DUSG vs. IWO
DUSG (Dimensional U.S. Small Cap Growth ETF) and IWO (iShares Russell 2000 Growth ETF) are both Small Cap Growth Equities funds. DUSG is actively managed, while IWO is passively managed. A 0.70 correlation means they provide meaningful diversification when combined. DUSG charges 0.32%/yr vs 0.24%/yr for IWO.
Performance
DUSG vs. IWO - Performance Comparison
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Returns By Period
DUSG
- 1D
- -0.70%
- 1M
- 1.36%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWO
- 1D
- -0.12%
- 1M
- -0.87%
- 6M
- 7.96%
- YTD
- 16.80%
- 1Y
- 28.39%
- 3Y*
- 14.95%
- 5Y*
- 6.07%
- 10Y*
- 10.97%
DUSG vs. IWO - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DUSG Dimensional U.S. Small Cap Growth ETF | 2.64% |
IWO iShares Russell 2000 Growth ETF | 2.43% |
Correlation
The correlation between DUSG and IWO is 0.70, 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 May 6, 2026 | 0.70 |
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Return for Risk
DUSG vs. IWO — Risk / Return Rank
DUSG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IWO
DUSG vs. IWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Small Cap Growth ETF (DUSG) and iShares Russell 2000 Growth ETF (IWO). 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.
| DUSG | IWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.92 | — |
| Martin ratioReturn relative to average drawdown | — | 6.78 | — |
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Drawdowns
DUSG vs. IWO - Drawdown Comparison
The maximum DUSG drawdown since its inception was -4.19%, smaller than the maximum IWO drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for DUSG and IWO.
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Drawdown Indicators
| DUSG | IWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.19% | -60.11% | +55.92% |
Max Drawdown (1Y)Largest decline over 1 year | — | -14.87% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -28.57% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.02% | — |
Current DrawdownCurrent decline from peak | -2.35% | -4.38% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -16.64% | +15.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.20% | — |
Volatility
DUSG vs. IWO - Volatility Comparison
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Volatility by Period
| DUSG | IWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.73% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.58% | 22.10% | -7.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 24.62% | -10.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 24.14% | -9.56% |
DUSG vs. IWO - Expense Ratio Comparison
DUSG has a 0.32% expense ratio, which is higher than IWO's 0.24% expense ratio.
Dividends
DUSG vs. IWO - Dividend Comparison
DUSG's dividend yield for the trailing twelve months is around 0.14%, less than IWO's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSG Dimensional U.S. Small Cap Growth ETF | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWO iShares Russell 2000 Growth ETF | 0.44% | 0.56% | 0.80% | 0.73% | 0.73% | 0.32% | 0.44% | 0.71% | 0.76% | 0.73% | 0.97% | 0.89% |
Frequently Asked Questions
DUSG and IWO have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWO is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWO is cheaper with a 0.24% expense ratio, compared with 0.32% for DUSG.
IWO has the higher dividend yield at 0.44%, compared with 0.14% for DUSG.
They also come from different issuers: Dimensional Fund Advisors and iShares. Their fees differ too: 0.32% for DUSG and 0.24% for IWO.
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