ISVBF vs. IWM
ISVBF (iShares MSCI China A UCITS ETF) and IWM (iShares Russell 2000 ETF) are both exchange-traded funds - ISVBF is a China Equities fund tracking the MSCI China A Inclusion Index, while IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index. Both are passively managed. Over the past 5 years, ISVBF returned -2.48%/yr vs 7.66%/yr for IWM. Their 0.10 correlation means their historical movements had little consistent relationship. ISVBF charges 0.40%/yr vs 0.19%/yr for IWM.
Performance
ISVBF vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, ISVBF achieves a -6.75% return, which is significantly lower than IWM's 23.08% return.
ISVBF
- 1D
- -0.66%
- 1M
- 9.06%
- 6M
- -8.63%
- YTD
- -6.75%
- 1Y
- -0.99%
- 3Y*
- 8.45%
- 5Y*
- -2.48%
- 10Y*
- —
- ALL TIME*
- -4.43%
IWM
- 1D
- 1.85%
- 1M
- 1.39%
- 6M
- 15.29%
- YTD
- 23.08%
- 1Y
- 38.74%
- 3Y*
- 17.20%
- 5Y*
- 7.66%
- 10Y*
- 10.83%
- ALL TIME*
- 8.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $147.49K | $255.95K | $315.23K | |
| $6.85B | $6.35B | $7.43B |
ISVBF vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISVBF iShares MSCI China A UCITS ETF | -6.75% | 30.64% | 18.96% | -9.28% | -23.01% | -22.12% |
IWM iShares Russell 2000 ETF | 23.08% | 12.66% | 11.38% | 16.83% | -20.48% | 0.38% |
Correlation
The correlation between ISVBF and IWM is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 5, 2021 | 0.10 |
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Return for Risk
ISVBF vs. IWM — Risk / Return Rank
ISVBF
IWM
ISVBF vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) 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.
| ISVBF | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.34 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 3.53 | -3.57 |
| Martin ratioReturn relative to average drawdown | -0.09 | 12.51 | -12.60 |
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Drawdowns
ISVBF vs. IWM - Drawdown Comparison
The maximum ISVBF drawdown since its inception was -53.78%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for ISVBF and IWM.
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Drawdown Indicators
| ISVBF | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.78% | -59.05% | +5.27% |
Max Drawdown (1Y)Largest decline over 1 year | -24.14% | -11.03% | -13.11% |
Max Drawdown (3Y)Largest decline over 3 years | -24.14% | -27.50% | +3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -46.06% | -31.91% | -14.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.13% | — |
Current DrawdownCurrent decline from peak | -24.42% | 0.00% | -24.42% |
Average DrawdownAverage peak-to-trough decline | -32.57% | -10.71% | -21.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.23% | 3.11% | +8.12% |
Volatility
ISVBF vs. IWM - Volatility Comparison
iShares MSCI China A UCITS ETF (ISVBF) has a higher volatility of 6.46% compared to iShares Russell 2000 ETF (IWM) at 4.58%. This indicates that ISVBF's price experiences larger fluctuations and is considered to be riskier 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
| ISVBF | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 4.58% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 26.45% | 14.21% | +12.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.60% | 19.40% | +12.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.08% | 22.50% | +7.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.06% | 23.02% | +7.04% |
ISVBF vs. IWM - Expense Ratio Comparison
ISVBF has a 0.40% expense ratio, which is higher than IWM's 0.19% expense ratio.
Dividends
ISVBF vs. IWM - Dividend Comparison
ISVBF has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISVBF iShares MSCI China A UCITS 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 | 0.88% | 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
ISVBF and IWM have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISVBF has higher volatility (6.46%) compared to IWM (4.58%). In terms of maximum drawdown, ISVBF dropped -53.78% vs IWM's -59.05%.
On 5-year performance, IWM leads with 7.66% vs -2.48% for ISVBF. On fees, IWM is cheaper at 0.19% per year. On volatility, IWM has been the lower-risk option at 4.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, IWM has performed better with a 7.66% return vs -2.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IWM is cheaper with a 0.19% expense ratio, compared with 0.40% for ISVBF.
IWM has the higher dividend yield at 0.88%, compared with 0.00% for ISVBF.
ISVBF is categorized as China Equities, while IWM is Small Cap Blend Equities. ISVBF tracks MSCI China A Inclusion Index, while IWM tracks Russell 2000 Index. Their fees differ too: 0.40% for ISVBF and 0.19% for IWM.
IWM currently has the higher Sharpe Ratio (2.02 vs -0.03), 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.
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