DBSC vs. IWC
DBSC (Deepwater Beachfront Small Cap ETF) and IWC (iShares Micro-Cap ETF) are both Small Cap Blend Equities funds. DBSC is actively managed, while IWC is passively managed. A 0.62 correlation means they provide meaningful diversification when combined. DBSC charges 0.85%/yr vs 0.60%/yr for IWC.
Performance
DBSC vs. IWC - Performance Comparison
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Returns By Period
In the year-to-date period, DBSC achieves a 5.96% return, which is significantly lower than IWC's 22.38% return.
DBSC
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 5.96%
- 6M
- 3.53%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWC
- 1D
- -0.79%
- 1M
- 3.18%
- YTD
- 22.38%
- 6M
- 19.49%
- 1Y
- 56.41%
- 3Y*
- 22.77%
- 5Y*
- 5.48%
- 10Y*
- 11.98%
DBSC vs. IWC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DBSC Deepwater Beachfront Small Cap ETF | 5.96% | -0.86% |
IWC iShares Micro-Cap ETF | 22.38% | -1.71% |
Correlation
The correlation between DBSC and IWC is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 16, 2025 | 0.62 |
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Return for Risk
DBSC vs. IWC — Risk / Return Rank
DBSC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IWC
DBSC vs. IWC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deepwater Beachfront Small Cap ETF (DBSC) 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.
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.
| DBSC | IWC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.56 | — |
| Martin ratioReturn relative to average drawdown | — | 14.85 | — |
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Drawdowns
DBSC vs. IWC - Drawdown Comparison
The maximum DBSC drawdown since its inception was -16.61%, smaller than the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for DBSC and IWC.
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Drawdown Indicators
| DBSC | IWC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.61% | -64.61% | +48.00% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.43% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.46% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.61% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.21% | — |
Current DrawdownCurrent decline from peak | -2.17% | -0.79% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -15.24% | +10.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.81% | — |
Volatility
DBSC vs. IWC - Volatility Comparison
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Volatility by Period
| DBSC | IWC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.51% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.22% | 24.36% | -5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.22% | 24.58% | -5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 24.50% | -5.28% |
DBSC vs. IWC - Expense Ratio Comparison
DBSC has a 0.85% expense ratio, which is higher than IWC's 0.60% expense ratio.
Dividends
DBSC vs. IWC - Dividend Comparison
DBSC has not paid dividends to shareholders, while IWC's dividend yield for the trailing twelve months is around 0.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSC Deepwater Beachfront Small Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWC iShares Micro-Cap ETF | 0.98% | 1.10% | 1.06% | 1.17% | 1.18% | 0.78% | 0.98% | 1.19% | 1.01% | 1.09% | 1.16% | 1.49% |
Frequently Asked Questions
DBSC and IWC have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWC is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWC is cheaper with a 0.60% expense ratio, compared with 0.85% for DBSC.
IWC has the higher dividend yield at 0.98%, compared with 0.00% for DBSC.
They also come from different issuers: Deepwater Asset Management and iShares. Their fees differ too: 0.85% for DBSC and 0.60% for IWC.
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