^SIXR vs. IWM

Last updated Jun 23, 2026

^SIXR (Consumer Staples Select Sector Index) is an index, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index.

Performance

^SIXR vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Consumer Staples Select Sector Index (^SIXR) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXR

• 1D: -0.62%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IWM

• 1D: 0.88%
• 1M: 4.83%
• YTD: 21.64%
• 6M: 18.08%
• 1Y: 44.01%
• 3Y*: 19.60%
• 5Y*: 6.77%
• 10Y*: 11.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXR vs. IWM - Yearly Performance Comparison

	2026 (YTD)
^SIXR Consumer Staples Select Sector Index	-0.62%
IWM iShares Russell 2000 ETF	0.88%

Return for Risk

^SIXR vs. IWM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^SIXR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IWM

IWM Risk / Return Rank: 72
IWM Sharpe Ratio Rank: 72
IWM Sortino Ratio Rank: 70
IWM Omega Ratio Rank: 63
IWM Calmar Ratio Rank: 80
IWM Martin Ratio Rank: 76

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.

^SIXR vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Consumer Staples Select Sector Index (^SIXR) and iShares Russell 2000 ETF (IWM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^SIXR	IWM	Difference
Sharpe ratio: Return per unit of total volatility	—	2.24	—
Sortino ratio: Return per unit of downside risk	—	3.05	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	4.01	—
Martin ratio: Return relative to average drawdown	—	14.19	—

Drawdowns

^SIXR vs. IWM - Drawdown Comparison

The maximum ^SIXR drawdown since its inception was -0.62%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for ^SIXR and IWM.

Drawdown Indicators

	^SIXR	IWM	Difference
Max Drawdown Largest peak-to-trough decline	-0.62%	-59.05%	+58.43%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.03%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-27.50%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.91%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.13%	—
Current Drawdown Current decline from peak	-0.62%	0.00%	-0.62%
Average Drawdown Average peak-to-trough decline	-0.62%	-10.75%	+10.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.11%	—

Volatility

Volatility by Period

	^SIXR	IWM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.28%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	19.75%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.60%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	23.09%	—