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

Correlation

The correlation between IWM and IWF is 0.86, 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.


Performance

IWM vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IWM:

0.07

IWF:

0.70

Sortino Ratio

IWM:

0.24

IWF:

1.01

Omega Ratio

IWM:

1.03

IWF:

1.14

Calmar Ratio

IWM:

0.04

IWF:

0.66

Martin Ratio

IWM:

0.11

IWF:

2.18

Ulcer Index

IWM:

9.92%

IWF:

7.10%

Daily Std Dev

IWM:

24.44%

IWF:

25.33%

Max Drawdown

IWM:

-59.05%

IWF:

-64.18%

Current Drawdown

IWM:

-14.96%

IWF:

-4.46%

Returns By Period

In the year-to-date period, IWM achieves a -6.98% return, which is significantly lower than IWF's -0.43% return. Over the past 10 years, IWM has underperformed IWF with an annualized return of 6.51%, while IWF has yielded a comparatively higher 15.83% annualized return.


IWM

YTD

-6.98%

1M

5.24%

6M

-14.77%

1Y

1.65%

3Y*

4.86%

5Y*

9.47%

10Y*

6.51%

IWF

YTD

-0.43%

1M

8.90%

6M

0.47%

1Y

17.55%

3Y*

19.62%

5Y*

17.50%

10Y*

15.83%

*Annualized

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iShares Russell 2000 ETF

iShares Russell 1000 Growth ETF

IWM vs. IWF - Expense Ratio Comparison

Both IWM and IWF have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IWM vs. IWF — 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 1717
Overall Rank
The Sharpe Ratio Rank of IWM is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 1717
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 1818
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 1717
Martin Ratio Rank

IWF
The Risk-Adjusted Performance Rank of IWF is 6060
Overall Rank
The Sharpe Ratio Rank of IWF is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of IWF is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IWF is 5959
Omega Ratio Rank
The Calmar Ratio Rank of IWF is 6565
Calmar Ratio Rank
The Martin Ratio Rank of IWF is 5757
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. IWF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and iShares Russell 1000 Growth ETF (IWF). 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 current IWM Sharpe Ratio is 0.07, which is lower than the IWF Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of IWM and IWF, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IWM vs. IWF - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 1.20%, more than IWF's 0.45% yield.


TTM20242023202220212020201920182017201620152014
IWM
iShares Russell 2000 ETF
1.20%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%
IWF
iShares Russell 1000 Growth ETF
0.45%0.46%0.67%0.91%0.50%0.66%0.99%1.27%1.10%1.43%1.37%1.33%

Drawdowns

IWM vs. IWF - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum IWF drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for IWM and IWF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IWM vs. IWF - Volatility Comparison

iShares Russell 2000 ETF (IWM) has a higher volatility of 6.46% compared to iShares Russell 1000 Growth ETF (IWF) at 5.84%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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