PortfoliosLab logoPortfoliosLab logo
IWM vs. BND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. BND - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IWM achieves a 18.19% return, which is significantly higher than BND's 0.64% return. Over the past 10 years, IWM has outperformed BND with an annualized return of 11.14%, while BND has yielded a comparatively lower 1.60% annualized return.


IWM

1D
2.96%
1M
2.77%
YTD
18.19%
6M
13.23%
1Y
37.41%
3Y*
17.34%
5Y*
5.88%
10Y*
11.14%

BND

1D
0.58%
1M
0.58%
YTD
0.64%
6M
0.72%
1Y
4.91%
3Y*
4.06%
5Y*
0.06%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. BND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWM
iShares Russell 2000 ETF
18.19%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%
BND
Vanguard Total Bond Market ETF
0.64%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%3.57%

Correlation

The correlation between IWM and BND is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.28

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

0.19

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2007

-0.13

The correlation between IWM and BND shifts across timeframes, from -0.13 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IWM vs. BND — Risk / Return Rank

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

IWM
IWM Risk / Return Rank: 7272
Overall Rank
IWM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 7171
Sortino Ratio Rank
IWM Omega Ratio Rank: 6363
Omega Ratio Rank
IWM Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWM Martin Ratio Rank: 7777
Martin Ratio Rank

BND
BND Risk / Return Rank: 4444
Overall Rank
BND Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BND Sortino Ratio Rank: 4848
Sortino Ratio Rank
BND Omega Ratio Rank: 4343
Omega Ratio Rank
BND Calmar Ratio Rank: 4545
Calmar Ratio Rank
BND Martin Ratio Rank: 4040
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.

IWM vs. BND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Vanguard Total Bond Market ETF (BND). 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.


IWMBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.31

1.23

+0.08

Calmar ratioReturn relative to maximum drawdown

3.41

1.84

+1.56

Martin ratioReturn relative to average drawdown

12.04

5.38

+6.65

IWM vs. BND - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.91, which is higher than the BND Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of IWM and BND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IWM vs. BND - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for IWM and BND.


Loading charts...

Drawdown Indicators


IWMBNDDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-18.58%

-40.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-2.68%

-8.35%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-5.92%

-21.58%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-17.91%

-14.00%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-18.58%

-22.55%

Current Drawdown

Current decline from peak

-0.55%

-2.00%

+1.45%

Average Drawdown

Average peak-to-trough decline

-10.76%

-3.06%

-7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

0.91%

+2.21%

Volatility

IWM vs. BND - Volatility Comparison

iShares Russell 2000 ETF (IWM) has a higher volatility of 7.12% compared to Vanguard Total Bond Market ETF (BND) at 1.27%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IWMBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

1.27%

+5.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.32%

2.75%

+11.57%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

3.75%

+15.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.61%

6.03%

+16.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

5.53%

+17.55%

IWM vs. BND - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IWM vs. BND - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 0.87%, less than BND's 3.95% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.95%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
IWM
iShares Russell 2000 ETF
0.87%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Frequently Asked Questions


IWM and BND have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWM has higher volatility (7.12%) compared to BND (1.27%). In terms of maximum drawdown, IWM dropped -59.05% vs BND's -18.58%.

On 10-year performance, IWM leads with 11.14% vs 1.60% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWM has performed better with a 11.14% return vs 1.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.19% for IWM.

BND has the higher dividend yield at 3.95%, compared with 0.87% for IWM.

IWM is categorized as Small Cap Blend Equities, while BND is Total Bond Market. IWM tracks Russell 2000 Index, while BND tracks Bloomberg U.S. Aggregate Float Adjusted Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.19% for IWM and 0.03% for BND.

IWM currently has the higher Sharpe Ratio (1.91 vs 1.32), 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.

Portfolio Optimizer

Find the right allocation for IWM and BND

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

Open Portfolio Optimizer