IMCV
iShares Morningstar Mid-Cap Value ETF
HML
Adj. R2
0.953
Rel. Sharpe
1.019
Mkt beta
0.97
AUM
US$1.0B
MER
0.06%
Valuation
114
ETF comparison
Verified factor-similar pair
IMCV vs IWD
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
HML
Similarity score
85
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
IWD
iShares Russell 1000 Value ETF
HML
Adj. R2
0.961
Rel. Sharpe
0.956
Mkt beta
0.94
AUM
US$72.9B
MER
0.18%
Valuation
138
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.28
HML
diff +0.04
RMW
diff +0.07
CMA
diff +0.03
UMD
diff -0.07
Why This Pair Matches
Exposure level
83
Exposure shape
90
Mkt beta diff
0.04
Rel. Sharpe diff
0.062
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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