Data as of Oct 30, 2026.
IWV vs YLDE: Differences, Returns & Fees
Over the year to Oct 30, 2026, IWV returned +12.4% to YLDE's +16.1%, and IWV charges 0.20% to YLDE's 0.48%.
askIQ about this page
askIQ about IWV and YLDE
Net assets on Oct 30, 2026: $20.2bn for iShares Russell 3000 ETF and $181m for Franklin ClearBridge Enhanced Income ETF.
Pair scorecard
IWV costs 0.28 points a year less; their one-year returns differ by 3.7 points; IWV is far larger, $20.2bn against $181m.
| Measure | IWV | YLDE |
|---|---|---|
| Return | ||
| Total return, 1 year | +12.4% | +16.1% |
| Price change, 1 year | rose 11.3% | rose 7.7% |
| Latest payout, annualized | 6.5% | |
| Return of capital, issuer estimate | 67% of the Apr 6, 2026 payment | |
| Benchmark | ||
| What it tracks | Russell 3000 Index | Benchmark: iShares Russell 3000 ETF, measured through IWV |
| Cost and size | ||
| Expense ratio | 0.20% | 0.48% |
| Net assets | $20.2bn | $181m |
| Holdings | ||
| Holdings in common | 23% | |
| In the S&P 500, by weight | 88% | |
| Top ten holdings, share of the fund | 33.2% | |
Risk and return
Jun 2, 2017 to Oct 30, 2026 · 491 weekly returnsEach against its own benchmark: IWV against VTHR, Oct 1, 2010 to Oct 30, 2026; YLDE against IWV, Jun 2, 2017 to Oct 30, 2026.
From Jun 2017 to Oct 2026, IWV returned more: +239.3% to +186.1%. YLDE swung less: 15.2% to 17.9%. YLDE fell slightly less at its worst: −30.6% to −32.7%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IWV | YLDE | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +239.3% | +186.1% | IWV | Price change plus distributions, reinvested. |
| Annualized | +13.8% | +11.8% | IWV | Total return as a yearly rate. |
| Price return | +196.7% | +123.5% | IWV | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 17.9% | 15.2% | YLDE | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 12.5% | 10.7% | YLDE | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −32.7% | −30.6% | YLDE (slight) | Deepest fall from a high to the low after it. |
| Upside capture | 99.1% | 61.1% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 99.5% | 75.6% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.00 | 0.76 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.99 | 0.79 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.67 | 0.64 | IWV (slight) | Return above Treasury bills per unit of volatility. |
| Sortino | 0.96 | 0.90 | IWV (slight) | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.128 | 0.128 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.42 | 0.39 | IWV (slight) | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | VTHR | IWV | The ETF each fund is measured against. | |
| Alpha | 0.0% a year | +0.7% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | −0.02 | 0.29 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −1.0% to +1.0% | −3.9% to +5.2% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | −0.01 | −0.27 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.9% | 8.3% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 491 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IWV and YLDE hold 23% of their money in the same securities at the same weight. Holdings dated Jun 30, 2026 and Oct 29, 2026.
half
23% in common
Only in one fund ↓
Side by side
IWV and YLDE on the fields both publish, as of Oct 30, 2026. Source: ETFIQ. Cash paid: distributions over the window, as a share of the starting price.
No client brief for this pair: the two funds' holdings are dated 121 days apart.
IWV
IWV tracks an index. Over the year to Oct 30, 2026 it returned +12.4% with distributions reinvested, against +12.3% for its benchmark, the Russell 3000 Index. The prospectus expense ratio is 0.20% a year. By its holdings published by its issuer for Oct 29, 2026, 88% of the fund by weight is stocks the S&P 500 also holds, across 2,595 positions, with the top ten at 33.2%.
YLDE
Over the year to Oct 30, 2026, YLDE paid 7.8% of its starting value in cash distributions while its price rose 7.7%. With every distribution reinvested, the fund returned +16.1%. iShares Russell 3000 ETF (IWV) returned +12.4% over the same days, so a holder was ahead by 3.7 pts. At its price on Oct 30, 2026 the latest distribution annualizes to 6.5%, paid monthly. Franklin estimates that 67% of the distribution paid Apr 6, 2026 was a return of capital (its 19a-1 notice). That is a tax label, not a measure of erosion.
Questions people ask
- Are IWV and YLDE in the same category?
- IWV is a stock ETF and YLDE is an option-income ETF, so they do different jobs. The table compares what both publish: return, cost and holdings.
- Which returned more over the last year, IWV or YLDE?
- In the year to Oct 30, 2026, with distributions reinvested, IWV returned +12.4% and YLDE +16.1%.
- Which is cheaper, IWV or YLDE?
- IWV is cheaper, by 0.28 percentage points a year. That is about $28 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.
Cite this pageCitation, APA and Markdown
ETFIQ, IWV against YLDE, data as of Oct 30, 2026. https://etfiq.com/compare/any/iwv-vs-ylde
ETFIQ. (Oct 30, 2026). IWV against YLDE. Retrieved from https://etfiq.com/compare/any/iwv-vs-ylde
[IWV against YLDE (ETFIQ, Oct 30, 2026)](https://etfiq.com/compare/any/iwv-vs-ylde)
Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms.