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IBIJ vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIJ vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) 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, IBIJ achieves a 1.61% return, which is significantly lower than IWM's 21.96% return.


IBIJ

1D
0.09%
1M
-0.33%
YTD
1.61%
6M
1.33%
1Y
4.51%
3Y*
5Y*
10Y*

IWM

1D
-0.29%
1M
3.19%
YTD
21.96%
6M
20.14%
1Y
40.19%
3Y*
18.26%
5Y*
6.76%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIJ vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023
IBIJ
iShares iBonds Oct 2033 Term TIPS ETF
1.61%8.59%0.69%4.98%
IWM
iShares Russell 2000 ETF
21.96%12.66%11.38%12.53%

Correlation

The correlation between IBIJ and IWM is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2023

0.19

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Return for Risk

IBIJ vs. IWM — Risk / Return Rank

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

IBIJ
IBIJ Risk / Return Rank: 3838
Overall Rank
IBIJ Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IBIJ Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBIJ Omega Ratio Rank: 3232
Omega Ratio Rank
IBIJ Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBIJ Martin Ratio Rank: 4444
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 7575
Overall Rank
IWM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 7474
Sortino Ratio Rank
IWM Omega Ratio Rank: 6666
Omega Ratio Rank
IWM Calmar Ratio Rank: 8181
Calmar Ratio Rank
IWM Martin Ratio Rank: 7979
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.

IBIJ vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) 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.


IBIJIWMDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratioReturn relative to maximum drawdown

1.95

3.66

-1.71

Martin ratioReturn relative to average drawdown

6.23

12.95

-6.72

IBIJ vs. IWM - Sharpe Ratio Comparison

The current IBIJ Sharpe Ratio is 1.14, which is lower than the IWM Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IBIJ 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

IBIJ vs. IWM - Drawdown Comparison

The maximum IBIJ drawdown since its inception was -5.27%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IBIJ and IWM.


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Drawdown Indicators


IBIJIWMDifference

Max Drawdown

Largest peak-to-trough decline

-5.27%

-59.05%

+53.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-11.03%

+8.71%

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

-0.61%

-0.29%

-0.32%

Average Drawdown

Average peak-to-trough decline

-1.29%

-10.74%

+9.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

3.11%

-2.39%

Volatility

IBIJ vs. IWM - Volatility Comparison

The current volatility for iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) is 1.51%, while iShares Russell 2000 ETF (IWM) has a volatility of 6.31%. This indicates that IBIJ 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


IBIJIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

6.31%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

14.27%

-11.38%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

19.63%

-15.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

22.60%

-16.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

23.02%

-17.15%

IBIJ vs. IWM - Expense Ratio Comparison

IBIJ 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

IBIJ vs. IWM - Dividend Comparison

IBIJ's dividend yield for the trailing twelve months is around 3.93%, more than IWM's 0.89% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIJ
iShares iBonds Oct 2033 Term TIPS ETF
3.93%4.66%4.42%0.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWM
iShares Russell 2000 ETF
0.89%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


IBIJ and IWM have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWM has higher volatility (6.31%) compared to IBIJ (1.51%). In terms of maximum drawdown, IBIJ dropped -5.27% vs IWM's -59.05%.

On 1-year performance, IWM leads with 40.19% vs 4.51% for IBIJ. On fees, IBIJ is cheaper at 0.10% per year. On volatility, IBIJ has been the lower-risk option at 1.51%. 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 40.19% return vs 4.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IBIJ has the higher dividend yield at 3.93%, compared with 0.89% for IWM.

IBIJ is categorized as Inflation-Protected Bonds, while IWM is Small Cap Blend Equities. Their fees differ too: 0.10% for IBIJ and 0.19% for IWM.

IWM currently has the higher Sharpe Ratio (2.06 vs 1.14), 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 IBIJ and IWM

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