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IBIH vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIH vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2031 Term TIPS ETF (IBIH) 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, IBIH achieves a 1.68% return, which is significantly lower than IWM's 17.07% return.


IBIH

1D
-0.10%
1M
-0.48%
YTD
1.68%
6M
1.29%
1Y
5.49%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIH vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023
IBIH
iShares iBonds Oct 2031 Term TIPS ETF
1.68%8.47%1.73%4.60%
IWM
iShares Russell 2000 ETF
17.07%12.66%11.38%14.30%

Correlation

The correlation between IBIH and IWM is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2023

0.16

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Return for Risk

IBIH vs. IWM — Risk / Return Rank

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

IBIH
IBIH Risk / Return Rank: 5858
Overall Rank
IBIH Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IBIH Sortino Ratio Rank: 5858
Sortino Ratio Rank
IBIH Omega Ratio Rank: 5252
Omega Ratio Rank
IBIH Calmar Ratio Rank: 6666
Calmar Ratio Rank
IBIH Martin Ratio Rank: 6161
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6262
Overall Rank
IWM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 5959
Sortino Ratio Rank
IWM Omega Ratio Rank: 5353
Omega Ratio Rank
IWM Calmar Ratio Rank: 7070
Calmar Ratio Rank
IWM Martin Ratio Rank: 6767
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.

IBIH vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2031 Term TIPS ETF (IBIH) 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.


IBIHIWMDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.32

1.34

-0.02

Calmar ratioReturn relative to maximum drawdown

3.24

3.56

-0.32

Martin ratioReturn relative to average drawdown

10.91

12.64

-1.73

IBIH vs. IWM - Sharpe Ratio Comparison

The current IBIH Sharpe Ratio is 1.75, which is comparable to the IWM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IBIH 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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Sharpe Ratios by Period


IBIHIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

2.05

-0.30

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

1.25

0.37

+0.88

Drawdowns

IBIH vs. IWM - Drawdown Comparison

The maximum IBIH drawdown since its inception was -3.94%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IBIH and IWM.


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Drawdown Indicators


IBIHIWMDifference

Max Drawdown

Largest peak-to-trough decline

-3.94%

-59.05%

+55.11%

Max Drawdown (1Y)

Largest decline over 1 year

-1.70%

-11.03%

+9.33%

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

-0.55%

-1.49%

+0.94%

Average Drawdown

Average peak-to-trough decline

-0.96%

-10.77%

+9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

3.10%

-2.60%

Volatility

IBIH vs. IWM - Volatility Comparison

The current volatility for iShares iBonds Oct 2031 Term TIPS ETF (IBIH) is 0.85%, while iShares Russell 2000 ETF (IWM) has a volatility of 5.75%. This indicates that IBIH 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


IBIHIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

5.75%

-4.90%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

13.53%

-11.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.16%

19.20%

-16.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.93%

22.52%

-17.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

23.04%

-18.11%

IBIH vs. IWM - Expense Ratio Comparison

IBIH 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

IBIH vs. IWM - Dividend Comparison

IBIH's dividend yield for the trailing twelve months is around 3.90%, more than IWM's 0.88% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIH
iShares iBonds Oct 2031 Term TIPS ETF
3.90%4.68%4.34%0.70%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


IBIH and IWM have a correlation of 0.10, 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 IBIH (0.85%). In terms of maximum drawdown, IBIH dropped -3.94% vs IWM's -59.05%.

On 1-year performance, IWM leads with 39.10% vs 5.49% for IBIH. On fees, IBIH is cheaper at 0.10% per year. On volatility, IBIH has been the lower-risk option at 0.85%. 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 5.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIH is cheaper with a 0.10% expense ratio, compared with 0.19% for IWM.

IBIH has the higher dividend yield at 3.90%, compared with 0.88% for IWM.

IBIH is categorized as Inflation-Protected Bonds, while IWM is Small Cap Blend Equities. IBIH tracks ICE 2031 Maturity US Inflation-Linked Treasury Index, while IWM tracks Russell 2000 Index. Their fees differ too: 0.10% for IBIH and 0.19% for IWM.

IWM currently has the higher Sharpe Ratio (2.05 vs 1.75), 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

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