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ISIN
US4642876480
CUSIP
464287648
Issuer
iShares
Inception Date
Jul 24, 2000
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Russell 2000 Growth Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth
Assets Under Management
$15B

Share Price Chart


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Performance

IWO Performance Chart

iShares Russell 2000 Growth ETF (IWO) is up 13.4% since the beginning of the year. IWO is currently trading at $366 per share. Investors who bought $1,000 worth of IWO shares 5 years ago would now be looking at an investment worth $1,273.


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S&P 500 Index

Returns By Period

iShares Russell 2000 Growth ETF (IWO) has returned 13.43% so far this year and 33.25% over the past 12 months.


iShares Russell 2000 Growth ETF

1D
-4.34%
1M
-2.10%
YTD
13.43%
6M
10.88%
1Y
33.25%
3Y*
16.40%
5Y*
4.95%
10Y*
10.76%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWO Monthly Returns History

Based on dividend-adjusted daily data since Jul 28, 2000, IWO's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +17.7%, while the worst month was Oct 2008 at -21.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, IWO closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.12%-0.32%-6.37%14.68%5.80%-3.81%13.43%
20253.16%-6.77%-7.55%-0.77%6.34%6.15%1.50%6.05%4.13%3.33%-0.78%-1.34%12.90%
2024-3.11%8.03%2.71%-7.56%5.31%-0.27%8.16%-1.11%1.33%-1.25%12.45%-8.42%15.04%
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%-6.34%11.29%-0.86%-8.96%9.52%1.42%-6.30%-26.27%
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%

Benchmark Metrics

iShares Russell 2000 Growth ETF has an annualized alpha of -3.11%, beta of 1.52, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since July 31, 2000.

  • This ETF captured 142.65% of S&P 500 Index gains and 131.81% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF had an annualized alpha of -3.11% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 1.52 means this ETF moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha
-3.11%
Beta
1.52
0.72
Upside Capture
142.65%
Downside Capture
131.81%

Expense Ratio

IWO has an expense ratio of 0.24%, which is considered low.


Return for Risk

Risk / Return Rank

IWO ranks 49 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IWO Risk / Return Rank: 4949
Overall Rank
IWO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IWO Sortino Ratio Rank: 4848
Sortino Ratio Rank
IWO Omega Ratio Rank: 4444
Omega Ratio Rank
IWO Calmar Ratio Rank: 5050
Calmar Ratio Rank
IWO Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Russell 2000 Growth ETF (IWO) and compare them to S&P 500 Index.


IWOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.25

Martin ratioReturn relative to average drawdown

8.04

Dividends

Dividend History

iShares Russell 2000 Growth ETF provided a 0.41% dividend yield over the last twelve months, with an annual payout of $1.51 per share.


0.30%0.40%0.50%0.60%0.70%0.80%0.90%1.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.51$1.80$2.30$1.85$1.57$0.94$1.27$1.52$1.27$1.37$1.49$1.24

Dividend yield

0.41%0.56%0.80%0.73%0.73%0.32%0.44%0.71%0.76%0.73%0.97%0.89%

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
2026$0.00$0.00$0.09$0.00$0.00$0.00$0.09
2025$0.00$0.00$0.38$0.00$0.00$0.32$0.00$0.00$0.37$0.00$0.00$0.73$1.80
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$0.45$0.00$0.00$0.58$1.85
2022$0.00$0.00$0.22$0.00$0.00$0.21$0.00$0.00$0.63$0.00$0.00$0.51$1.57
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

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.


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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 60.11%, occurring on Oct 9, 2002. Recovery took 1099 trading sessions.

The current iShares Russell 2000 Growth ETF drawdown is 4.34%.


Related event

Drawdown

Fall

Recovery

Underwater

Dot-com crash2000–2002
-60.11%Oct 2002
2y 1mo4y 4mo
6y 5moSep 2000 - Feb 2007
Financial crisis2007–2009
-57.62%Mar 2009
1y 5mo1y 9mo
3y 2moOct 2007 - Dec 2010
Bear market2022
-42.02%Jun 2022
1y 4mo3y 3mo
4y 7moFeb 2021 - Oct 2025
COVID crash2020
-39.81%Mar 2020
27d4mo 22d
5mo 19dFeb 2020 - Aug 2020
2011 bear market2011
-29.23%Oct 2011
5mo 4d11mo 17d
1y 4moMay 2011 - Sep 2012

Drawdown Indicators


IWOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-9.10%

-51.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

Max Drawdown (3Y)

Largest decline over 3 years

-28.57%

Max Drawdown (5Y)

Largest decline over 5 years

-40.51%

Max Drawdown (10Y)

Largest decline over 10 years

-42.02%

Current Drawdown

Current decline from peak

-4.34%

-2.97%

-1.37%

Average Drawdown

Average peak-to-trough decline

-16.70%

-1.13%

-15.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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