IWM vs. EXV8.DE
IWM (iShares Russell 2000 ETF) and EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) are both exchange-traded funds - IWM is a Small Cap Blend Equities fund tracking the Russell 2000 Index, while EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials. Both are passively managed. Over the past 10 years, IWM returned 10.78%/yr vs 10.62%/yr for EXV8.DE. At a 0.44 correlation, their price movements are largely independent. IWM charges 0.19%/yr vs 0.46%/yr for EXV8.DE.
Performance
IWM vs. EXV8.DE - Performance Comparison
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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%
IWM vs. EXV8.DE - 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% |
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
IWM
EXV8.DE
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.
| IWM | EXV8.DE | Difference | |
|---|---|---|---|
| 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 |
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 | EXV8.DE | Difference | |
|---|---|---|---|
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
| IWM | EXV8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.71% | -8.02% | +5.31% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -19.23% | +8.47% |
Ulcer IndexDepth 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
| IWM | EXV8.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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