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iShares Russell 2000 ETF (IWM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642876555

CUSIP

464287655

Issuer

iShares

Inception Date

May 22, 2000

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Russell 2000 Index

Asset Class

Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Expense Ratio

IWM has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for IWM: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
IWM vs. SPY IWM vs. VTWO IWM vs. IJR IWM vs. IWN IWM vs. IWO IWM vs. IWB IWM vs. TNA IWM vs. IWF IWM vs. IWV IWM vs. VOO
Popular comparisons:
IWM vs. SPY IWM vs. VTWO IWM vs. IJR IWM vs. IWN IWM vs. IWO IWM vs. IWB IWM vs. TNA IWM vs. IWF IWM vs. IWV IWM vs. VOO

Performance

Performance Chart

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.


300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
570.53%
330.39%
IWM (iShares Russell 2000 ETF)
Benchmark (^GSPC)

Returns By Period

iShares Russell 2000 ETF had a return of 11.87% year-to-date (YTD) and 12.48% in the last 12 months. Over the past 10 years, iShares Russell 2000 ETF had an annualized return of 7.83%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares Russell 2000 ETF did not perform as well as the benchmark.


IWM

YTD

11.87%

1M

-3.62%

6M

11.47%

1Y

12.48%

5Y*

7.37%

10Y*

7.83%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of IWM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.90%5.63%3.49%-6.85%5.04%-1.12%10.34%-1.69%0.71%-1.42%11.07%11.87%
20239.82%-1.72%-4.85%-1.79%-0.82%8.07%6.11%-5.08%-5.85%-6.91%9.20%12.13%16.83%
2022-9.53%1.03%1.16%-9.90%0.19%-8.37%10.56%-2.00%-9.66%11.16%2.20%-6.51%-20.48%
20214.85%6.20%1.40%1.79%0.27%1.87%-3.63%2.20%-2.88%4.25%-4.33%2.27%14.54%
2020-3.10%-8.85%-21.48%13.85%6.59%3.43%2.92%5.48%-3.26%2.20%18.24%8.65%20.03%
201911.32%5.18%-2.09%3.40%-7.85%6.98%0.68%-4.93%2.04%2.72%4.07%2.79%25.39%
20182.56%-3.84%1.22%0.98%6.16%0.61%1.65%4.31%-2.32%-10.99%1.73%-11.97%-11.12%
20170.28%1.93%0.03%1.15%-1.97%3.37%0.85%-1.26%6.30%0.73%2.94%-0.40%14.58%
2016-8.58%-0.22%8.01%1.67%2.24%-0.02%5.87%1.78%1.07%-4.60%11.06%2.88%21.59%
2015-3.28%5.95%1.77%-2.56%2.24%0.78%-1.10%-6.31%-4.94%5.62%3.26%-5.03%-4.48%
2014-2.77%4.78%-0.75%-3.75%0.79%5.27%-6.05%4.83%-5.93%6.59%0.11%2.89%5.04%
20136.24%1.00%4.66%-0.35%3.93%-0.82%7.33%-3.16%6.49%2.42%3.96%2.02%38.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IWM is 41, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IWM is 4141
Overall Rank
The Sharpe Ratio Rank of IWM is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 4040
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 3939
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 4343
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IWM, currently valued at 0.69, compared to the broader market0.002.004.000.692.10
The chart of Sortino ratio for IWM, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.001.102.80
The chart of Omega ratio for IWM, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.39
The chart of Calmar ratio for IWM, currently valued at 0.74, compared to the broader market0.005.0010.0015.000.743.09
The chart of Martin ratio for IWM, currently valued at 3.63, compared to the broader market0.0020.0040.0060.0080.00100.003.6313.49
IWM
^GSPC

The current iShares Russell 2000 ETF Sharpe ratio is 0.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Russell 2000 ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.69
2.10
IWM (iShares Russell 2000 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Russell 2000 ETF provided a 1.14% dividend yield over the last twelve months, with an annual payout of $2.53 per share. The fund has been increasing its distributions for 3 consecutive years.


0.90%1.00%1.10%1.20%1.30%1.40%1.50%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.53$2.70$2.59$2.09$2.04$2.09$1.88$1.92$1.86$1.73$1.51$1.41

Dividend yield

1.14%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%1.23%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.52$0.00$0.00$0.56$0.00$0.00$0.75$0.00$0.00$0.69$2.53
2023$0.00$0.00$0.63$0.00$0.00$0.51$0.00$0.00$0.83$0.00$0.00$0.73$2.70
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$2.59
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$2.09
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$2.04
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$2.09
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$1.88
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$1.92
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$1.86
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$1.73
2014$0.00$0.00$0.30$0.00$0.00$0.00$0.46$0.00$0.31$0.00$0.00$0.45$1.51
2013$0.26$0.00$0.00$0.00$0.43$0.00$0.28$0.00$0.00$0.44$1.41

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.18%
-2.62%
IWM (iShares Russell 2000 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Russell 2000 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Russell 2000 ETF was 59.05%, occurring on Mar 9, 2009. Recovery took 488 trading sessions.

The current iShares Russell 2000 ETF drawdown is 8.18%.


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, 2022601Nov 6, 2024753
-28.91%May 2, 2011108Oct 3, 2011239Sep 13, 2012347

Volatility

Volatility Chart

The current iShares Russell 2000 ETF volatility is 6.16%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.16%
3.79%
IWM (iShares Russell 2000 ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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