iShares Russell 1000 ETF
Provider: iShares
iShares Russell 1000 ETF is an exchange-traded fund incorporated in the USA. The ETF tracks the performance of the Russell 1000 Index. The ETF holds large-cap U.S. stocks. Its investments are focused on the largest 1000 companies in the Russell 3000. The ETF weights the holdings using a market capitalization methodology and rebalances annually.
| Annualised Return | 10.44% |
| Realised Volatility | 15.69% |
| Downside Volatility | 11.45% |
| Max Drawdown | -51.04% |
| Winning months | 67.11% |
| Sharpe Ratio | 0.67 |
| Sortino Ratio | 0.91 |
| Calmar Ratio | 0.2 |
| Viking Ratio | 0.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.1% | -1.74% | -5.77% | -0.67% | 6.37% | 5.05% | 2.29% | 2.12% | 3.31% | 2.25% | 0.2% | -0.29% | 16.8% |
| 2024 | 1.34% | 5.27% | 3.26% | -4.18% | 4.67% | 3.26% | 1.47% | 2.37% | 2.07% | -0.68% | 6.5% | -2.82% | 24.32% |
| 2023 | 6.64% | -2.38% | 3.17% | 1.23% | 0.47% | 6.7% | 3.46% | -1.74% | -4.8% | -2.38% | 9.33% | 5% | 26.39% |
| 2022 | -5.63% | -2.74% | 3.36% | -8.86% | -0.23% | -8.38% | 9.27% | -3.84% | -9.18% | 7.9% | 5.35% | -5.75% | -19.19% |
| 2021 | -0.79% | 2.89% | 3.84% | 5.34% | 0.46% | 2.44% | 2.09% | 2.86% | -4.6% | 6.9% | -1.27% | 3.97% | 26.32% |
| 2020 | 0.12% | -8.07% | -13.34% | 13.2% | 5.16% | 2.27% | 5.94% | 7.3% | -3.7% | -2.3% | 11.69% | 4.12% | 20.77% |
| 2019 | 8.21% | 3.4% | 1.77% | 3.93% | -6.33% | 6.88% | 1.63% | -1.87% | 1.78% | 2.1% | 3.81% | 2.8% | 31.06% |
| 2018 | 5.41% | -3.7% | -2.24% | 0.26% | 2.57% | 0.63% | 3.45% | 3.39% | 0.38% | -7.09% | 1.92% | -8.92% | -4.9% |
| 2017 | 1.93% | 3.82% | 0.09% | 1.04% | 1.28% | 0.71% | 1.91% | 0.32% | 2.06% | 2.31% | 3.02% | 1.24% | 21.52% |
| 2016 | -5.44% | 0% | 6.99% | 0.53% | 1.67% | 0.27% | 3.8% | 0.11% | 0.11% | -1.98% | 4.04% | 1.87% | 12.03% |
| 2015 | -2.69% | 5.66% | -1.3% | 0.81% | 1.27% | -1.89% | 1.96% | -6.02% | -2.81% | 8.11% | 0.41% | -1.92% | 0.78% |
| 2014 | -3.24% | 4.78% | 0.6% | 0.44% | 2.3% | 2.27% | -1.62% | 4.07% | -1.72% | 2.39% | 2.71% | -0.29% | 13.09% |
| 2013 | 5.44% | 1.06% | 3.97% | 1.88% | 2.23% | -1.55% | 5.46% | -2.77% | 3.62% | 4.35% | 2.73% | 2.71% | 32.87% |
| 2012 | 4.9% | 4.29% | 3.16% | -0.56% | -6.1% | 3.84% | 1.01% | 2.57% | 2.51% | -1.77% | 0.88% | 1.11% | 16.43% |
| 2011 | 2.32% | 3.53% | 0.23% | 2.95% | -1.09% | -1.77% | -2.12% | -5.89% | -7.25% | 10.97% | -0.36% | 0.92% | 1.24% |
| 2010 | -3.62% | 3.27% | 6.3% | 1.83% | -7.96% | -5.65% | 7.01% | -4.44% | 9.13% | 3.86% | 0.2% | 6.82% | 16.06% |
| 2009 | -7.94% | -10.45% | 8.16% | 10.54% | 5.88% | 0.08% | 7.5% | 3.69% | 3.9% | -2.22% | 5.99% | 2.35% | 28.31% |
| 2008 | -5.87% | -2.84% | -0.68% | 4.96% | 1.72% | -8.31% | -0.95% | 1.38% | -9.34% | -17.13% | -8.37% | 1.83% | -37.41% |
| 2007 | 1.78% | -1.67% | 1% | 4.25% | 3.59% | -1.97% | -3.12% | 1.16% | 4.08% | 1.6% | -4.09% | -1.08% | 5.22% |