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IAUM vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IAUM vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Gold Trust Micro (IAUM) 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, IAUM achieves a -4.68% return, which is significantly lower than IWM's 20.47% return.


IAUM

1D
-1.87%
1M
-8.79%
YTD
-4.68%
6M
-8.59%
1Y
21.67%
3Y*
28.82%
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)

IAUM vs. IWM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IAUM
iShares Gold Trust Micro
-4.68%64.27%27.04%13.12%-0.49%3.87%
IWM
iShares Russell 2000 ETF
20.47%12.66%11.38%16.83%-20.48%-2.88%

Correlation

The correlation between IAUM and IWM is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2021

0.15

The correlation between IAUM and IWM shifts across timeframes, from 0.15 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IAUM vs. IWM — Risk / Return Rank

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

IAUM
IAUM Risk / Return Rank: 2222
Overall Rank
IAUM Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IAUM Sortino Ratio Rank: 2121
Sortino Ratio Rank
IAUM Omega Ratio Rank: 2525
Omega Ratio Rank
IAUM Calmar Ratio Rank: 2020
Calmar Ratio Rank
IAUM Martin Ratio Rank: 2121
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.

IAUM vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust Micro (IAUM) 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.


IAUMIWMDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.17

1.34

-0.17

Calmar ratioReturn relative to maximum drawdown

0.89

3.73

-2.83

Martin ratioReturn relative to average drawdown

2.40

13.18

-10.78

IAUM vs. IWM - Sharpe Ratio Comparison

The current IAUM Sharpe Ratio is 0.80, which is lower than the IWM Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IAUM 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

IAUM vs. IWM - Drawdown Comparison

The maximum IAUM drawdown since its inception was -24.37%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IAUM and IWM.


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Drawdown Indicators


IAUMIWMDifference

Max Drawdown

Largest peak-to-trough decline

-24.37%

-59.05%

+34.68%

Max Drawdown (1Y)

Largest decline over 1 year

-24.37%

-11.03%

-13.34%

Max Drawdown (3Y)

Largest decline over 3 years

-24.37%

-27.50%

+3.13%

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

-23.81%

-0.96%

-22.85%

Average Drawdown

Average peak-to-trough decline

-5.46%

-10.75%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.06%

3.11%

+5.95%

Volatility

IAUM vs. IWM - Volatility Comparison

iShares Gold Trust Micro (IAUM) has a higher volatility of 8.12% compared to iShares Russell 2000 ETF (IWM) at 6.56%. This indicates that IAUM'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


IAUMIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

6.56%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

24.11%

14.31%

+9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

27.27%

19.74%

+7.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.10%

22.61%

-4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

23.06%

-4.96%

IAUM vs. IWM - Expense Ratio Comparison

IAUM has a 0.09% 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

IAUM vs. IWM - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
IAUM
iShares Gold Trust Micro
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


IAUM and IWM have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAUM has higher volatility (8.12%) compared to IWM (6.56%). In terms of maximum drawdown, IAUM dropped -24.37% vs IWM's -59.05%.

On 3-year performance, IAUM leads with 28.82% vs 19.22% for IWM. On fees, IAUM is cheaper at 0.09% 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, IAUM has performed better with a 28.82% return vs 19.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAUM is cheaper with a 0.09% expense ratio, compared with 0.19% for IWM.

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

IAUM is categorized as Gold, while IWM is Small Cap Blend Equities. IAUM tracks LBMA Gold Price PM, while IWM tracks Russell 2000 Index. Their fees differ too: 0.09% for IAUM and 0.19% for IWM.

IWM currently has the higher Sharpe Ratio (2.08 vs 0.80), 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

Find the right allocation for IAUM and IWM

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