BIZD vs. IWM

In the year-to-date period, BIZD achieves a -2.55% return, which is significantly higher than IWM's -5.71% return. Over the past 10 years, BIZD has outperformed IWM with an annualized return of 8.91%, while IWM has yielded a comparatively lower 6.75% annualized return.

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BIZD has a 10.92% expense ratio, which is higher than IWM's 0.19% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors BDC Income ETF (BIZD) 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.

The current BIZD Sharpe Ratio is 0.17, which is higher than the IWM Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of BIZD and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BIZD's dividend yield for the trailing twelve months is around 2.72%, more than IWM's 1.19% yield.

The maximum BIZD drawdown since its inception was -55.47%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for BIZD and IWM. For additional features, visit the drawdowns tool.

VanEck Vectors BDC Income ETF (BIZD) and iShares Russell 2000 ETF (IWM) have volatilities of 6.36% and 6.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.