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^XAX vs. IWC
Performance
Return for Risk
Drawdowns
Volatility

Performance

^XAX vs. IWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE American Composite Index (^XAX) and iShares Micro-Cap ETF (IWC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^XAX achieves a 27.43% return, which is significantly higher than IWC's 18.97% return. Over the past 10 years, ^XAX has outperformed IWC with an annualized return of 14.18%, while IWC has yielded a comparatively lower 11.35% annualized return.


^XAX

1D
-0.14%
1M
-2.59%
YTD
27.43%
6M
19.70%
1Y
63.31%
3Y*
29.41%
5Y*
21.64%
10Y*
14.18%

IWC

1D
-2.09%
1M
2.88%
YTD
18.97%
6M
18.63%
1Y
55.24%
3Y*
21.73%
5Y*
5.45%
10Y*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^XAX vs. IWC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^XAX
NYSE American Composite Index
27.43%46.53%2.00%11.10%20.66%45.17%-7.51%11.36%-13.87%15.31%
IWC
iShares Micro-Cap ETF
18.97%22.45%13.63%8.99%-21.93%18.67%20.88%22.20%-13.13%12.79%

Correlation

The correlation between ^XAX and IWC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2005

0.59

Over the past year, the correlation between ^XAX and IWC has dropped to 0.31 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

^XAX vs. IWC — Risk / Return Rank

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

^XAX
^XAX Risk / Return Rank: 9494
Overall Rank
^XAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
^XAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
^XAX Omega Ratio Rank: 9191
Omega Ratio Rank
^XAX Calmar Ratio Rank: 9797
Calmar Ratio Rank
^XAX Martin Ratio Rank: 9797
Martin Ratio Rank

IWC
IWC Risk / Return Rank: 7171
Overall Rank
IWC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 6666
Sortino Ratio Rank
IWC Omega Ratio Rank: 5959
Omega Ratio Rank
IWC Calmar Ratio Rank: 8383
Calmar Ratio Rank
IWC Martin Ratio Rank: 7676
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.

^XAX vs. IWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE American Composite Index (^XAX) and iShares Micro-Cap ETF (IWC). 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.


^XAXIWCDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

6.66

4.47

+2.19

Martin ratioReturn relative to average drawdown

22.63

14.76

+7.87

^XAX vs. IWC - Sharpe Ratio Comparison

The current ^XAX Sharpe Ratio is 3.07, which is higher than the IWC Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of ^XAX and IWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


^XAXIWCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.07

2.36

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.22

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.47

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.31

+0.20

Drawdowns

^XAX vs. IWC - Drawdown Comparison

The maximum ^XAX drawdown since its inception was -54.41%, smaller than the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for ^XAX and IWC.


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Drawdown Indicators


^XAXIWCDifference

Max Drawdown

Largest peak-to-trough decline

-54.41%

-64.61%

+10.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-12.43%

+2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.79%

-29.46%

+10.67%

Max Drawdown (5Y)

Largest decline over 5 years

-19.28%

-40.68%

+21.40%

Max Drawdown (10Y)

Largest decline over 10 years

-52.59%

-47.21%

-5.38%

Current Drawdown

Current decline from peak

-5.61%

-2.90%

-2.71%

Average Drawdown

Average peak-to-trough decline

-10.30%

-15.28%

+4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

3.75%

-0.94%

Volatility

^XAX vs. IWC - Volatility Comparison

The current volatility for NYSE American Composite Index (^XAX) is 6.44%, while iShares Micro-Cap ETF (IWC) has a volatility of 7.29%. This indicates that ^XAX experiences smaller price fluctuations and is considered to be less risky than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^XAXIWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

7.29%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

17.26%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

20.77%

23.63%

-2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.54%

24.42%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

24.42%

-2.57%

Frequently Asked Questions


^XAX and IWC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWC has higher volatility (7.29%) compared to ^XAX (6.44%). In terms of maximum drawdown, ^XAX dropped -54.41% vs IWC's -64.61%.

^XAX currently has the higher Sharpe Ratio (3.07 vs 2.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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