IWM vs. NFLX
IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index, while NFLX (Netflix, Inc.) is a stock. Over the past 10 years, IWM returned 10.65%/yr vs 22.91%/yr for NFLX. At a 0.38 correlation, their price movements are largely independent.
Performance
IWM vs. NFLX - Performance Comparison
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Returns By Period
In the year-to-date period, IWM achieves a 19.24% return, which is significantly higher than NFLX's -27.90% return. Over the past 10 years, IWM has underperformed NFLX with an annualized return of 10.65%, while NFLX has yielded a comparatively higher 22.91% annualized return.
IWM
- 1D
- -0.59%
- 1M
- -1.11%
- 6M
- 10.45%
- YTD
- 19.24%
- 1Y
- 32.84%
- 3Y*
- 15.91%
- 5Y*
- 6.97%
- 10Y*
- 10.65%
- ALL TIME*
- 8.76%
NFLX
- 1D
- -1.96%
- 1M
- -12.64%
- 6M
- -23.18%
- YTD
- -27.90%
- 1Y
- -44.10%
- 3Y*
- 16.50%
- 5Y*
- 5.65%
- 10Y*
- 22.91%
- ALL TIME*
- 30.17%
IWM vs. NFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 19.24% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
NFLX Netflix, Inc. | -27.90% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
Correlation
The correlation between IWM and NFLX is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 23, 2002 | 0.38 |
The correlation between IWM and NFLX shifts across timeframes, from -0.03 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IWM vs. NFLX — Risk / Return Rank
IWM
NFLX
IWM vs. NFLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Netflix, Inc. (NFLX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IWM | NFLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.98 | ||
| Sortino ratioReturn per unit of downside risk | +4.42 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.75 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | -0.95 | +3.94 |
| Martin ratioReturn relative to average drawdown | 10.54 | -1.76 | +12.31 |
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Drawdowns
IWM vs. NFLX - Drawdown Comparison
The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for IWM and NFLX.
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Drawdown Indicators
| IWM | NFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -81.99% | +22.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -46.49% | +35.46% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | -49.52% | +22.02% |
Max Drawdown (5Y)Largest decline over 5 years | -31.91% | -75.95% | +44.04% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -75.95% | +34.82% |
Current DrawdownCurrent decline from peak | -2.71% | -49.52% | +46.81% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -24.98% | +14.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 25.06% | -21.94% |
Volatility
IWM vs. NFLX - Volatility Comparison
The current volatility for iShares Russell 2000 ETF (IWM) is 3.62%, while Netflix, Inc. (NFLX) has a volatility of 13.34%. This indicates that IWM experiences smaller price fluctuations and is considered to be less risky than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWM | NFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 13.34% | -9.72% |
Volatility (6M)Calculated over the trailing 6-month period | 14.17% | 27.81% | -13.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.38% | 34.79% | -15.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.49% | 43.50% | -21.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.00% | 41.38% | -18.38% |
Dividends
IWM vs. NFLX - Dividend Comparison
IWM's dividend yield for the trailing twelve months is around 0.91%, while NFLX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 0.91% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
NFLX Netflix, Inc. | 0.00% | 0.00% | 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 NFLX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLX has higher volatility (13.34%) compared to IWM (3.62%). In terms of maximum drawdown, IWM dropped -59.05% vs NFLX's -81.99%.
IWM currently has the higher Sharpe Ratio (1.71 vs -1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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