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DIVB vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVB vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Dividend and Buyback ETF (DIVB) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DIVB having a 17.35% return and IWM slightly lower at 17.07%.


DIVB

1D
-0.56%
1M
8.55%
YTD
17.35%
6M
17.71%
1Y
29.81%
3Y*
22.07%
5Y*
12.19%
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)

DIVB vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIVB
iShares U.S. Dividend and Buyback ETF
17.35%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%
IWM
iShares Russell 2000 ETF
17.07%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%4.33%

Correlation

The correlation between DIVB and IWM is 0.74, 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

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.81

The correlation between DIVB and IWM has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

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Return for Risk

DIVB vs. IWM — Risk / Return Rank

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

DIVB
DIVB Risk / Return Rank: 7979
Overall Rank
DIVB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 8282
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7777
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8282
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7676
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6262
Overall Rank
IWM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 5959
Sortino Ratio Rank
IWM Omega Ratio Rank: 5353
Omega Ratio Rank
IWM Calmar Ratio Rank: 7070
Calmar Ratio Rank
IWM Martin Ratio Rank: 6767
Martin Ratio Rank
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.

DIVB vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Dividend and Buyback ETF (DIVB) 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.


DIVBIWMDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.47

1.34

+0.13

Calmar ratioReturn relative to maximum drawdown

4.39

3.56

+0.83

Martin ratioReturn relative to average drawdown

14.95

12.64

+2.31

DIVB vs. IWM - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 2.65, which is comparable to the IWM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of DIVB 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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Sharpe Ratios by Period


DIVBIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

2.05

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.27

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.37

+0.39

Drawdowns

DIVB vs. IWM - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for DIVB and IWM.


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Drawdown Indicators


DIVBIWMDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-59.05%

+22.12%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-11.03%

+4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-27.50%

+12.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-31.91%

+10.83%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

-0.56%

-1.49%

+0.93%

Average Drawdown

Average peak-to-trough decline

-4.99%

-10.77%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

3.10%

-1.10%

Volatility

DIVB vs. IWM - Volatility Comparison

The current volatility for iShares U.S. Dividend and Buyback ETF (DIVB) is 3.34%, while iShares Russell 2000 ETF (IWM) has a volatility of 5.75%. This indicates that DIVB 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


DIVBIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

5.75%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

13.53%

-5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

19.20%

-7.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

22.52%

-7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

23.04%

-4.66%

DIVB vs. IWM - Expense Ratio Comparison

DIVB has a 0.25% expense ratio, which is higher than IWM's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DIVB vs. IWM - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.19%, more than IWM's 0.88% yield.


PositionTTM20252024202320222021202020192018201720162015
DIVB
iShares U.S. Dividend and Buyback ETF
2.19%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%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


DIVB and IWM have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWM has higher volatility (5.75%) compared to DIVB (3.34%). In terms of maximum drawdown, DIVB dropped -36.93% vs IWM's -59.05%.

On 5-year performance, DIVB leads with 12.19% vs 6.11% for IWM. On fees, IWM is cheaper at 0.19% per year. On volatility, DIVB has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DIVB has performed better with a 12.19% return vs 6.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWM is cheaper with a 0.19% expense ratio, compared with 0.25% for DIVB.

DIVB has the higher dividend yield at 2.19%, compared with 0.88% for IWM.

DIVB is categorized as Large Cap Blend Equities, while IWM is Small Cap Blend Equities. DIVB tracks Morningstar US Dividend and Buyback Index, while IWM tracks Russell 2000 Index. Their fees differ too: 0.25% for DIVB and 0.19% for IWM.

DIVB currently has the higher Sharpe Ratio (2.65 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.

Portfolio Optimizer

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