IBID vs. IWM
IBID (iShares iBonds Oct 2027 Term TIPS ETF) and IWM (iShares Russell 2000 ETF) are both exchange-traded funds - IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past year, IBID returned 4.04% vs 40.90% for IWM. At a 0.04 correlation, their price movements are largely independent. IBID charges 0.10%/yr vs 0.19%/yr for IWM.
Performance
IBID vs. IWM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBID achieves a 1.99% return, which is significantly lower than IWM's 20.47% return.
IBID
- 1D
- 0.00%
- 1M
- -0.19%
- YTD
- 1.99%
- 6M
- 2.08%
- 1Y
- 4.04%
- 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%
IBID vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.99% | 5.66% | 4.71% | 2.61% |
IWM iShares Russell 2000 ETF | 20.47% | 12.66% | 11.38% | 9.08% |
Correlation
The correlation between IBID and IWM is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.04 |
The correlation between IBID and IWM shifts across timeframes, from -0.15 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBID vs. IWM — Risk / Return Rank
IBID
IWM
IBID vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2027 Term TIPS ETF (IBID) 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.
| IBID | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.75 | 1.34 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 8.22 | 3.73 | +4.49 |
| Martin ratioReturn relative to average drawdown | 30.99 | 13.18 | +17.81 |
Loading charts...
Drawdowns
IBID vs. IWM - Drawdown Comparison
The maximum IBID drawdown since its inception was -1.28%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IBID and IWM.
Loading charts...
Drawdown Indicators
| IBID | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.28% | -59.05% | +57.77% |
Max Drawdown (1Y)Largest decline over 1 year | -0.49% | -11.03% | +10.54% |
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 | -0.49% | -0.96% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -10.75% | +10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.13% | 3.11% | -2.98% |
Volatility
IBID vs. IWM - Volatility Comparison
The current volatility for iShares iBonds Oct 2027 Term TIPS ETF (IBID) is 0.35%, while iShares Russell 2000 ETF (IWM) has a volatility of 6.56%. This indicates that IBID 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.
Loading charts...
Volatility by Period
| IBID | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.35% | 6.56% | -6.21% |
Volatility (6M)Calculated over the trailing 6-month period | 0.86% | 14.31% | -13.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.23% | 19.74% | -18.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.24% | 22.61% | -20.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.24% | 23.06% | -20.82% |
IBID vs. IWM - Expense Ratio Comparison
IBID has a 0.10% 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
IBID vs. IWM - Dividend Comparison
IBID's dividend yield for the trailing twelve months is around 3.68%, more than IWM's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% | 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
IBID and IWM have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWM has higher volatility (6.56%) compared to IBID (0.35%). In terms of maximum drawdown, IBID dropped -1.28% vs IWM's -59.05%.
On 1-year performance, IWM leads with 40.90% vs 4.04% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. 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 40.90% return vs 4.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBID is cheaper with a 0.10% expense ratio, compared with 0.19% for IWM.
IBID has the higher dividend yield at 3.68%, compared with 0.90% for IWM.
IBID is categorized as Inflation-Protected Bonds, while IWM is Small Cap Blend Equities. IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index, while IWM tracks Russell 2000 Index. Their fees differ too: 0.10% for IBID and 0.19% for IWM.
IBID currently has the higher Sharpe Ratio (3.29 vs 2.08), 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.
Find the right allocation for IBID 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.
Open Portfolio Optimizer