IDYN vs. IWM
IDYN (iShares International Equity Factor Rotation Active ETF) and IWM (iShares Russell 2000 ETF) are both exchange-traded funds - IDYN is a Foreign Large Cap Equities fund actively managed by iShares, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. IDYN is actively managed, while IWM is passively managed. A 0.68 correlation means they provide meaningful diversification when combined. IDYN charges 0.40%/yr vs 0.19%/yr for IWM.
Performance
IDYN vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, IDYN achieves a 8.11% return, which is significantly lower than IWM's 20.74% return.
IDYN
- 1D
- 0.40%
- 1M
- -0.66%
- 6M
- 4.74%
- YTD
- 8.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWM
- 1D
- -0.42%
- 1M
- 2.16%
- 6M
- 14.22%
- YTD
- 20.74%
- 1Y
- 34.90%
- 3Y*
- 17.34%
- 5Y*
- 6.83%
- 10Y*
- 10.85%
IDYN vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 8.11% | 10.97% |
IWM iShares Russell 2000 ETF | 20.74% | 12.30% |
Correlation
The correlation between IDYN and IWM is 0.68, 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 Aug 7, 2025 | 0.68 |
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Return for Risk
IDYN vs. IWM — Risk / Return Rank
IDYN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IWM
IDYN vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) 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.
| IDYN | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.01 | — |
| Martin ratioReturn relative to average drawdown | — | 10.65 | — |
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Drawdowns
IDYN vs. IWM - Drawdown Comparison
The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IDYN and IWM.
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Drawdown Indicators
| IDYN | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.68% | -59.05% | +46.37% |
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 DrawdownCurrent decline from peak | -4.53% | -1.48% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -10.73% | +8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.12% | — |
Volatility
IDYN vs. IWM - Volatility Comparison
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Volatility by Period
| IDYN | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.86% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.19% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 19.54% | -2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 22.56% | -5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 23.00% | -5.82% |
IDYN vs. IWM - Expense Ratio Comparison
IDYN has a 0.40% expense ratio, which is higher than IWM's 0.19% expense ratio.
Dividends
IDYN vs. IWM - Dividend Comparison
IDYN's dividend yield for the trailing twelve months is around 1.84%, more than IWM's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDYN iShares International Equity Factor Rotation Active ETF | 1.84% | 0.42% | 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 | 0.90% | 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
IDYN and IWM have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWM is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWM is cheaper with a 0.19% expense ratio, compared with 0.40% for IDYN.
IDYN has the higher dividend yield at 1.84%, compared with 0.90% for IWM.
IDYN is categorized as Foreign Large Cap Equities, while IWM is Small Cap Blend Equities. Their fees differ too: 0.40% for IDYN and 0.19% for IWM.
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