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IWM vs. FESM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWM vs. FESM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and Fidelity Enhanced Small Cap ETF (FESM). The values are adjusted to include any dividend payments, if applicable.

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IWM vs. FESM - Yearly Performance Comparison


2026 (YTD)202520242023
IWM
iShares Russell 2000 ETF
0.93%12.66%11.38%12.33%
FESM
Fidelity Enhanced Small Cap ETF
0.82%17.88%16.22%12.19%

Returns By Period

In the year-to-date period, IWM achieves a 0.93% return, which is significantly higher than FESM's 0.82% return.


IWM

1D
3.50%
1M
-4.96%
YTD
0.93%
6M
3.02%
1Y
25.66%
3Y*
12.94%
5Y*
3.34%
10Y*
9.76%

FESM

1D
3.29%
1M
-4.77%
YTD
0.82%
6M
4.42%
1Y
29.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWM vs. FESM - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is lower than FESM's 0.28% expense ratio.


Return for Risk

IWM vs. FESM — Risk / Return Rank

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

IWM
IWM Risk / Return Rank: 6969
Overall Rank
IWM Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6969
Sortino Ratio Rank
IWM Omega Ratio Rank: 6161
Omega Ratio Rank
IWM Calmar Ratio Rank: 7575
Calmar Ratio Rank
IWM Martin Ratio Rank: 7171
Martin Ratio Rank

FESM
FESM Risk / Return Rank: 7676
Overall Rank
FESM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FESM Sortino Ratio Rank: 7676
Sortino Ratio Rank
FESM Omega Ratio Rank: 6969
Omega Ratio Rank
FESM Calmar Ratio Rank: 8282
Calmar Ratio Rank
FESM Martin Ratio Rank: 8080
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. FESM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Fidelity Enhanced Small Cap ETF (FESM). 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.


IWMFESMDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.30

-0.19

Sortino ratio

Return per unit of downside risk

1.66

1.87

-0.21

Omega ratio

Gain probability vs. loss probability

1.21

1.24

-0.03

Calmar ratio

Return relative to maximum drawdown

1.82

2.19

-0.36

Martin ratio

Return relative to average drawdown

6.76

8.40

-1.63

IWM vs. FESM - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.11, which is comparable to the FESM Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of IWM and FESM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IWMFESMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.30

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.96

-0.62

Correlation

The correlation between IWM and FESM is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IWM vs. FESM - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 1.02%, more than FESM's 0.63% yield.


TTM20252024202320222021202020192018201720162015
IWM
iShares Russell 2000 ETF
1.02%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%
FESM
Fidelity Enhanced Small Cap ETF
0.63%0.82%1.08%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IWM vs. FESM - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, which is greater than FESM's maximum drawdown of -26.93%. Use the drawdown chart below to compare losses from any high point for IWM and FESM.


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Drawdown Indicators


IWMFESMDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-26.93%

-32.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-13.54%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

-7.91%

-7.23%

-0.68%

Average Drawdown

Average peak-to-trough decline

-10.83%

-5.04%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

3.53%

+0.17%

Volatility

IWM vs. FESM - Volatility Comparison

iShares Russell 2000 ETF (IWM) and Fidelity Enhanced Small Cap ETF (FESM) have volatilities of 7.47% and 7.40%, 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


IWMFESMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

7.40%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

14.26%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

23.18%

22.98%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

21.49%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.99%

21.49%

+1.50%