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IWM vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IWM vs. BTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, IWM achieves a 15.62% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, IWM has underperformed BTC-USD with an annualized return of 10.78%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.


IWM

1D
0.87%
1M
-0.02%
YTD
15.62%
6M
13.83%
1Y
35.52%
3Y*
16.64%
5Y*
5.48%
10Y*
10.78%

BTC-USD

1D
-1.22%
1M
-22.47%
YTD
-28.54%
6M
-31.02%
1Y
-40.89%
3Y*
33.16%
5Y*
10.82%
10Y*
59.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWM
iShares Russell 2000 ETF
15.62%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%
BTC-USD
Bitcoin
-28.54%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between IWM and BTC-USD is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.32

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

0.34

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

0.20

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2012

0.14

Over the past year, IWM and BTC-USD have become more correlated (0.41) than their long-term average of 0.14, meaning their price movements have been converging.

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Return for Risk

IWM vs. BTC-USD — Risk / Return Rank

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

IWM
IWM Risk / Return Rank: 6363
Overall Rank
IWM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6060
Sortino Ratio Rank
IWM Omega Ratio Rank: 5454
Omega Ratio Rank
IWM Calmar Ratio Rank: 7171
Calmar Ratio Rank
IWM Martin Ratio Rank: 6868
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3333
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3333
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1616
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. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Bitcoin (BTC-USD). 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.


IWMBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.78

Sortino ratioReturn per unit of downside risk

+3.90

Omega ratioGain probability vs. loss probability

1.30

0.86

+0.44

Calmar ratioReturn relative to maximum drawdown

3.24

-0.80

+4.03

Martin ratioReturn relative to average drawdown

11.44

-1.42

+12.86

IWM vs. BTC-USD - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.83, which is higher than the BTC-USD Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of IWM and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IWMBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

-0.95

+2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.20

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.87

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.13

-0.77

Drawdowns

IWM vs. BTC-USD - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for IWM and BTC-USD.


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Drawdown Indicators


IWMBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-85.30%

+26.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-51.21%

+40.18%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-51.21%

+23.71%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-76.67%

+44.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-83.80%

+42.67%

Current Drawdown

Current decline from peak

-2.71%

-49.86%

+47.15%

Average Drawdown

Average peak-to-trough decline

-10.76%

-42.32%

+31.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

34.46%

-31.35%

Volatility

IWM vs. BTC-USD - Volatility Comparison

The current volatility for iShares Russell 2000 ETF (IWM) is 6.52%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that IWM experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

11.59%

-5.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

34.53%

-20.53%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

35.67%

-16.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

44.95%

-22.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.07%

56.71%

-33.64%

Frequently Asked Questions


IWM and BTC-USD have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (11.59%) compared to IWM (6.52%). In terms of maximum drawdown, IWM dropped -59.05% vs BTC-USD's -85.30%.

IWM currently has the higher Sharpe Ratio (1.83 vs -0.95), 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.

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