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

ETF Info

ISIN

US4642876480

CUSIP

464287648

Issuer

iShares

Inception Date

Jul 24, 2000

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Russell 2000 Growth Index

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Growth

Expense Ratio

IWO has an expense ratio of 0.24%, which is considered low compared to other funds.


Expense ratio chart for IWO: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

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:
IWO vs. IWM IWO vs. IWN IWO vs. VTWO IWO vs. SLYG IWO vs. IJR IWO vs. QQQ IWO vs. VUG IWO vs. SCHA IWO vs. IVV IWO vs. SCHD
Popular comparisons:
IWO vs. IWM IWO vs. IWN IWO vs. VTWO IWO vs. SLYG IWO vs. IJR IWO vs. QQQ IWO vs. VUG IWO vs. SCHA IWO vs. IVV IWO vs. SCHD

Performance

Performance Chart

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


260.00%280.00%300.00%320.00%340.00%360.00%380.00%JulyAugustSeptemberOctoberNovemberDecember
352.53%
317.70%
IWO (iShares Russell 2000 Growth ETF)
Benchmark (^GSPC)

Returns By Period

iShares Russell 2000 Growth ETF had a return of 16.25% year-to-date (YTD) and 17.19% in the last 12 months. Over the past 10 years, iShares Russell 2000 Growth ETF had an annualized return of 8.24%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares Russell 2000 Growth ETF did not perform as well as the benchmark.


IWO

YTD

16.25%

1M

-2.52%

6M

12.37%

1Y

17.19%

5Y*

6.97%

10Y*

8.24%

^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 IWO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.11%8.03%2.71%-7.56%5.31%-0.27%8.16%-1.11%1.33%-1.25%12.45%16.25%
20239.99%-1.23%-2.47%-1.16%0.17%8.21%4.69%-5.26%-6.67%-7.66%9.11%11.94%18.51%
2022-13.42%0.55%0.33%-12.18%-1.83%-6.32%11.29%-0.86%-8.96%9.52%1.42%-6.30%-26.26%
20214.78%3.12%-2.84%1.95%-2.76%4.59%-3.73%1.85%-3.84%4.71%-4.99%0.43%2.54%
2020-1.04%-7.06%-19.55%15.28%9.35%3.92%3.49%5.81%-2.06%0.74%17.66%9.30%34.68%
201911.57%6.45%-1.28%2.95%-7.36%7.27%1.30%-4.32%-0.82%3.00%5.77%2.26%28.48%
20183.78%-2.75%1.30%0.22%6.23%0.71%1.73%6.16%-2.25%-12.64%1.53%-11.75%-9.43%
20171.49%2.57%1.09%1.89%-0.84%3.33%0.99%-0.06%5.46%1.48%2.85%0.17%22.25%
2016-10.60%-0.84%7.61%1.10%2.77%-0.44%6.41%1.09%1.42%-6.06%8.89%1.41%11.68%
2015-2.30%7.22%1.81%-2.94%3.61%1.43%0.44%-7.59%-6.29%5.66%3.69%-4.82%-1.35%
2014-1.61%4.76%-2.43%-5.12%0.98%6.19%-6.06%5.50%-5.15%6.12%0.76%2.94%5.86%
20136.64%1.02%5.04%-0.59%5.13%-0.87%7.83%-2.05%7.27%1.67%4.13%1.93%43.33%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IWO is 48, 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 IWO is 4848
Overall Rank
The Sharpe Ratio Rank of IWO is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of IWO is 4949
Sortino Ratio Rank
The Omega Ratio Rank of IWO is 4747
Omega Ratio Rank
The Calmar Ratio Rank of IWO is 4242
Calmar Ratio Rank
The Martin Ratio Rank of IWO is 5252
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 Growth ETF (IWO) 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 IWO, currently valued at 0.91, compared to the broader market0.002.004.000.912.10
The chart of Sortino ratio for IWO, currently valued at 1.38, compared to the broader market-2.000.002.004.006.008.0010.001.382.80
The chart of Omega ratio for IWO, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.39
The chart of Calmar ratio for IWO, currently valued at 0.71, compared to the broader market0.005.0010.0015.000.713.09
The chart of Martin ratio for IWO, currently valued at 4.62, compared to the broader market0.0020.0040.0060.0080.00100.004.6213.49
IWO
^GSPC

The current iShares Russell 2000 Growth ETF Sharpe ratio is 0.91. 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 Growth 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
0.91
2.10
IWO (iShares Russell 2000 Growth ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Russell 2000 Growth ETF provided a 0.79% dividend yield over the last twelve months, with an annual payout of $2.30 per share. The fund has been increasing its distributions for 2 consecutive years.


0.30%0.40%0.50%0.60%0.70%0.80%0.90%1.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.30$1.85$1.61$0.94$1.27$1.52$1.27$1.37$1.49$1.24$1.03$0.97

Dividend yield

0.79%0.73%0.75%0.32%0.44%0.71%0.76%0.73%0.97%0.89%0.73%0.72%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Russell 2000 Growth 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$0.34$0.00$0.00$0.37$0.00$0.00$0.54$0.00$0.00$1.05$2.30
2023$0.00$0.00$0.46$0.00$0.00$0.35$0.00$0.00$0.46$0.00$0.00$0.58$1.85
2022$0.00$0.00$0.22$0.00$0.00$0.25$0.00$0.00$0.63$0.00$0.00$0.51$1.61
2021$0.00$0.00$0.22$0.00$0.00$0.13$0.00$0.00$0.30$0.00$0.00$0.28$0.94
2020$0.00$0.00$0.32$0.00$0.00$0.32$0.00$0.00$0.33$0.00$0.00$0.31$1.27
2019$0.00$0.00$0.31$0.00$0.00$0.33$0.00$0.00$0.39$0.00$0.00$0.49$1.52
2018$0.00$0.00$0.30$0.00$0.00$0.00$0.32$0.00$0.29$0.00$0.00$0.36$1.27
2017$0.00$0.00$0.32$0.00$0.00$0.00$0.38$0.00$0.27$0.00$0.00$0.40$1.37
2016$0.00$0.00$0.26$0.00$0.00$0.00$0.46$0.00$0.25$0.00$0.00$0.52$1.49
2015$0.00$0.00$0.30$0.00$0.00$0.00$0.31$0.00$0.22$0.00$0.00$0.42$1.24
2014$0.00$0.00$0.23$0.00$0.00$0.00$0.23$0.00$0.21$0.00$0.00$0.36$1.03
2013$0.21$0.00$0.00$0.00$0.23$0.00$0.24$0.00$0.00$0.29$0.97

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.28%
-2.62%
IWO (iShares Russell 2000 Growth ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Russell 2000 Growth 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 Growth ETF was 60.10%, occurring on Oct 9, 2002. Recovery took 1099 trading sessions.

The current iShares Russell 2000 Growth ETF drawdown is 11.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.1%Sep 5, 2000525Oct 9, 20021099Feb 22, 20071624
-57.63%Oct 11, 2007354Mar 9, 2009452Dec 21, 2010806
-42.01%Feb 10, 2021341Jun 16, 2022
-39.81%Feb 20, 202020Mar 18, 202099Aug 7, 2020119
-29.23%May 2, 2011108Oct 3, 2011240Sep 14, 2012348

Volatility

Volatility Chart

The current iShares Russell 2000 Growth ETF volatility is 6.39%, 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
6.39%
3.79%
IWO (iShares Russell 2000 Growth 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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