ITB vs. IWM
Compare and contrast key facts about iShares U.S. Home Construction ETF (ITB) and iShares Russell 2000 ETF (IWM).
ITB and IWM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006. 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 ITB 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
ITB vs. IWM - Performance Comparison
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ITB vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITB iShares U.S. Home Construction ETF | -5.79% | -5.26% | 2.06% | 68.91% | -26.26% | 49.25% | 26.42% | 48.70% | -30.92% | 59.65% |
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, ITB achieves a -5.79% return, which is significantly lower than IWM's 0.93% return. Over the past 10 years, ITB has outperformed IWM with an annualized return of 13.58%, while IWM has yielded a comparatively lower 9.76% annualized return.
ITB
- 1D
- 2.80%
- 1M
- -15.62%
- YTD
- -5.79%
- 6M
- -15.27%
- 1Y
- -3.74%
- 3Y*
- 9.80%
- 5Y*
- 6.35%
- 10Y*
- 13.58%
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%
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ITB vs. IWM - Expense Ratio Comparison
ITB has a 0.42% expense ratio, which is higher than IWM's 0.19% expense ratio.
Return for Risk
ITB vs. IWM — Risk / Return Rank
ITB
IWM
ITB vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) 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.
| ITB | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 1.11 | -1.24 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.66 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.82 | -1.94 |
Martin ratioReturn relative to average drawdown | -0.28 | 6.76 | -7.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITB | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 1.11 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.15 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.43 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.34 | -0.23 |
Correlation
The correlation between ITB and IWM is 0.70, 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
ITB vs. IWM - Dividend Comparison
ITB's dividend yield for the trailing twelve months is around 1.25%, more than IWM's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITB iShares U.S. Home Construction ETF | 1.25% | 1.67% | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% |
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
ITB vs. IWM - Drawdown Comparison
The maximum ITB drawdown since its inception was -86.53%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for ITB and IWM.
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Drawdown Indicators
| ITB | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.53% | -59.05% | -27.48% |
Max Drawdown (1Y)Largest decline over 1 year | -24.45% | -13.74% | -10.71% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -31.91% | -8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -52.10% | -41.13% | -10.97% |
Current DrawdownCurrent decline from peak | -28.58% | -7.91% | -20.67% |
Average DrawdownAverage peak-to-trough decline | -37.20% | -10.83% | -26.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.43% | 3.70% | +6.73% |
Volatility
ITB vs. IWM - Volatility Comparison
iShares U.S. Home Construction ETF (ITB) has a higher volatility of 7.95% compared to iShares Russell 2000 ETF (IWM) at 7.47%. This indicates that ITB'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
| ITB | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.95% | 7.47% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 19.21% | 14.47% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.44% | 23.18% | +7.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.08% | 22.55% | +6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.81% | 22.99% | +6.82% |