IWM vs. COST
IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, IWM returned 10.78%/yr vs 22.25%/yr for COST. At a 0.45 correlation, their price movements are largely independent.
Performance
IWM vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, IWM achieves a 15.62% return, which is significantly higher than COST's 13.35% return. Over the past 10 years, IWM has underperformed COST with an annualized return of 10.78%, while COST has yielded a comparatively higher 22.25% 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%
COST
- 1D
- 0.30%
- 1M
- -3.37%
- YTD
- 13.35%
- 6M
- 10.14%
- 1Y
- -3.42%
- 3Y*
- 25.18%
- 5Y*
- 22.05%
- 10Y*
- 22.25%
IWM vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
COST Costco Wholesale Corporation | 13.35% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between IWM and COST is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 30, 2000 | 0.45 |
The correlation between IWM and COST shifts across timeframes, from -0.03 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWM vs. COST — Risk / Return Rank
IWM
COST
IWM vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Costco Wholesale Corporation (COST). 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.
| IWM | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.98 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | -0.22 | +3.46 |
| Martin ratioReturn relative to average drawdown | 11.44 | -0.51 | +11.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWM | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | -0.18 | +2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.98 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.02 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.59 | -0.22 |
Drawdowns
IWM vs. COST - Drawdown Comparison
The maximum IWM drawdown since its inception was -59.05%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for IWM and COST.
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Drawdown Indicators
| IWM | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -53.39% | -5.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -15.38% | +4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | -20.74% | -6.76% |
Max Drawdown (5Y)Largest decline over 5 years | -31.91% | -31.40% | -0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -31.40% | -9.73% |
Current DrawdownCurrent decline from peak | -2.71% | -10.93% | +8.22% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -13.36% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 7.15% | -4.04% |
Volatility
IWM vs. COST - Volatility Comparison
The current volatility for iShares Russell 2000 ETF (IWM) is 6.52%, while Costco Wholesale Corporation (COST) has a volatility of 7.71%. This indicates that IWM experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWM | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 7.71% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 14.53% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.53% | 18.79% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 22.71% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.07% | 21.95% | +1.12% |
Dividends
IWM vs. COST - Dividend Comparison
IWM's dividend yield for the trailing twelve months is around 0.89%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
IWM iShares Russell 2000 ETF | 0.89% | 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 COST have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.71%) compared to IWM (6.52%). In terms of maximum drawdown, IWM dropped -59.05% vs COST's -53.39%.
IWM currently has the higher Sharpe Ratio (1.83 vs -0.18), 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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