ARTY vs. IWM

Last updated Jun 4, 2026

ARTY (iShares Future AI & Tech ETF) and IWM (iShares Russell 2000 ETF) are both exchange-traded funds - ARTY is a Technology Equities fund tracking the Morningstar Global Artificial Intelligence Select Index, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past 5 years, ARTY returned 14.13%/yr vs 6.11%/yr for IWM. A 0.77 correlation means they provide meaningful diversification when combined. ARTY charges 0.47%/yr vs 0.19%/yr for IWM.

Performance

ARTY vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Future AI & Tech ETF (ARTY) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ARTY achieves a 66.09% return, which is significantly higher than IWM's 17.07% return.

ARTY

• 1D: -0.90%
• 1M: 26.10%
• YTD: 66.09%
• 6M: 63.47%
• 1Y: 112.42%
• 3Y*: 36.54%
• 5Y*: 14.13%
• 10Y*: —

IWM

• 1D: -1.37%
• 1M: 3.52%
• YTD: 17.07%
• 6M: 15.83%
• 1Y: 39.10%
• 3Y*: 17.88%
• 5Y*: 6.11%
• 10Y*: 10.93%

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

ARTY vs. IWM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ARTY iShares Future AI & Tech ETF	66.09%	29.97%	8.02%	36.37%	-37.89%	6.32%	48.85%	34.47%	-14.31%
IWM iShares Russell 2000 ETF	17.07%	12.66%	11.38%	16.83%	-20.48%	14.54%	20.03%	25.39%	-17.50%

Correlation

The correlation between ARTY and IWM is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jun 29, 2018	0.77

The correlation between ARTY and IWM shifts across timeframes, from 0.67 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

ARTY vs. IWM - Sectors Allocation Comparison

Sectors	ARTY	IWM
Technology	87.7%	19.5%
Industrials	5.3%	17.1%
Communication Services	3.5%	2.0%
Utilities	1.7%	3.0%
Real Estate	1.2%	5.7%
Healthcare	0.6%	15.8%
Basic Materials	-	4.5%
Consumer Cyclical	-	7.8%
Consumer Defensive	-	2.1%
Energy	-	6.0%
Financial Services	-	15.8%

Return for Risk

ARTY vs. IWM — Risk / Return Rank

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

ARTY

ARTY Risk / Return Rank: 90
ARTY Sharpe Ratio Rank: 94
ARTY Sortino Ratio Rank: 89
ARTY Omega Ratio Rank: 87
ARTY Calmar Ratio Rank: 91
ARTY Martin Ratio Rank: 90

IWM

IWM Risk / Return Rank: 62
IWM Sharpe Ratio Rank: 59
IWM Sortino Ratio Rank: 59
IWM Omega Ratio Rank: 53
IWM Calmar Ratio Rank: 70
IWM Martin Ratio Rank: 67

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.

ARTY vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future AI & Tech ETF (ARTY) 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.

	ARTY	IWM	Difference
Sharpe ratio: Return per unit of total volatility	3.78	2.05	+1.73
Sortino ratio: Return per unit of downside risk	4.13	2.85	+1.28
Omega ratio: Gain probability vs. loss probability	1.55	1.34	+0.21
Calmar ratio: Return relative to maximum drawdown	6.01	3.56	+2.45
Martin ratio: Return relative to average drawdown	20.88	12.64	+8.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ARTY vs. IWM - Sharpe Ratio Comparison

The current ARTY Sharpe Ratio is 3.78, which is higher than the IWM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ARTY and IWM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ARTY	IWM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.78	2.05	+1.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.27	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.37	+0.27

Drawdowns

ARTY vs. IWM - Drawdown Comparison

The maximum ARTY drawdown since its inception was -54.50%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for ARTY and IWM.

Drawdown Indicators

	ARTY	IWM	Difference
Max Drawdown Largest peak-to-trough decline	-54.50%	-59.05%	+4.55%
Max Drawdown (1Y) Largest decline over 1 year	-18.81%	-11.03%	-7.78%
Max Drawdown (3Y) Largest decline over 3 years	-32.44%	-27.50%	-4.94%
Max Drawdown (5Y) Largest decline over 5 years	-50.53%	-31.91%	-18.62%
Max Drawdown (10Y) Largest decline over 10 years	—	-41.13%	—
Current Drawdown Current decline from peak	-0.90%	-1.49%	+0.59%
Average Drawdown Average peak-to-trough decline	-19.85%	-10.77%	-9.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.40%	3.10%	+2.30%

Volatility

ARTY vs. IWM - Volatility Comparison

iShares Future AI & Tech ETF (ARTY) has a higher volatility of 12.01% compared to iShares Russell 2000 ETF (IWM) at 5.75%. This indicates that ARTY's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARTY	IWM	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.01%	5.75%	+6.26%
Volatility (6M) Calculated over the trailing 6-month period	25.12%	13.53%	+11.59%
Volatility (1Y) Calculated over the trailing 1-year period	29.94%	19.20%	+10.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.58%	22.52%	+6.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.75%	23.04%	+4.71%

ARTY vs. IWM - Expense Ratio Comparison

ARTY has a 0.47% expense ratio, which is higher than IWM's 0.19% expense ratio.

Dividends

ARTY vs. IWM - Dividend Comparison

ARTY has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.88%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARTY iShares Future AI & Tech ETF	0.00%	0.00%	0.50%	0.88%	0.75%	2.41%	0.53%	0.69%	0.34%	0.00%	0.00%	0.00%
IWM iShares Russell 2000 ETF	0.88%	1.04%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%

Frequently Asked Questions

Can I hold both ARTY and IWM in my portfolio?

ARTY and IWM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ARTY or IWM?

ARTY has higher volatility (12.01%) compared to IWM (5.75%). In terms of maximum drawdown, ARTY dropped -54.50% vs IWM's -59.05%.

Which ETF is better, ARTY or IWM?

On 5-year performance, ARTY leads with 14.13% vs 6.11% for IWM. On fees, IWM is cheaper at 0.19% per year. On volatility, IWM has been the lower-risk option at 5.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ARTY or IWM?

Over the 5-year period, ARTY has performed better with a 14.13% return vs 6.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ARTY or IWM?

IWM is cheaper with a 0.19% expense ratio, compared with 0.47% for ARTY.

Which ETF pays a higher dividend yield, ARTY or IWM?

IWM has the higher dividend yield at 0.88%, compared with 0.00% for ARTY.

What is the main difference between ARTY and IWM?

ARTY is categorized as Technology Equities, while IWM is Small Cap Blend Equities. ARTY tracks Morningstar Global Artificial Intelligence Select Index, while IWM tracks Russell 2000 Index. Their fees differ too: 0.47% for ARTY and 0.19% for IWM.

Which has better risk-adjusted returns?

ARTY currently has the higher Sharpe Ratio (3.78 vs 2.05), 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.