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

Correlation

The correlation between IWC and IWM is 0.80, 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: 0.8

Performance

IWC vs. IWM - Performance Comparison

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

150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
174.96%
288.82%
IWC
IWM

Key characteristics

Sharpe Ratio

IWC:

-0.04

IWM:

-0.05

Sortino Ratio

IWC:

0.13

IWM:

0.10

Omega Ratio

IWC:

1.02

IWM:

1.01

Calmar Ratio

IWC:

-0.03

IWM:

-0.04

Martin Ratio

IWC:

-0.12

IWM:

-0.13

Ulcer Index

IWC:

9.42%

IWM:

8.67%

Daily Std Dev

IWC:

27.01%

IWM:

24.06%

Max Drawdown

IWC:

-64.61%

IWM:

-59.05%

Current Drawdown

IWC:

-27.15%

IWM:

-19.50%

Returns By Period

In the year-to-date period, IWC achieves a -15.18% return, which is significantly lower than IWM's -11.95% return. Over the past 10 years, IWC has underperformed IWM with an annualized return of 4.43%, while IWM has yielded a comparatively higher 5.89% annualized return.


IWC

YTD

-15.18%

1M

-4.28%

6M

-10.80%

1Y

0.12%

5Y*

9.98%

10Y*

4.43%

IWM

YTD

-11.95%

1M

-5.58%

6M

-10.85%

1Y

-0.07%

5Y*

11.07%

10Y*

5.89%

*Annualized

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IWC vs. IWM - Expense Ratio Comparison

IWC has a 0.60% expense ratio, which is higher than IWM's 0.19% expense ratio.


Expense ratio chart for IWC: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWC: 0.60%
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%

Risk-Adjusted Performance

IWC vs. IWM — Risk-Adjusted Performance Rank

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

IWC
The Risk-Adjusted Performance Rank of IWC is 1818
Overall Rank
The Sharpe Ratio Rank of IWC is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of IWC is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IWC is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IWC is 1717
Calmar Ratio Rank
The Martin Ratio Rank of IWC is 1717
Martin Ratio Rank

IWM
The Risk-Adjusted Performance Rank of IWM is 1717
Overall Rank
The Sharpe Ratio Rank of IWM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 1616
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 1616
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.

IWC vs. IWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Microcap ETF (IWC) 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 IWC, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00
IWC: -0.04
IWM: -0.05
The chart of Sortino ratio for IWC, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.00
IWC: 0.13
IWM: 0.10
The chart of Omega ratio for IWC, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
IWC: 1.02
IWM: 1.01
The chart of Calmar ratio for IWC, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00
IWC: -0.03
IWM: -0.04
The chart of Martin ratio for IWC, currently valued at -0.12, compared to the broader market0.0020.0040.0060.00
IWC: -0.12
IWM: -0.13

The current IWC Sharpe Ratio is -0.04, which is comparable to the IWM Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of IWC 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.04
-0.05
IWC
IWM

Dividends

IWC vs. IWM - Dividend Comparison

IWC's dividend yield for the trailing twelve months is around 1.27%, which matches IWM's 1.27% yield.


TTM20242023202220212020201920182017201620152014
IWC
iShares Microcap ETF
1.27%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%1.11%
IWM
iShares Russell 2000 ETF
1.27%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%

Drawdowns

IWC vs. IWM - Drawdown Comparison

The maximum IWC drawdown since its inception was -64.61%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for IWC and IWM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.15%
-19.50%
IWC
IWM

Volatility

IWC vs. IWM - Volatility Comparison

iShares Microcap ETF (IWC) and iShares Russell 2000 ETF (IWM) have volatilities of 13.96% and 13.94%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.96%
13.94%
IWC
IWM