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IWC vs. BRSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWC vs. BRSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Micro-Cap ETF (IWC) and Bridgeway Ultra Small Company Market Fund (BRSIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWC achieves a 18.97% return, which is significantly lower than BRSIX's 20.12% return. Over the past 10 years, IWC has outperformed BRSIX with an annualized return of 11.35%, while BRSIX has yielded a comparatively lower 8.46% annualized return.


IWC

1D
-2.09%
1M
2.88%
YTD
18.97%
6M
18.63%
1Y
55.24%
3Y*
21.73%
5Y*
5.45%
10Y*
11.35%

BRSIX

1D
-0.22%
1M
5.49%
YTD
20.12%
6M
22.37%
1Y
59.70%
3Y*
21.61%
5Y*
0.11%
10Y*
8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWC vs. BRSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWC
iShares Micro-Cap ETF
18.97%22.45%13.63%8.99%-21.93%18.67%20.88%22.20%-13.13%12.79%
BRSIX
Bridgeway Ultra Small Company Market Fund
20.12%20.09%14.92%11.46%-23.43%-1.93%25.50%15.34%-17.23%12.29%

Correlation

The correlation between IWC and BRSIX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2005

0.95

The correlation between IWC and BRSIX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

IWC vs. BRSIX — Risk / Return Rank

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

IWC
IWC Risk / Return Rank: 7171
Overall Rank
IWC Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 6666
Sortino Ratio Rank
IWC Omega Ratio Rank: 5959
Omega Ratio Rank
IWC Calmar Ratio Rank: 8383
Calmar Ratio Rank
IWC Martin Ratio Rank: 7676
Martin Ratio Rank

BRSIX
BRSIX Risk / Return Rank: 7979
Overall Rank
BRSIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BRSIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
BRSIX Omega Ratio Rank: 5757
Omega Ratio Rank
BRSIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
BRSIX Martin Ratio Rank: 8888
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.

IWC vs. BRSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Micro-Cap ETF (IWC) and Bridgeway Ultra Small Company Market Fund (BRSIX). 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.


IWCBRSIXDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.37

1.42

-0.05

Calmar ratioReturn relative to maximum drawdown

4.47

5.56

-1.09

Martin ratioReturn relative to average drawdown

14.76

17.10

-2.34

IWC vs. BRSIX - Sharpe Ratio Comparison

The current IWC Sharpe Ratio is 2.36, which is comparable to the BRSIX Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of IWC and BRSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IWCBRSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

2.72

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.00

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.35

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.44

-0.13

Drawdowns

IWC vs. BRSIX - Drawdown Comparison

The maximum IWC drawdown since its inception was -64.61%, roughly equal to the maximum BRSIX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for IWC and BRSIX.


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Drawdown Indicators


IWCBRSIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

-61.79%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-11.46%

-0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-30.80%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

-53.66%

+12.98%

Max Drawdown (10Y)

Largest decline over 10 years

-47.21%

-54.09%

+6.88%

Current Drawdown

Current decline from peak

-2.90%

-2.45%

-0.45%

Average Drawdown

Average peak-to-trough decline

-15.28%

-15.64%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.71%

+0.04%

Volatility

IWC vs. BRSIX - Volatility Comparison

iShares Micro-Cap ETF (IWC) has a higher volatility of 7.29% compared to Bridgeway Ultra Small Company Market Fund (BRSIX) at 5.37%. This indicates that IWC's price experiences larger fluctuations and is considered to be riskier than BRSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWCBRSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.29%

5.37%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

17.26%

15.32%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

23.63%

23.42%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.42%

24.42%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.42%

24.11%

+0.31%

IWC vs. BRSIX - Expense Ratio Comparison

IWC has a 0.60% expense ratio, which is lower than BRSIX's 0.78% expense ratio.


Dividends

IWC vs. BRSIX - Dividend Comparison

IWC's dividend yield for the trailing twelve months is around 0.91%, more than BRSIX's 0.86% yield.


PositionTTM20252024202320222021202020192018201720162015
BRSIX
Bridgeway Ultra Small Company Market Fund
0.86%1.03%0.62%0.89%2.12%1.32%3.46%1.30%16.12%13.71%8.25%12.77%
IWC
iShares Micro-Cap ETF
0.91%1.10%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%

Frequently Asked Questions


With a correlation of 0.92, IWC and BRSIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IWC has higher volatility (7.29%) compared to BRSIX (5.37%). In terms of maximum drawdown, IWC dropped -64.61% vs BRSIX's -61.79%.

BRSIX currently has the higher Sharpe Ratio (2.72 vs 2.36), 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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