iShares Russell 2000 ETF (IWM)
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.
ETF Info
| ISIN | US4642876555 |
|---|---|
| CUSIP | 464287655 |
| Issuer | iShares |
| Inception Date | May 22, 2000 |
| Region | North America (U.S.) |
| Category | Small Cap Growth Equities |
| Index Tracked | Russell 2000 Index |
| ETF Home Page | www.ishares.com |
| Asset Class | Equity |
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.
Share Price Chart
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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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -5.85% | -4.87% |
| 6 months | -0.19% | 4.35% |
| Year-To-Date | 2.50% | 11.68% |
| 1 year | 8.87% | 19.59% |
| 5 years (annualized) | 2.57% | 7.97% |
| 10 years (annualized) | 6.54% | 9.75% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 0.26 | ||||
^GSPC S&P 500 | 0.89 |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2007 | 420 | Mar 9, 2009 | 488 | Feb 11, 2011 | 908 |
| -41.13% | Sep 4, 2018 | 390 | Mar 23, 2020 | 161 | Nov 9, 2020 | 551 |
| -38.67% | Jul 18, 2000 | 559 | Oct 9, 2002 | 254 | Oct 13, 2003 | 813 |
| -31.91% | Nov 9, 2021 | 152 | Jun 16, 2022 | — | — | — |
| -28.92% | May 2, 2011 | 108 | Oct 3, 2011 | 239 | Sep 13, 2012 | 347 |
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.
Alternatives
| Symbol | Inception | Expense Ratio | YTD Ret. | 10Y Ann. Ret. | Div. Yield | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| IJR | May 22, 2000 | 0.07% | 0.9% | 8.0% | 1.7% | -58.2% | 0.3 | 0.9 | 1.1 | 0.5 | 7.7% |
| IWB | May 15, 2000 | 0.15% | 12.8% | 11.4% | 1.4% | -55.4% | 1.0 | 1.8 | 1.2 | 2.1 | 3.2% |
| IWN | Jul 24, 2000 | 0.24% | -0.6% | 5.9% | 2.4% | -61.6% | 0.2 | 0.7 | 1.1 | 0.2 | 8.9% |
| IWO | Jul 24, 2000 | 0.24% | 5.1% | 6.6% | 0.8% | -60.1% | 0.3 | 0.9 | 1.1 | 0.5 | 5.9% |
| IWV | May 22, 2000 | 0.20% | 12.2% | 11.0% | 1.5% | -55.6% | 0.9 | 1.7 | 1.2 | 1.9 | 3.3% |
| VTHR | Sep 20, 2010 | 0.10% | 12.4% | 11.1% | 1.6% | -34.6% | 0.9 | 1.7 | 1.2 | 1.9 | 3.3% |
| VTWO | Sep 20, 2010 | 0.10% | 2.6% | 6.6% | 1.7% | -41.2% | 0.3 | 0.8 | 1.1 | 0.4 | 7.0% |
Portfolios with iShares Russell 2000 ETF
| Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Tim Maurer Simple Money Portfolio | 2.93% | 4.30% | 2.26% | 10.06% | -36.29% | 0.23% | 0.92 | 1.8 | 1.2 | 1.6 | 2.7% |