, 2026.
Questions people ask
- Which returned more over the last year, IWB or VCIT?
- In the year to Oct 28, 2026, with distributions reinvested, IWB returned +13.1% and VCIT −1.8%.
- Which is cheaper, IWB or VCIT?
- VCIT is cheaper, by 0.12 percentage points a year. That is about $12 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, IWB against VCIT, data as of Oct 28, 2026. https://etfiq.com/compare/any/iwb-vs-vcit
ETFIQ. (Oct 28, 2026). IWB against VCIT. Retrieved from https://etfiq.com/compare/any/iwb-vs-vcit
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