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GRNJ vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRNJ vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundstrat Granny Shots US Small- & Mid-Cap ETF (GRNJ) 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, GRNJ achieves a 22.19% return, which is significantly higher than IWM's 20.47% return.


GRNJ

1D
-2.56%
1M
1.56%
YTD
22.19%
6M
17.63%
1Y
3Y*
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)

GRNJ vs. IWM - Yearly Performance Comparison


Correlation

The correlation between GRNJ and IWM is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.88

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Return for Risk

GRNJ vs. IWM — Risk / Return Rank

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

GRNJ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

GRNJ vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots US Small- & Mid-Cap ETF (GRNJ) 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.


GRNJIWMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.73

Martin ratioReturn relative to average drawdown

13.18

GRNJ vs. IWM - Sharpe Ratio Comparison


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Drawdowns

GRNJ vs. IWM - Drawdown Comparison

The maximum GRNJ drawdown since its inception was -17.32%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for GRNJ and IWM.


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Drawdown Indicators


GRNJIWMDifference

Max Drawdown

Largest peak-to-trough decline

-17.32%

-59.05%

+41.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

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

-4.23%

-0.96%

-3.27%

Average Drawdown

Average peak-to-trough decline

-4.09%

-10.75%

+6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

GRNJ vs. IWM - Volatility Comparison


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Volatility by Period


GRNJIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

Volatility (1Y)

Calculated over the trailing 1-year period

30.86%

19.74%

+11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.86%

22.61%

+8.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.86%

23.06%

+7.80%

GRNJ vs. IWM - Expense Ratio Comparison

GRNJ has a 0.75% expense ratio, which is higher than IWM's 0.19% expense ratio.


Dividends

GRNJ vs. IWM - Dividend Comparison

GRNJ has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.90%.


PositionTTM20252024202320222021202020192018201720162015
GRNJ
Fundstrat Granny Shots US Small- & Mid-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%
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


GRNJ and IWM have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWM is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWM is cheaper with a 0.19% expense ratio, compared with 0.75% for GRNJ.

IWM has the higher dividend yield at 0.90%, compared with 0.00% for GRNJ.

GRNJ is categorized as Mid Cap Blend Equities, while IWM is Small Cap Blend Equities. They also come from different issuers: Fundstrat and iShares. Their fees differ too: 0.75% for GRNJ and 0.19% for IWM.

Portfolio Optimizer

Find the right allocation for GRNJ and IWM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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