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IWM vs. IWC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWM vs. IWC - Performance Comparison

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

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IWM vs. IWC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWM
iShares Russell 2000 ETF
0.93%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%
IWC
iShares Microcap ETF
1.36%22.45%13.63%8.99%-21.93%18.67%20.88%22.20%-13.13%12.79%

Returns By Period

In the year-to-date period, IWM achieves a 0.93% return, which is significantly lower than IWC's 1.36% return. Both investments have delivered pretty close results over the past 10 years, with IWM having a 9.76% annualized return and IWC not far ahead at 10.08%.


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%

IWC

1D
4.11%
1M
-4.95%
YTD
1.36%
6M
7.71%
1Y
45.56%
3Y*
16.51%
5Y*
2.52%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWM vs. IWC - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is lower than IWC's 0.60% expense ratio.


Return for Risk

IWM vs. IWC — 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

IWC
IWC Risk / Return Rank: 8787
Overall Rank
IWC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IWC Omega Ratio Rank: 7979
Omega Ratio Rank
IWC Calmar Ratio Rank: 9292
Calmar Ratio Rank
IWC Martin Ratio Rank: 8989
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. IWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and iShares Microcap ETF (IWC). 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.


IWMIWCDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.74

-0.63

Sortino ratio

Return per unit of downside risk

1.66

2.38

-0.72

Omega ratio

Gain probability vs. loss probability

1.21

1.30

-0.09

Calmar ratio

Return relative to maximum drawdown

1.82

3.27

-1.45

Martin ratio

Return relative to average drawdown

6.76

10.63

-3.86

IWM vs. IWC - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.11, which is lower than the IWC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IWM and IWC, 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


IWMIWCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.74

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.10

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.42

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.28

+0.06

Correlation

The correlation between IWM and IWC is 0.96, 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. IWC - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 1.02%, less than IWC's 1.06% 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%
IWC
iShares Microcap ETF
1.06%1.10%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%

Drawdowns

IWM vs. IWC - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for IWM and IWC.


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Drawdown Indicators


IWMIWCDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-64.61%

+5.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-13.35%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-40.68%

+8.77%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-47.21%

+6.08%

Current Drawdown

Current decline from peak

-7.91%

-8.83%

+0.92%

Average Drawdown

Average peak-to-trough decline

-10.83%

-15.39%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

4.11%

-0.41%

Volatility

IWM vs. IWC - Volatility Comparison

The current volatility for iShares Russell 2000 ETF (IWM) is 7.47%, while iShares Microcap ETF (IWC) has a volatility of 9.16%. This indicates that IWM experiences smaller price fluctuations and is considered to be less risky than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMIWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

9.16%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

18.06%

-3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

23.18%

26.33%

-3.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

24.40%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.99%

24.30%

-1.31%