PortfoliosLab logoPortfoliosLab logo
IBIM vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIM vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2036 Term TIPS ETF (IBIM) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


IBIM

1D
0.36%
1M
0.14%
YTD
6M
1Y
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)

IBIM vs. IWM - Yearly Performance Comparison


Correlation

The correlation between IBIM and IWM is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.60

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

IBIM vs. IWM — Risk / Return Rank

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

IBIM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

IBIM vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2036 Term TIPS ETF (IBIM) 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.


IBIMIWMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.66

Martin ratioReturn relative to average drawdown

12.95

IBIM vs. IWM - Sharpe Ratio Comparison


Loading charts...

Drawdowns

IBIM vs. IWM - Drawdown Comparison

The maximum IBIM drawdown since its inception was -1.84%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IBIM and IWM.


Loading charts...

Drawdown Indicators


IBIMIWMDifference

Max Drawdown

Largest peak-to-trough decline

-1.84%

-59.05%

+57.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

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

-0.18%

-0.29%

+0.11%

Average Drawdown

Average peak-to-trough decline

-0.51%

-10.74%

+10.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

IBIM vs. IWM - Volatility Comparison


Loading charts...

Volatility by Period


IBIMIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

19.63%

-14.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

22.60%

-17.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

23.02%

-18.17%

Dividends

IBIM vs. IWM - Dividend Comparison

IBIM has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
IBIM
iShares iBonds Oct 2036 Term TIPS ETF
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
0.89%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


IBIM and IWM have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWM has the higher dividend yield at 0.89%, compared with 0.00% for IBIM.

IBIM is categorized as Inflation-Protected Bonds, while IWM is Small Cap Blend Equities.

Portfolio Optimizer

Find the right allocation for IBIM 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