IBGL vs. IWM
IBGL (iShares iBonds Dec 2055 Term Treasury ETF) and IWM (iShares Russell 2000 ETF) are both exchange-traded funds - IBGL is a Government Bonds fund tracking the ICE 2055 Maturity US Treasury Index, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past year, IBGL returned 4.56% vs 39.10% for IWM. At a 0.21 correlation, their price movements are largely independent. IBGL charges 0.07%/yr vs 0.19%/yr for IWM.
Performance
IBGL vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, IBGL achieves a -0.23% return, which is significantly lower than IWM's 17.07% return.
IBGL
- 1D
- -0.35%
- 1M
- 0.74%
- YTD
- -0.23%
- 6M
- -1.85%
- 1Y
- 4.56%
- 3Y*
- —
- 5Y*
- —
- 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%
IBGL vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IBGL iShares iBonds Dec 2055 Term Treasury ETF | -0.23% | 0.99% |
IWM iShares Russell 2000 ETF | 17.07% | 20.81% |
Correlation
The correlation between IBGL and IWM is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025 | 0.21 |
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Return for Risk
IBGL vs. IWM — Risk / Return Rank
IBGL
IWM
IBGL vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) 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.
| IBGL | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.34 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 3.56 | -2.93 |
| Martin ratioReturn relative to average drawdown | 1.58 | 12.64 | -11.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBGL | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 2.05 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.27 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.37 | -0.30 |
Drawdowns
IBGL vs. IWM - Drawdown Comparison
The maximum IBGL drawdown since its inception was -9.37%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IBGL and IWM.
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Drawdown Indicators
| IBGL | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.37% | -59.05% | +49.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -11.03% | +3.80% |
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 DrawdownCurrent decline from peak | -4.38% | -1.49% | -2.89% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -10.77% | +6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.10% | -0.21% |
Volatility
IBGL vs. IWM - Volatility Comparison
The current volatility for iShares iBonds Dec 2055 Term Treasury ETF (IBGL) is 2.67%, while iShares Russell 2000 ETF (IWM) has a volatility of 5.75%. This indicates that IBGL 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
| IBGL | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 5.75% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 6.12% | 13.53% | -7.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.28% | 19.20% | -9.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.53% | 22.52% | -11.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.53% | 23.04% | -12.51% |
IBGL vs. IWM - Expense Ratio Comparison
IBGL has a 0.07% 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
IBGL vs. IWM - Dividend Comparison
IBGL's dividend yield for the trailing twelve months is around 4.70%, more than IWM's 0.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGL iShares iBonds Dec 2055 Term Treasury ETF | 4.70% | 3.52% | 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 | 0.88% | 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
IBGL and IWM have a correlation of 0.22, 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 IBGL (2.67%). In terms of maximum drawdown, IBGL dropped -9.37% vs IWM's -59.05%.
On 1-year performance, IWM leads with 39.10% vs 4.56% for IBGL. On fees, IBGL is cheaper at 0.07% per year. On volatility, IBGL has been the lower-risk option at 2.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IWM has performed better with a 39.10% return vs 4.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBGL is cheaper with a 0.07% expense ratio, compared with 0.19% for IWM.
IBGL has the higher dividend yield at 4.70%, compared with 0.88% for IWM.
IBGL is categorized as Government Bonds, while IWM is Small Cap Blend Equities. IBGL tracks ICE 2055 Maturity US Treasury Index, while IWM tracks Russell 2000 Index. Their fees differ too: 0.07% for IBGL and 0.19% for IWM.
IWM currently has the higher Sharpe Ratio (2.05 vs 0.49), 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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