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IWM vs. METL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. METL - Performance Comparison

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

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Returns By Period

In the year-to-date period, IWM achieves a 15.62% return, which is significantly higher than METL's 7.51% 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%

METL

1D
0.05%
1M
-9.97%
YTD
7.51%
6M
15.84%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. METL - Yearly Performance Comparison


2026 (YTD)2025
IWM
iShares Russell 2000 ETF
15.62%4.76%
METL
Sprott Active Metals & Miners ETF
7.51%27.04%

Correlation

The correlation between IWM and METL is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 11, 2025

0.61

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Return for Risk

IWM vs. METL — 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

METL
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. METL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Sprott Active Metals & Miners ETF (METL). 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.


IWMMETLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.24

Martin ratioReturn relative to average drawdown

11.44

IWM vs. METL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IWMMETLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

1.18

-0.81

Drawdowns

IWM vs. METL - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, which is greater than METL's maximum drawdown of -27.39%. Use the drawdown chart below to compare losses from any high point for IWM and METL.


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Drawdown Indicators


IWMMETLDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-27.39%

-31.66%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

Current Drawdown

Current decline from peak

-2.71%

-18.48%

+15.77%

Average Drawdown

Average peak-to-trough decline

-10.76%

-8.24%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

IWM vs. METL - Volatility Comparison


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Volatility by Period


IWMMETLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

44.85%

-25.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

44.85%

-22.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.07%

44.85%

-21.78%

IWM vs. METL - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is lower than METL's 0.89% expense ratio.


Dividends

IWM vs. METL - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 0.89%, less than METL's 0.92% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
METL
Sprott Active Metals & Miners ETF
0.92%0.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWM and METL have a correlation of 0.61, 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 0.89% for METL.

METL has the higher dividend yield at 0.92%, compared with 0.89% for IWM.

IWM is categorized as Small Cap Blend Equities, while METL is Commodity Producers Equities. They also come from different issuers: iShares and Sprott. Their fees differ too: 0.19% for IWM and 0.89% for METL.

Portfolio Optimizer

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