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IWM vs. GIB-A.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. GIB-A.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and CGI Inc (GIB-A.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWM is traded in USD, while GIB-A.TO is traded in CAD. To make them comparable, the GIB-A.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWM achieves a 14.62% return, which is significantly higher than GIB-A.TO's -26.84% return. Over the past 10 years, IWM has outperformed GIB-A.TO with an annualized return of 10.54%, while GIB-A.TO has yielded a comparatively lower 3.71% annualized return.


IWM

1D
-3.55%
1M
-0.89%
YTD
14.62%
6M
12.89%
1Y
34.35%
3Y*
16.56%
5Y*
5.66%
10Y*
10.54%

GIB-A.TO

1D
-0.07%
1M
-1.06%
YTD
-26.84%
6M
-25.99%
1Y
-37.17%
3Y*
-13.44%
5Y*
-5.44%
10Y*
3.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. GIB-A.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWM
iShares Russell 2000 ETF
14.62%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%
GIB-A.TO
CGI Inc
-26.84%-15.16%2.25%24.59%-1.87%10.81%-4.81%35.74%12.77%13.69%

Correlation

The correlation between IWM and GIB-A.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.31

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

0.36

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2006

0.34

The correlation between IWM and GIB-A.TO shifts across timeframes, from 0.18 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IWM vs. GIB-A.TO — Risk / Return Rank

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

IWM
IWM Risk / Return Rank: 5959
Overall Rank
IWM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 5555
Sortino Ratio Rank
IWM Omega Ratio Rank: 5151
Omega Ratio Rank
IWM Calmar Ratio Rank: 6868
Calmar Ratio Rank
IWM Martin Ratio Rank: 6565
Martin Ratio Rank

GIB-A.TO
GIB-A.TO Risk / Return Rank: 55
Overall Rank
GIB-A.TO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GIB-A.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
GIB-A.TO Omega Ratio Rank: 33
Omega Ratio Rank
GIB-A.TO Calmar Ratio Rank: 99
Calmar Ratio Rank
GIB-A.TO Martin Ratio Rank: 44
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. GIB-A.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and CGI Inc (GIB-A.TO). 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.


IWMGIB-A.TODifference
Sharpe ratioReturn per unit of total volatility

+3.17

Sortino ratioReturn per unit of downside risk

+4.35

Omega ratioGain probability vs. loss probability

1.31

0.76

+0.55

Calmar ratioReturn relative to maximum drawdown

3.33

-0.86

+4.19

Martin ratioReturn relative to average drawdown

11.78

-1.58

+13.35

IWM vs. GIB-A.TO - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.88, which is higher than the GIB-A.TO Sharpe Ratio of -1.30. The chart below compares the historical Sharpe Ratios of IWM and GIB-A.TO, 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


IWMGIB-A.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

-1.30

+3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

-0.25

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.17

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.47

-0.11

Drawdowns

IWM vs. GIB-A.TO - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, which is greater than GIB-A.TO's maximum drawdown of -48.62%. Use the drawdown chart below to compare losses from any high point for IWM and GIB-A.TO.


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Drawdown Indicators


IWMGIB-A.TODifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-48.62%

-10.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-42.91%

+31.88%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-48.62%

+21.12%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-48.62%

+16.71%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-48.62%

+7.49%

Current Drawdown

Current decline from peak

-3.55%

-44.05%

+40.50%

Average Drawdown

Average peak-to-trough decline

-10.76%

-9.70%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

23.40%

-20.29%

Volatility

IWM vs. GIB-A.TO - Volatility Comparison

The current volatility for iShares Russell 2000 ETF (IWM) is 6.65%, while CGI Inc (GIB-A.TO) has a volatility of 10.50%. This indicates that IWM experiences smaller price fluctuations and is considered to be less risky than GIB-A.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMGIB-A.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

10.50%

-3.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

24.92%

-10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

19.54%

28.49%

-8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

22.29%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.06%

22.20%

+0.86%

Dividends

IWM vs. GIB-A.TO - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 0.90%, more than GIB-A.TO's 0.70% yield.


PositionTTM20252024202320222021202020192018201720162015
GIB-A.TO
CGI Inc
0.70%0.49%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWM
iShares Russell 2000 ETF
0.90%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 GIB-A.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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