DBRG vs. IWM
DBRG (DigitalBridge Group, Inc.) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, DBRG returned -6.54%/yr vs 10.70%/yr for IWM. Their 0.52 correlation means they have sometimes moved together and sometimes differently.
Performance
DBRG vs. IWM - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
DBRG
IWM
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.
| DBRG | IWM | Difference | |
|---|---|---|---|
| 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 |
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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
| DBRG | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -75.20% | -3.08% | -72.12% |
Average DrawdownAverage peak-to-trough decline | -60.85% | -10.71% | -50.14% |
Ulcer IndexDepth 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
| DBRG | IWM | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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