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IGRO vs. IWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGRO vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Dividend Growth ETF (IGRO) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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IGRO vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGRO
iShares International Dividend Growth ETF
1.57%25.03%7.78%15.38%-12.72%9.94%7.71%26.13%-14.86%24.64%
IWM
iShares Russell 2000 ETF
0.93%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Returns By Period

In the year-to-date period, IGRO achieves a 1.57% return, which is significantly higher than IWM's 0.93% return.


IGRO

1D
2.91%
1M
-6.70%
YTD
1.57%
6M
6.16%
1Y
18.69%
3Y*
14.34%
5Y*
7.73%
10Y*

IWM

1D
3.50%
1M
-4.96%
YTD
0.93%
6M
3.02%
1Y
25.66%
3Y*
12.94%
5Y*
3.34%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGRO vs. IWM - Expense Ratio Comparison

IGRO has a 0.22% expense ratio, which is higher than IWM's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IGRO vs. IWM — Risk / Return Rank

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

IGRO
IGRO Risk / Return Rank: 7474
Overall Rank
IGRO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IGRO Sortino Ratio Rank: 7474
Sortino Ratio Rank
IGRO Omega Ratio Rank: 7474
Omega Ratio Rank
IGRO Calmar Ratio Rank: 7373
Calmar Ratio Rank
IGRO Martin Ratio Rank: 7272
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6969
Overall Rank
IWM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWM Omega Ratio Rank: 6161
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7171
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.

IGRO vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Growth ETF (IGRO) 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.


IGROIWMDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.11

+0.19

Sortino ratio

Return per unit of downside risk

1.80

1.66

+0.14

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.81

1.82

-0.01

Martin ratio

Return relative to average drawdown

7.00

6.76

+0.24

IGRO vs. IWM - Sharpe Ratio Comparison

The current IGRO Sharpe Ratio is 1.31, which is comparable to the IWM Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IGRO and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGROIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.11

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.15

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.34

+0.17

Correlation

The correlation between IGRO and IWM is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGRO vs. IWM - Dividend Comparison

IGRO's dividend yield for the trailing twelve months is around 2.51%, more than IWM's 1.02% yield.


TTM20252024202320222021202020192018201720162015
IGRO
iShares International Dividend Growth ETF
2.51%2.51%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%0.00%
IWM
iShares Russell 2000 ETF
1.02%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Drawdowns

IGRO vs. IWM - Drawdown Comparison

The maximum IGRO drawdown since its inception was -36.25%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IGRO and IWM.


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Drawdown Indicators


IGROIWMDifference

Max Drawdown

Largest peak-to-trough decline

-36.25%

-59.05%

+22.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-13.74%

+3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-31.91%

+5.87%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

-6.74%

-7.91%

+1.17%

Average Drawdown

Average peak-to-trough decline

-5.74%

-10.83%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.70%

-1.12%

Volatility

IGRO vs. IWM - Volatility Comparison

The current volatility for iShares International Dividend Growth ETF (IGRO) is 6.63%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that IGRO 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


IGROIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

7.47%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

14.47%

-5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

23.18%

-8.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

22.55%

-8.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

22.99%

-6.10%