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

Correlation

The correlation between IWM and AVUV is 0.73, 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.


Performance

IWM vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
41.65%
88.33%
IWM
AVUV

Key characteristics

Sharpe Ratio

IWM:

-0.01

AVUV:

-0.16

Sortino Ratio

IWM:

0.14

AVUV:

-0.07

Omega Ratio

IWM:

1.02

AVUV:

0.99

Calmar Ratio

IWM:

-0.02

AVUV:

-0.15

Martin Ratio

IWM:

-0.05

AVUV:

-0.41

Ulcer Index

IWM:

9.33%

AVUV:

10.28%

Daily Std Dev

IWM:

24.06%

AVUV:

25.23%

Max Drawdown

IWM:

-59.05%

AVUV:

-49.42%

Current Drawdown

IWM:

-16.57%

AVUV:

-18.13%

Returns By Period

In the year-to-date period, IWM achieves a -8.75% return, which is significantly higher than AVUV's -10.14% return.


IWM

YTD

-8.75%

1M

15.08%

6M

-14.45%

1Y

-0.14%

5Y*

10.14%

10Y*

6.48%

AVUV

YTD

-10.14%

1M

14.97%

6M

-15.34%

1Y

-4.10%

5Y*

20.39%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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IWM vs. AVUV - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is lower than AVUV's 0.25% 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%.


Risk-Adjusted Performance

IWM vs. AVUV — Risk-Adjusted Performance Rank

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

IWM
The Risk-Adjusted Performance Rank of IWM is 1919
Overall Rank
The Sharpe Ratio Rank of IWM is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 2020
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 2020
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 1919
Martin Ratio Rank

AVUV
The Risk-Adjusted Performance Rank of AVUV is 1313
Overall Rank
The Sharpe Ratio Rank of AVUV is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of AVUV is 1414
Sortino Ratio Rank
The Omega Ratio Rank of AVUV is 1414
Omega Ratio Rank
The Calmar Ratio Rank of AVUV is 1212
Calmar Ratio Rank
The Martin Ratio Rank of AVUV is 1313
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.

IWM vs. AVUV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Avantis U.S. Small Cap Value ETF (AVUV). 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 current IWM Sharpe Ratio is -0.01, which is higher than the AVUV Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of IWM and AVUV, 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-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.01
-0.16
IWM
AVUV

Dividends

IWM vs. AVUV - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 1.23%, less than AVUV's 1.84% yield.


TTM20242023202220212020201920182017201620152014
IWM
iShares Russell 2000 ETF
1.23%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%
AVUV
Avantis U.S. Small Cap Value ETF
1.84%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IWM vs. AVUV - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for IWM and AVUV. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.57%
-18.13%
IWM
AVUV

Volatility

IWM vs. AVUV - Volatility Comparison

The current volatility for iShares Russell 2000 ETF (IWM) is 10.70%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 11.48%. This indicates that IWM experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
10.70%
11.48%
IWM
AVUV