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
ETF comparison
Verified factor-similar pair
IWD vs JAVA
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
91
Near substitute
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
JAVA
JPMorgan Active Value ETF
HML
Adj. R2
0.921
Rel. Sharpe
1.008
Mkt beta
0.84
AUM
US$6.2B
MER
0.44%
Valuation
110
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 -0.13
HML
diff -0.05
RMW
diff +0.07
CMA
diff -0.03
UMD
diff +0.02
Why This Pair Matches
Exposure level
91
Exposure shape
96
Mkt beta diff
0.09
Rel. Sharpe diff
0.052
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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