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IWM vs. EAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. EAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and iShares ESG Aware US Aggregate Bond ETF (EAGG). 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 20.19% return, which is significantly higher than EAGG's 0.54% return.


IWM

1D
0.82%
1M
6.39%
YTD
20.19%
6M
17.83%
1Y
42.91%
3Y*
17.97%
5Y*
6.41%
10Y*
11.40%

EAGG

1D
0.06%
1M
1.08%
YTD
0.54%
6M
0.85%
1Y
4.91%
3Y*
3.92%
5Y*
0.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. EAGG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IWM
iShares Russell 2000 ETF
20.19%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-12.21%
EAGG
iShares ESG Aware US Aggregate Bond ETF
0.54%7.18%1.12%5.58%-13.63%-1.30%7.40%8.68%2.19%

Correlation

The correlation between IWM and EAGG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.27

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2018

0.08

Over the past year, IWM and EAGG have become more correlated (0.32) than their long-term average of 0.08, meaning their price movements have been converging.

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Return for Risk

IWM vs. EAGG — Risk / Return Rank

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

IWM
IWM Risk / Return Rank: 7676
Overall Rank
IWM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWM Omega Ratio Rank: 6767
Omega Ratio Rank
IWM Calmar Ratio Rank: 8282
Calmar Ratio Rank
IWM Martin Ratio Rank: 7979
Martin Ratio Rank

EAGG
EAGG Risk / Return Rank: 3939
Overall Rank
EAGG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EAGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
EAGG Omega Ratio Rank: 3838
Omega Ratio Rank
EAGG Calmar Ratio Rank: 3939
Calmar Ratio Rank
EAGG Martin Ratio Rank: 3636
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. EAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and iShares ESG Aware US Aggregate Bond ETF (EAGG). 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.


IWMEAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.12

Calmar ratioReturn relative to maximum drawdown

3.91

1.79

+2.12

Martin ratioReturn relative to average drawdown

13.84

5.28

+8.55

IWM vs. EAGG - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 2.20, which is higher than the EAGG Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IWM and EAGG, 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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Drawdowns

IWM vs. EAGG - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, which is greater than EAGG's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for IWM and EAGG.


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Drawdown Indicators


IWMEAGGDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-18.74%

-40.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-2.75%

-8.28%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-6.20%

-21.30%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-17.98%

-13.93%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

0.00%

-2.53%

+2.53%

Average Drawdown

Average peak-to-trough decline

-10.75%

-6.03%

-4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

0.93%

+2.18%

Volatility

IWM vs. EAGG - Volatility Comparison

iShares Russell 2000 ETF (IWM) has a higher volatility of 7.17% compared to iShares ESG Aware US Aggregate Bond ETF (EAGG) at 1.26%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than EAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMEAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

1.26%

+5.91%

Volatility (6M)

Calculated over the trailing 6-month period

14.27%

2.73%

+11.54%

Volatility (1Y)

Calculated over the trailing 1-year period

19.67%

3.72%

+15.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.62%

6.03%

+16.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.09%

5.49%

+17.60%

IWM vs. EAGG - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is higher than EAGG's 0.10% 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. EAGG - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 1.10%, less than EAGG's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
EAGG
iShares ESG Aware US Aggregate Bond ETF
4.00%3.92%3.93%3.24%2.07%1.09%1.82%3.17%0.61%0.00%0.00%0.00%
IWM
iShares Russell 2000 ETF
1.10%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 EAGG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWM has higher volatility (7.17%) compared to EAGG (1.26%). In terms of maximum drawdown, IWM dropped -59.05% vs EAGG's -18.74%.

On 5-year performance, IWM leads with 6.41% vs 0.08% for EAGG. On fees, EAGG is cheaper at 0.10% per year. On volatility, EAGG has been the lower-risk option at 1.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IWM has performed better with a 6.41% return vs 0.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EAGG is cheaper with a 0.10% expense ratio, compared with 0.19% for IWM.

EAGG has the higher dividend yield at 4.00%, compared with 1.10% for IWM.

IWM is categorized as Small Cap Blend Equities, while EAGG is Intermediate Core Bond. IWM tracks Russell 2000 Index, while EAGG tracks Bloomberg MSCI U.S. Aggregate ESG Focus Index. Their fees differ too: 0.19% for IWM and 0.10% for EAGG.

IWM currently has the higher Sharpe Ratio (2.20 vs 1.33), 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 EAGG

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