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EGUS vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGUS vs. IWM

Last updated Jun 24, 2026

EGUS (Ishares ESG Aware MSCI USA Growth ETF) and IWM (iShares Russell 2000 ETF) are both exchange-traded funds - EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus Index, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past 3 years, EGUS returned 24.15%/yr vs 19.22%/yr for IWM. A 0.63 correlation means they provide meaningful diversification when combined. EGUS charges 0.18%/yr vs 0.19%/yr for IWM.

Performance

EGUS vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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, EGUS achieves a 7.09% return, which is significantly lower than IWM's 20.47% return.

EGUS

1D
-2.34%
1M
-1.95%
YTD
7.09%
6M
5.77%
1Y
26.18%
3Y*
24.15%
5Y*
—
10Y*
—

IWM

1D
-0.96%
1M
3.82%
YTD
20.47%
6M
17.64%
1Y
40.90%
3Y*
19.22%
5Y*
6.27%
10Y*
11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGUS vs. IWM - Yearly Performance Comparison

2026 (YTD)202520242023
EGUS
Ishares ESG Aware MSCI USA Growth ETF		7.09%19.02%32.85%27.00%
IWM
iShares Russell 2000 ETF		20.47%12.66%11.38%4.74%

Correlation

The correlation between EGUS and IWM is 0.64, 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

0.64

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

0.63

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2023

0.63

The correlation between EGUS and IWM has been stable across timeframes, ranging from 0.63 to 0.64 - a consistent structural relationship.

EGUS vs. IWM - Sectors Allocation Comparison

Sectors
EGUS
IWM

Technology

54.5%
20.1%

Consumer Cyclical

12.6%
8.0%

Communication Services

11.1%
1.7%

Industrials

7.3%
17.3%

Healthcare

5.9%
15.6%

Financial Services

3.8%
15.5%

Real Estate

1.5%
5.5%

Utilities

1.1%
3.1%

Energy

1.1%
6.0%

Basic Materials

0.7%
4.5%

Consumer Defensive

0.2%
2.0%

Technology

EGUS
54.5%
IWM
20.1%

Consumer Cyclical

EGUS
12.6%
IWM
8.0%

Communication Services

EGUS
11.1%
IWM
1.7%

Industrials

EGUS
7.3%
IWM
17.3%

Healthcare

EGUS
5.9%
IWM
15.6%

Financial Services

EGUS
3.8%
IWM
15.5%

Real Estate

EGUS
1.5%
IWM
5.5%

Utilities

EGUS
1.1%
IWM
3.1%

Energy

EGUS
1.1%
IWM
6.0%

Basic Materials

EGUS
0.7%
IWM
4.5%

Consumer Defensive

EGUS
0.2%
IWM
2.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Ishares ESG Aware MSCI USA Growth ETF

iShares Russell 2000 ETF

Often compared with EGUS:
EGUS vs. SPYEGUS vs. VUGEGUS vs. FELGEGUS vs. FGDLEGUS vs. SCHGEGUS vs. FXAIXEGUS vs. SPMO
Often compared with IWM:
IWM vs. SPYIWM vs. VTWOIWM vs. IJRIWM vs. AVUVIWM vs. IWNIWM vs. VOOIWM vs. TNA

Return for Risk

EGUS vs. IWM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EGUS
EGUS Risk / Return Rank: 4242
Overall Rank
EGUS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EGUS Sortino Ratio Rank: 4343
Sortino Ratio Rank
EGUS Omega Ratio Rank: 4444
Omega Ratio Rank
EGUS Calmar Ratio Rank: 3636
Calmar Ratio Rank
EGUS Martin Ratio Rank: 3838
Martin Ratio Rank
IWM
IWM Risk / Return Rank: 6767
Overall Rank
IWM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6464
Sortino Ratio Rank
IWM Omega Ratio Rank: 5757
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7373
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.

EGUS vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.

EGUSIWMDifference
Sharpe ratioReturn per unit of total volatility
1.51
2.08

-0.57

Sortino ratioReturn per unit of downside risk
2.05
2.86

-0.81

Omega ratioGain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratioReturn relative to maximum drawdown

1.68

3.73

-2.05

Martin ratioReturn relative to average drawdown

5.58

13.18

-7.60

EGUS vs. IWM - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 1.51, which is comparable to the IWM Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of EGUS 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

EGUS vs. IWM - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for EGUS and IWM.

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Drawdown Indicators

EGUSIWMDifference

Max Drawdown

Largest peak-to-trough decline

-24.87%

-59.05%

+34.18%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-11.03%

-4.63%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-27.50%

+2.63%

Max Drawdown (5Y)

Largest decline over 5 years

—

-31.91%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-41.13%

—

Current Drawdown

Current decline from peak

-5.47%

-0.96%

-4.51%

Average Drawdown

Average peak-to-trough decline

-3.37%

-10.75%

+7.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.70%

3.11%

+1.59%

Volatility

EGUS vs. IWM - Volatility Comparison

Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a higher volatility of 7.10% compared to iShares Russell 2000 ETF (IWM) at 6.56%. This indicates that EGUS's price experiences larger fluctuations and is considered to be riskier 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

EGUSIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

6.56%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

14.31%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

19.74%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.33%

22.61%

-3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.33%

23.06%

-3.73%

EGUS vs. IWM - Expense Ratio Comparison

EGUS has a 0.18% expense ratio, which is lower than IWM's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EGUS vs. IWM - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.21%, less than IWM's 0.90% yield.

PositionTTM20252024202320222021202020192018201720162015
EGUS
Ishares ESG Aware MSCI USA Growth ETF		0.21%0.22%0.25%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWM
iShares Russell 2000 ETF		0.90%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

EGUS and IWM have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EGUS has higher volatility (7.10%) compared to IWM (6.56%). In terms of maximum drawdown, EGUS dropped -24.87% vs IWM's -59.05%.

On 3-year performance, EGUS leads with 24.15% vs 19.22% for IWM. On fees, EGUS is cheaper at 0.18% per year. On volatility, IWM has been the lower-risk option at 6.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EGUS has performed better with a 24.15% return vs 19.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EGUS is cheaper with a 0.18% expense ratio, compared with 0.19% for IWM.

IWM has the higher dividend yield at 0.90%, compared with 0.21% for EGUS.

EGUS is categorized as Large Cap Growth Equities, while IWM is Small Cap Blend Equities. EGUS tracks MSCI USA Growth Extended ESG Focus Index, while IWM tracks Russell 2000 Index. Their fees differ too: 0.18% for EGUS and 0.19% for IWM.

IWM currently has the higher Sharpe Ratio (2.08 vs 1.51), 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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