IWM vs. ORCL
IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, IWM returned 11.27%/yr vs 18.60%/yr for ORCL. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
IWM vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, IWM achieves a 19.22% return, which is significantly higher than ORCL's -4.95% return. Over the past 10 years, IWM has underperformed ORCL with an annualized return of 11.27%, while ORCL has yielded a comparatively higher 18.60% annualized return.
IWM
- 1D
- 0.87%
- 1M
- 5.53%
- YTD
- 19.22%
- 6M
- 16.00%
- 1Y
- 41.75%
- 3Y*
- 17.23%
- 5Y*
- 6.07%
- 10Y*
- 11.27%
ORCL
- 1D
- 0.02%
- 1M
- -4.57%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -13.59%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
IWM vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 19.22% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between IWM and ORCL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.55 |
Over the past year, the correlation between IWM and ORCL has dropped to 0.34 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
IWM vs. ORCL — Risk / Return Rank
IWM
ORCL
IWM vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Oracle Corporation (ORCL). 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 | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.10 | ||
| Sortino ratioReturn per unit of downside risk | +2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.04 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | -0.12 | +3.69 |
| Martin ratioReturn relative to average drawdown | 12.63 | -0.20 | +12.82 |
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Drawdowns
IWM vs. ORCL - Drawdown Comparison
The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for IWM and ORCL.
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Drawdown Indicators
| IWM | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -84.19% | +25.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -58.25% | +47.22% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | -58.25% | +30.75% |
Max Drawdown (5Y)Largest decline over 5 years | -31.91% | -58.25% | +26.34% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -58.25% | +17.12% |
Current DrawdownCurrent decline from peak | 0.00% | -43.48% | +43.48% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -29.11% | +18.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 35.41% | -32.29% |
Volatility
IWM vs. ORCL - Volatility Comparison
The current volatility for iShares Russell 2000 ETF (IWM) is 7.16%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that IWM experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWM | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 23.44% | -16.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.29% | 43.42% | -29.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.73% | 65.91% | -46.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.61% | 42.16% | -19.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 35.12% | -12.04% |
Dividends
IWM vs. ORCL - Dividend Comparison
IWM's dividend yield for the trailing twelve months is around 0.87%, less than ORCL's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 0.87% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
ORCL Oracle Corporation | 1.09% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Frequently Asked Questions
IWM and ORCL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (23.44%) compared to IWM (7.16%). In terms of maximum drawdown, IWM dropped -59.05% vs ORCL's -84.19%.
IWM currently has the higher Sharpe Ratio (1.99 vs -0.11), 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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