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IWM vs. EXV8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. EXV8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWM is traded in USD, while EXV8.DE is traded in EUR. To make them comparable, the EXV8.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWM achieves a 15.62% return, which is significantly higher than EXV8.DE's -0.17% return. Both investments have delivered pretty close results over the past 10 years, with IWM having a 10.78% annualized return and EXV8.DE not far behind at 10.62%.


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%

EXV8.DE

1D
0.27%
1M
-3.93%
YTD
-0.17%
6M
1.97%
1Y
8.70%
3Y*
18.73%
5Y*
8.68%
10Y*
10.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. EXV8.DE - 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%
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
-0.17%41.11%0.33%37.79%-23.39%21.82%7.56%39.90%-21.73%26.02%

Correlation

The correlation between IWM and EXV8.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.44

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

0.49

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

0.47

Correlation (All Time)
Calculated using the full available price history since May 30, 2007

0.44

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Return for Risk

IWM vs. EXV8.DE — 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

EXV8.DE
EXV8.DE Risk / Return Rank: 1515
Overall Rank
EXV8.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXV8.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EXV8.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EXV8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXV8.DE 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. EXV8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE). 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.


IWMEXV8.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+1.75

Omega ratioGain probability vs. loss probability

1.30

1.09

+0.21

Calmar ratioReturn relative to maximum drawdown

3.24

0.56

+2.68

Martin ratioReturn relative to average drawdown

11.44

1.68

+9.76

IWM vs. EXV8.DE - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.83, which is higher than the EXV8.DE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IWM and EXV8.DE, 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


IWMEXV8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

0.43

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.38

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.47

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.18

+0.18

Drawdowns

IWM vs. EXV8.DE - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum EXV8.DE drawdown of -68.52%. Use the drawdown chart below to compare losses from any high point for IWM and EXV8.DE.


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Drawdown Indicators


IWMEXV8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-68.52%

+9.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-16.81%

+5.78%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-16.81%

-10.69%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-39.87%

+7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-42.95%

+1.82%

Current Drawdown

Current decline from peak

-2.71%

-8.02%

+5.31%

Average Drawdown

Average peak-to-trough decline

-10.76%

-19.23%

+8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

5.56%

-2.45%

Volatility

IWM vs. EXV8.DE - Volatility Comparison

iShares Russell 2000 ETF (IWM) and iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) have volatilities of 6.52% and 6.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMEXV8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

6.84%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

17.56%

-3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

21.55%

-2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

22.69%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.07%

22.46%

+0.61%

IWM vs. EXV8.DE - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is lower than EXV8.DE's 0.46% expense ratio.


Dividends

IWM vs. EXV8.DE - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 0.89%, less than EXV8.DE's 1.39% yield.


PositionTTM20252024202320222021202020192018201720162015
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
1.39%1.39%1.69%1.59%1.78%1.34%0.53%1.55%1.66%2.87%2.80%2.79%
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 EXV8.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWM is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWM is cheaper with a 0.19% expense ratio, compared with 0.46% for EXV8.DE.

IWM is categorized as Small Cap Blend Equities, while EXV8.DE is Industrials Equities. IWM tracks Russell 2000 Index, while EXV8.DE tracks STOXX® Europe 600 Construction & Materials. Their fees differ too: 0.19% for IWM and 0.46% for EXV8.DE.

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