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IWM vs. IJR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWM and IJR is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IWM vs. IJR - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
490.09%
752.59%
IWM
IJR

Key characteristics

Sharpe Ratio

IWM:

-0.03

IJR:

-0.14

Sortino Ratio

IWM:

0.13

IJR:

-0.03

Omega Ratio

IWM:

1.02

IJR:

1.00

Calmar Ratio

IWM:

-0.02

IJR:

-0.12

Martin Ratio

IWM:

-0.07

IJR:

-0.36

Ulcer Index

IWM:

8.92%

IJR:

9.10%

Daily Std Dev

IWM:

24.04%

IJR:

23.65%

Max Drawdown

IWM:

-59.05%

IJR:

-58.15%

Current Drawdown

IWM:

-19.19%

IJR:

-20.42%

Returns By Period

In the year-to-date period, IWM achieves a -11.61% return, which is significantly higher than IJR's -12.83% return. Over the past 10 years, IWM has underperformed IJR with an annualized return of 6.21%, while IJR has yielded a comparatively higher 7.21% annualized return.


IWM

YTD

-11.61%

1M

-2.32%

6M

-11.54%

1Y

0.61%

5Y*

10.69%

10Y*

6.21%

IJR

YTD

-12.83%

1M

-4.25%

6M

-12.47%

1Y

-2.11%

5Y*

12.31%

10Y*

7.21%

*Annualized

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IWM vs. IJR - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is higher than IJR's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IWM: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWM: 0.19%
Expense ratio chart for IJR: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IJR: 0.07%

Risk-Adjusted Performance

IWM vs. IJR — Risk-Adjusted Performance Rank

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

IWM
The Risk-Adjusted Performance Rank of IWM is 1818
Overall Rank
The Sharpe Ratio Rank of IWM is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 1717
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 1818
Martin Ratio Rank

IJR
The Risk-Adjusted Performance Rank of IJR is 1313
Overall Rank
The Sharpe Ratio Rank of IJR is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of IJR is 1313
Sortino Ratio Rank
The Omega Ratio Rank of IJR is 1313
Omega Ratio Rank
The Calmar Ratio Rank of IJR is 1212
Calmar Ratio Rank
The Martin Ratio Rank of IJR is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWM vs. IJR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and iShares Core S&P Small-Cap ETF (IJR). 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.


The chart of Sharpe ratio for IWM, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00
IWM: -0.03
IJR: -0.14
The chart of Sortino ratio for IWM, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.00
IWM: 0.13
IJR: -0.03
The chart of Omega ratio for IWM, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
IWM: 1.02
IJR: 1.00
The chart of Calmar ratio for IWM, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.00
IWM: -0.02
IJR: -0.12
The chart of Martin ratio for IWM, currently valued at -0.07, compared to the broader market0.0020.0040.0060.00
IWM: -0.07
IJR: -0.36

The current IWM Sharpe Ratio is -0.03, which is higher than the IJR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of IWM and IJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.03
-0.14
IWM
IJR

Dividends

IWM vs. IJR - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 1.27%, less than IJR's 2.36% yield.


TTM20242023202220212020201920182017201620152014
IWM
iShares Russell 2000 ETF
1.27%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%
IJR
iShares Core S&P Small-Cap ETF
2.36%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%

Drawdowns

IWM vs. IJR - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, roughly equal to the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for IWM and IJR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.19%
-20.42%
IWM
IJR

Volatility

IWM vs. IJR - Volatility Comparison

iShares Russell 2000 ETF (IWM) and iShares Core S&P Small-Cap ETF (IJR) have volatilities of 13.85% and 14.41%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.85%
14.41%
IWM
IJR