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IWL vs. SPIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWL vs. SPIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Top 200 ETF (IWL) and F/m Emerald Special Situations ETF (SPIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWL achieves a 9.11% return, which is significantly lower than SPIT's 27.30% return.


IWL

1D
-0.93%
1M
1.22%
6M
7.39%
YTD
9.11%
1Y
21.24%
3Y*
21.09%
5Y*
13.40%
10Y*
15.94%

SPIT

1D
-1.91%
1M
0.33%
6M
18.89%
YTD
27.30%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWL vs. SPIT - Yearly Performance Comparison


2026 (YTD)2025
IWL
iShares Russell Top 200 ETF
9.11%2.62%
SPIT
F/m Emerald Special Situations ETF
27.30%5.31%

Correlation

The correlation between IWL and SPIT is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 6, 2025

0.76

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Return for Risk

IWL vs. SPIT — Risk / Return Rank

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

IWL
IWL Risk / Return Rank: 6161
Overall Rank
IWL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IWL Sortino Ratio Rank: 6161
Sortino Ratio Rank
IWL Omega Ratio Rank: 6262
Omega Ratio Rank
IWL Calmar Ratio Rank: 5454
Calmar Ratio Rank
IWL Martin Ratio Rank: 6363
Martin Ratio Rank

SPIT

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.

IWL vs. SPIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 ETF (IWL) and F/m Emerald Special Situations ETF (SPIT). 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.


IWLSPITDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.17

Martin ratioReturn relative to average drawdown

9.00

IWL vs. SPIT - Sharpe Ratio Comparison


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Drawdowns

IWL vs. SPIT - Drawdown Comparison

The maximum IWL drawdown since its inception was -32.71%, which is greater than SPIT's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for IWL and SPIT.


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Drawdown Indicators


IWLSPITDifference

Max Drawdown

Largest peak-to-trough decline

-32.71%

-12.49%

-20.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

Max Drawdown (3Y)

Largest decline over 3 years

-19.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

Max Drawdown (10Y)

Largest decline over 10 years

-32.71%

Current Drawdown

Current decline from peak

-1.65%

-5.43%

+3.78%

Average Drawdown

Average peak-to-trough decline

-3.88%

-2.51%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

Volatility

IWL vs. SPIT - Volatility Comparison


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Volatility by Period


IWLSPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

26.39%

-13.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

26.39%

-9.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

26.39%

-8.29%

IWL vs. SPIT - Expense Ratio Comparison

IWL has a 0.15% expense ratio, which is lower than SPIT's 0.89% expense ratio.


Dividends

IWL vs. SPIT - Dividend Comparison

IWL's dividend yield for the trailing twelve months is around 0.85%, less than SPIT's 5.64% yield.


PositionTTM20252024202320222021202020192018201720162015
IWL
iShares Russell Top 200 ETF
0.85%0.90%1.04%1.30%1.54%1.12%1.30%1.96%1.93%1.69%1.96%2.14%
SPIT
F/m Emerald Special Situations ETF
5.64%7.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWL and SPIT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWL is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWL is cheaper with a 0.15% expense ratio, compared with 0.89% for SPIT.

SPIT has the higher dividend yield at 5.64%, compared with 0.85% for IWL.

They also come from different issuers: iShares and F/m Investments. Their fees differ too: 0.15% for IWL and 0.89% for SPIT.

Portfolio Optimizer

Find the right allocation for IWL and SPIT

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