ISZE vs. IWM

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Edge MSCI Intl Size Factor ETF (ISZE) and iShares Russell 2000 ETF (IWM).

ISZE and IWM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISZE is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Risk Weighted Index. It was launched on Jun 16, 2015. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000. Both ISZE and IWM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ISZE vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Intl Size Factor ETF (ISZE) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

ISZE vs. IWM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISZE iShares Edge MSCI Intl Size Factor ETF	0.00%	0.00%	-0.11%	15.54%	-15.70%	8.17%	6.07%	21.17%	-13.91%	25.13%
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

ISZE

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 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)

ISZE vs. IWM - Expense Ratio Comparison

ISZE has a 0.30% expense ratio, which is higher than IWM's 0.19% expense ratio.

ISZE

iShares Edge MSCI Intl Size Factor ETF

IWM

iShares Russell 2000 ETF

Return for Risk

ISZE vs. IWM — Risk / Return Rank

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

IWM

IWM Risk / Return Rank: 69
IWM Sharpe Ratio Rank: 67
IWM Sortino Ratio Rank: 69
IWM Omega Ratio Rank: 61
IWM Calmar Ratio Rank: 75
IWM Martin Ratio Rank: 71

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.

ISZE vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Intl Size Factor ETF (ISZE) 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.

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

Sharpe Ratios by Period

	ISZE	IWM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.11	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.15	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.43	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.34	—

Correlation

The correlation between ISZE and IWM is 0.52, 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

ISZE vs. IWM - Dividend Comparison

ISZE has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.02%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISZE iShares Edge MSCI Intl Size Factor ETF	0.00%	0.00%	1.89%	6.63%	2.72%	8.47%	1.39%	2.24%	3.04%	3.33%	3.18%	1.09%
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

Drawdown Indicators

	ISZE	IWM	Difference
Max Drawdown Largest peak-to-trough decline	—	-59.05%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.74%	—
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	—	-7.91%	—
Average Drawdown Average peak-to-trough decline	—	-10.83%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.70%	—

Volatility

Volatility by Period

	ISZE	IWM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.47%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	23.18%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	22.55%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	22.99%	—