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IWB vs. IWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWB and IWM is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

IWB vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 ETF (IWB) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
521.00%
476.13%
IWB
IWM

Key characteristics

Sharpe Ratio

IWB:

0.48

IWM:

-0.02

Sortino Ratio

IWB:

0.80

IWM:

0.15

Omega Ratio

IWB:

1.12

IWM:

1.02

Calmar Ratio

IWB:

0.49

IWM:

-0.01

Martin Ratio

IWB:

2.02

IWM:

-0.04

Ulcer Index

IWB:

4.60%

IWM:

8.50%

Daily Std Dev

IWB:

19.38%

IWM:

24.04%

Max Drawdown

IWB:

-55.38%

IWM:

-59.05%

Current Drawdown

IWB:

-12.64%

IWM:

-21.10%

Returns By Period

In the year-to-date period, IWB achieves a -8.47% return, which is significantly higher than IWM's -13.71% return. Over the past 10 years, IWB has outperformed IWM with an annualized return of 11.33%, while IWM has yielded a comparatively lower 5.62% annualized return.


IWB

YTD

-8.47%

1M

-6.81%

6M

-6.63%

1Y

7.02%

5Y*

15.16%

10Y*

11.33%

IWM

YTD

-13.71%

1M

-8.91%

6M

-12.77%

1Y

-3.09%

5Y*

10.65%

10Y*

5.62%

*Annualized

Compare stocks, funds, or ETFs

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IWB vs. IWM - Expense Ratio Comparison

IWB has a 0.15% expense ratio, which is lower than IWM's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IWM: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWM: 0.19%
Expense ratio chart for IWB: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWB: 0.15%

Risk-Adjusted Performance

IWB vs. IWM — Risk-Adjusted Performance Rank

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

IWB
The Risk-Adjusted Performance Rank of IWB is 6565
Overall Rank
The Sharpe Ratio Rank of IWB is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of IWB is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IWB is 6666
Omega Ratio Rank
The Calmar Ratio Rank of IWB is 6868
Calmar Ratio Rank
The Martin Ratio Rank of IWB is 6666
Martin Ratio Rank

IWM
The Risk-Adjusted Performance Rank of IWM is 3030
Overall Rank
The Sharpe Ratio Rank of IWM is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 3131
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 3131
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 3030
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWB vs. IWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 ETF (IWB) 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.


The chart of Sharpe ratio for IWB, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.00
IWB: 0.48
IWM: -0.02
The chart of Sortino ratio for IWB, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
IWB: 0.80
IWM: 0.15
The chart of Omega ratio for IWB, currently valued at 1.12, compared to the broader market0.501.001.502.00
IWB: 1.12
IWM: 1.02
The chart of Calmar ratio for IWB, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.00
IWB: 0.49
IWM: -0.01
The chart of Martin ratio for IWB, currently valued at 2.02, compared to the broader market0.0020.0040.0060.00
IWB: 2.02
IWM: -0.04

The current IWB Sharpe Ratio is 0.48, which is higher than the IWM Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IWB 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.48
-0.02
IWB
IWM

Dividends

IWB vs. IWM - Dividend Comparison

IWB's dividend yield for the trailing twelve months is around 1.24%, less than IWM's 1.30% yield.


TTM20242023202220212020201920182017201620152014
IWB
iShares Russell 1000 ETF
1.24%1.14%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%1.71%
IWM
iShares Russell 2000 ETF
1.30%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%

Drawdowns

IWB vs. IWM - Drawdown Comparison

The maximum IWB drawdown since its inception was -55.38%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IWB and IWM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.64%
-21.10%
IWB
IWM

Volatility

IWB vs. IWM - Volatility Comparison

iShares Russell 1000 ETF (IWB) and iShares Russell 2000 ETF (IWM) have volatilities of 14.00% and 13.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.00%
13.75%
IWB
IWM