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DBRG vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBRG vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DigitalBridge Group, Inc. (DBRG) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBRG achieves a 3.59% return, which is significantly lower than IWM's 18.79% return. Over the past 10 years, DBRG has underperformed IWM with an annualized return of -6.54%, while IWM has yielded a comparatively higher 10.70% annualized return.


DBRG

1D
0.13%
1M
0.57%
6M
3.25%
YTD
3.59%
1Y
52.73%
3Y*
0.21%
5Y*
-10.41%
10Y*
-6.54%
ALL TIME*
-8.33%

IWM

1D
-0.48%
1M
-2.14%
6M
12.62%
YTD
18.79%
1Y
36.90%
3Y*
15.11%
5Y*
6.99%
10Y*
10.70%
ALL TIME*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$49.07M$47.59M$44.87M
$6.67B$6.32B$7.45B

DBRG vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBRG
DigitalBridge Group, Inc.
3.59%36.48%-35.51%60.77%-67.11%73.18%6.54%10.47%-55.58%-10.36%
IWM
iShares Russell 2000 ETF
18.79%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Correlation

The correlation between DBRG and IWM is 0.34, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.34

Correlation (3Y)
Balances recent behavior with more history.

0.50

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

Correlation (10Y)
Provides a long-term view across more market conditions.

0.52

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2014

0.52

The correlation between DBRG and IWM shifts across timeframes, from 0.34 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DBRG vs. IWM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DBRG
DBRG Risk / Return Rank: 8181
Overall Rank
DBRG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DBRG Sortino Ratio Rank: 8787
Sortino Ratio Rank
DBRG Omega Ratio Rank: 9393
Omega Ratio Rank
DBRG Calmar Ratio Rank: 7373
Calmar Ratio Rank
DBRG Martin Ratio Rank: 8080
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 7979
Overall Rank
IWM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 7878
Sortino Ratio Rank
IWM Omega Ratio Rank: 7272
Omega Ratio Rank
IWM Calmar Ratio Rank: 8383
Calmar Ratio Rank
IWM Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DBRG vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DigitalBridge Group, Inc. (DBRG) 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.


DBRGIWMDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.42

1.30

+0.12

Calmar ratioReturn relative to maximum drawdown

1.44

3.11

-1.67

Martin ratioReturn relative to average drawdown

5.29

11.02

-5.73

DBRG vs. IWM - Sharpe Ratio Comparison

The current DBRG Sharpe Ratio is 0.85, which is lower than the IWM Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of DBRG 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.


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Drawdowns

DBRG vs. IWM - Drawdown Comparison

The maximum DBRG drawdown since its inception was -91.72%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for DBRG and IWM.


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Drawdown Indicators


DBRGIWMDifference

Max Drawdown

Largest peak-to-trough decline

-91.72%

-59.05%

-32.67%

Max Drawdown (1Y)

Largest decline over 1 year

-33.69%

-11.03%

-22.66%

Max Drawdown (3Y)

Largest decline over 3 years

-67.03%

-27.50%

-39.53%

Max Drawdown (5Y)

Largest decline over 5 years

-79.44%

-31.91%

-47.53%

Max Drawdown (10Y)

Largest decline over 10 years

-88.18%

-41.13%

-47.05%

Current Drawdown

Current decline from peak

-75.20%

-3.08%

-72.12%

Average Drawdown

Average peak-to-trough decline

-60.85%

-10.71%

-50.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.15%

3.11%

+6.04%

Volatility

DBRG vs. IWM - Volatility Comparison

The current volatility for DigitalBridge Group, Inc. (DBRG) is 0.92%, while iShares Russell 2000 ETF (IWM) has a volatility of 3.82%. This indicates that DBRG experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBRGIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.92%

3.82%

-2.90%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

14.12%

-12.08%

Volatility (1Y)

Calculated over the trailing 1-year period

56.80%

19.41%

+37.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.29%

22.48%

+29.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.24%

23.01%

+30.23%

Dividends

DBRG vs. IWM - Dividend Comparison

DBRG's dividend yield for the trailing twelve months is around 0.25%, less than IWM's 0.91% yield.


PositionTTM20252024202320222021202020192018201720162015
DBRG
DigitalBridge Group, Inc.
0.25%0.26%0.35%0.23%0.18%0.00%2.29%9.26%9.40%19.40%2.68%3.29%
IWM
iShares Russell 2000 ETF
0.91%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


DBRG and IWM have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWM has higher volatility (3.82%) compared to DBRG (0.92%). In terms of maximum drawdown, DBRG dropped -91.72% vs IWM's -59.05%.

IWM currently has the higher Sharpe Ratio (1.77 vs 0.85), 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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