{"schemaVersion":1,"ticker":"IYW","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/iyw/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, IYW against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/iyw/"},"benchmark":{"ticker":"IWB","name":"Russell 1000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IYW","b":"IWB","window":{"from":"2000-05-26","to":"2026-10-23","firstReturn":"2000-06-02","weeklyReturns":1378,"years":26.41,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01771326,"perWeek":0.0003406396,"days":6207,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":9.97900578,"b":7.88041435,"edge":"IYW","lead":"IYW"},"annualised":{"a":0.09462794,"b":0.08590025,"edge":"IYW (slight)","lead":"IYW"},"price":{"a":8.46666667,"b":4.73054636,"edge":"IYW","lead":"IYW"},"volatility":{"a":0.25161377,"b":0.17677445,"edge":"IWB","lead":"IWB"},"downsideDeviation":{"a":0.1744318,"b":0.12545696,"edge":"IWB","lead":"IWB"},"maxDrawdown":{"a":-0.81260933,"b":-0.5477732,"edge":"IWB","lead":"IWB","aPeak":"2000-09-01","aTrough":"2002-10-04","bPeak":"2007-10-12","bTrough":"2009-03-06"},"excess":{"a":0.10451224,"b":0.08052177,"edge":"IYW","lead":"IYW"},"sharpe":{"a":0.41536771,"b":0.45550571,"edge":"IWB (slight)","lead":"IWB"},"sortino":{"a":0.59915817,"b":0.64182784,"edge":"IWB (slight)","lead":"IWB"},"calmar":{"a":0.11644949,"b":0.15681718,"edge":"IWB","lead":"IWB"}},"relative":{"IYW":{"on":"IWB","beta":1.19213198,"r2":0.70148575,"alpha":0.00851966,"alphaT":0.31827689,"alphaLow":-0.04399099,"alphaHigh":0.06103031,"upsideCapture":1.46070473,"downsideCapture":1.16020055,"treynor":0.08766835,"trackingError":0.14160629,"informationRatio":0.16941667,"upWeeks":780,"downWeeks":592,"treynorReference":0.08052177,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"IYW","lead":"IYW"},"downsideCapture":{"edge":"IWB","lead":"IWB"},"treynor":{"edge":"IYW (slight)","lead":"IYW"},"informationRatio":{"edge":null,"lead":"IYW","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IYW":{"kept":"2026-10-26","distributions":85,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1378,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":9.97900578}},"IWB":{"kept":"2026-10-26","distributions":107,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1378,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.88041435}}}}