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IWM vs. IDVY.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. IDVY.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and iShares Euro Dividend UCITS ETF (IDVY.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWM is traded in USD, while IDVY.AS is traded in EUR. To make them comparable, the IDVY.AS 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 IDVY.AS's 6.97% return. Over the past 10 years, IWM has outperformed IDVY.AS with an annualized return of 10.78%, while IDVY.AS has yielded a comparatively lower 7.57% annualized return.


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%

IDVY.AS

1D
0.44%
1M
0.78%
YTD
6.97%
6M
10.68%
1Y
22.97%
3Y*
23.30%
5Y*
8.07%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. IDVY.AS - 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%
IDVY.AS
iShares Euro Dividend UCITS ETF
6.97%60.98%1.90%7.72%-19.00%15.92%-10.60%18.08%-14.47%25.51%

Correlation

The correlation between IWM and IDVY.AS is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.36

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

0.42

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

0.43

Correlation (All Time)
Calculated using the full available price history since May 29, 2007

0.45

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Return for Risk

IWM vs. IDVY.AS — 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

IDVY.AS
IDVY.AS Risk / Return Rank: 5252
Overall Rank
IDVY.AS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 5252
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 5454
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 5454
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 4949
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. IDVY.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and iShares Euro Dividend UCITS ETF (IDVY.AS). 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.


IWMIDVY.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.30

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

3.24

2.34

+0.90

Martin ratioReturn relative to average drawdown

11.44

7.06

+4.38

IWM vs. IDVY.AS - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.83, which is comparable to the IDVY.AS Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IWM and IDVY.AS, 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


IWMIDVY.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.66

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.43

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.38

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.07

+0.29

Drawdowns

IWM vs. IDVY.AS - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum IDVY.AS drawdown of -73.11%. Use the drawdown chart below to compare losses from any high point for IWM and IDVY.AS.


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Drawdown Indicators


IWMIDVY.ASDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-73.11%

+14.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-9.77%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-13.50%

-14.00%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-36.84%

+4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-46.30%

+5.17%

Current Drawdown

Current decline from peak

-2.71%

-1.69%

-1.02%

Average Drawdown

Average peak-to-trough decline

-10.76%

-30.52%

+19.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

3.26%

-0.15%

Volatility

IWM vs. IDVY.AS - Volatility Comparison

iShares Russell 2000 ETF (IWM) has a higher volatility of 6.52% compared to iShares Euro Dividend UCITS ETF (IDVY.AS) at 4.10%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMIDVY.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

4.10%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

11.14%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

13.81%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

18.27%

+4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.07%

19.56%

+3.51%

IWM vs. IDVY.AS - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is lower than IDVY.AS's 0.40% expense ratio.


Dividends

IWM vs. IDVY.AS - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 0.89%, less than IDVY.AS's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
IDVY.AS
iShares Euro Dividend UCITS ETF
3.99%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%4.00%
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 IDVY.AS have a correlation of 0.39, 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 0.40% for IDVY.AS.

IWM is categorized as Small Cap Blend Equities, while IDVY.AS is Europe Equities. IWM tracks Russell 2000 Index, while IDVY.AS tracks MSCI EMU NR EUR. Their fees differ too: 0.19% for IWM and 0.40% for IDVY.AS.

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