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iShares Russell 2000 ETF (IWM)

ETF · Currency in USD · Last updated Sep 30, 2023

IWM is a passive ETF by iShares tracking the investment results of the Russell 2000 Index. IWM launched on May 22, 2000 and has a 0.19% expense ratio.

Summary

ETF Info

ISINUS4642876555
CUSIP464287655
IssueriShares
Inception DateMay 22, 2000
RegionNorth America (U.S.)
CategorySmall Cap Growth Equities
Index TrackedRussell 2000 Index
ETF Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

The iShares Russell 2000 ETF features an expense ratio of 0.19%, falling within the medium range.


0.19%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in iShares Russell 2000 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-0.24%
3.96%
IWM (iShares Russell 2000 ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with IWM

iShares Russell 2000 ETF

Popular comparisons: IWM vs. SPY, IWM vs. IJR, IWM vs. VTWO, IWM vs. IWN, IWM vs. IWO, IWM vs. IWB, IWM vs. IWV, IWM vs. IWF, IWM vs. VTHR, IWM vs. ^GSPC

Return

iShares Russell 2000 ETF had a return of 2.50% year-to-date (YTD) and 8.87% in the last 12 months. Over the past 10 years, iShares Russell 2000 ETF had an annualized return of 6.54%, while the S&P 500 had an annualized return of 9.75%, indicating that iShares Russell 2000 ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-5.85%-4.87%
6 months-0.19%4.35%
Year-To-Date2.50%11.68%
1 year8.87%19.59%
5 years (annualized)2.57%7.97%
10 years (annualized)6.54%9.75%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-4.85%-1.79%-0.82%8.07%6.11%-5.08%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IWM
iShares Russell 2000 ETF
0.26
^GSPC
S&P 500
0.89

Sharpe Ratio

The current iShares Russell 2000 ETF Sharpe ratio is 0.26. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
0.26
0.89
IWM (iShares Russell 2000 ETF)
Benchmark (^GSPC)

Dividend History

iShares Russell 2000 ETF granted a 1.58% dividend yield in the last twelve months. The annual payout for that period amounted to $2.80 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$2.80$2.58$2.09$2.04$2.09$1.88$1.92$1.85$1.73$1.51$1.41$1.69

Dividend yield

1.58%1.50%0.96%1.08%1.32%1.49%1.36%1.50%1.71%1.42%1.40%2.31%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Russell 2000 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.63$0.00$0.00$0.51$0.00$0.00
2022$0.00$0.00$0.40$0.00$0.00$0.49$0.00$0.00$0.86$0.00$0.00$0.83
2021$0.00$0.00$0.40$0.00$0.00$0.35$0.00$0.00$0.68$0.00$0.00$0.67
2020$0.00$0.00$0.42$0.00$0.00$0.47$0.00$0.00$0.57$0.00$0.00$0.59
2019$0.00$0.00$0.41$0.00$0.00$0.53$0.00$0.00$0.54$0.00$0.00$0.60
2018$0.00$0.00$0.36$0.00$0.00$0.00$0.60$0.00$0.45$0.00$0.00$0.47
2017$0.00$0.00$0.39$0.00$0.00$0.00$0.61$0.00$0.35$0.00$0.00$0.58
2016$0.00$0.00$0.33$0.00$0.00$0.00$0.62$0.00$0.34$0.00$0.00$0.56
2015$0.00$0.00$0.38$0.00$0.00$0.00$0.53$0.00$0.32$0.00$0.00$0.50
2014$0.00$0.00$0.30$0.00$0.00$0.00$0.46$0.00$0.30$0.00$0.00$0.45
2013$0.00$0.00$0.26$0.00$0.00$0.00$0.43$0.00$0.28$0.00$0.00$0.44
2012$0.25$0.00$0.00$0.38$0.00$0.00$0.33$0.00$0.00$0.73

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%MayJuneJulyAugustSeptember
-25.03%
-10.60%
IWM (iShares Russell 2000 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the iShares Russell 2000 ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Russell 2000 ETF is 59.05%, recorded on Mar 9, 2009. It took 488 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.05%Jul 10, 2007420Mar 9, 2009488Feb 11, 2011908
-41.13%Sep 4, 2018390Mar 23, 2020161Nov 9, 2020551
-38.67%Jul 18, 2000559Oct 9, 2002254Oct 13, 2003813
-31.91%Nov 9, 2021152Jun 16, 2022
-28.92%May 2, 2011108Oct 3, 2011239Sep 13, 2012347

Volatility Chart

The current iShares Russell 2000 ETF volatility is 4.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptember
4.29%
3.17%
IWM (iShares Russell 2000 ETF)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
IJRMay 22, 20000.07%0.9%8.0%1.7%-58.2%0.30.91.10.57.7%
IWBMay 15, 20000.15%12.8%11.4%1.4%-55.4%1.01.81.22.13.2%
IWNJul 24, 20000.24%-0.6%5.9%2.4%-61.6%0.20.71.10.28.9%
IWOJul 24, 20000.24%5.1%6.6%0.8%-60.1%0.30.91.10.55.9%
IWVMay 22, 20000.20%12.2%11.0%1.5%-55.6%0.91.71.21.93.3%
VTHRSep 20, 20100.10%12.4%11.1%1.6%-34.6%0.91.71.21.93.3%
VTWOSep 20, 20100.10%2.6%6.6%1.7%-41.2%0.30.81.10.47.0%

Portfolios with iShares Russell 2000 ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Tim Maurer Simple Money Portfolio2.93%4.30%2.26%10.06%-36.29%0.23%0.921.81.21.62.7%