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IWC vs. CVSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWC vs. CVSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Micro-Cap ETF (IWC) and CresAlta Small & Mid-Cap ETF (CVSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IWC

1D
-1.02%
1M
2.50%
6M
16.07%
YTD
23.21%
1Y
48.46%
3Y*
21.80%
5Y*
7.27%
10Y*
11.37%

CVSM

1D
0.17%
1M
-1.46%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWC vs. CVSM - Yearly Performance Comparison


Correlation

The correlation between IWC and CVSM is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 18, 2026

0.44

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Return for Risk

IWC vs. CVSM — Risk / Return Rank

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

IWC
IWC Risk / Return Rank: 7878
Overall Rank
IWC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 7676
Sortino Ratio Rank
IWC Omega Ratio Rank: 6868
Omega Ratio Rank
IWC Calmar Ratio Rank: 8787
Calmar Ratio Rank
IWC Martin Ratio Rank: 8282
Martin Ratio Rank

CVSM

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

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. CVSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Micro-Cap ETF (IWC) and CresAlta Small & Mid-Cap ETF (CVSM). 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.


IWCCVSMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.92

Martin ratioReturn relative to average drawdown

12.71

IWC vs. CVSM - Sharpe Ratio Comparison


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Drawdowns

IWC vs. CVSM - Drawdown Comparison

The maximum IWC drawdown since its inception was -64.61%, which is greater than CVSM's maximum drawdown of -3.36%. Use the drawdown chart below to compare losses from any high point for IWC and CVSM.


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Drawdown Indicators


IWCCVSMDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

-3.36%

-61.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

Max Drawdown (5Y)

Largest decline over 5 years

-40.61%

Max Drawdown (10Y)

Largest decline over 10 years

-47.21%

Current Drawdown

Current decline from peak

-3.40%

-1.46%

-1.94%

Average Drawdown

Average peak-to-trough decline

-15.21%

-1.01%

-14.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

Volatility

IWC vs. CVSM - Volatility Comparison


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Volatility by Period


IWCCVSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

Volatility (6M)

Calculated over the trailing 6-month period

18.27%

Volatility (1Y)

Calculated over the trailing 1-year period

24.27%

11.19%

+13.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.53%

11.19%

+13.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

11.19%

+13.28%

IWC vs. CVSM - Expense Ratio Comparison

IWC has a 0.60% expense ratio, which is higher than CVSM's 0.55% expense ratio.


Dividends

IWC vs. CVSM - Dividend Comparison

IWC's dividend yield for the trailing twelve months is around 0.98%, more than CVSM's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
CVSM
CresAlta Small & Mid-Cap ETF
0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWC
iShares Micro-Cap ETF
0.98%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


IWC and CVSM have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CVSM is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CVSM is cheaper with a 0.55% expense ratio, compared with 0.60% for IWC.

IWC has the higher dividend yield at 0.98%, compared with 0.23% for CVSM.

They also come from different issuers: iShares and CresAlta. Their fees differ too: 0.60% for IWC and 0.55% for CVSM.

Portfolio Optimizer

Find the right allocation for IWC and CVSM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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