IWM vs. PFE
IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index, while PFE (Pfizer Inc.) is a stock. Over the past 10 years, IWM returned 10.78%/yr vs 1.79%/yr for PFE. At a 0.40 correlation, their price movements are largely independent.
Performance
IWM vs. PFE - Performance Comparison
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Returns By Period
In the year-to-date period, IWM achieves a 15.62% return, which is significantly higher than PFE's 6.34% return. Over the past 10 years, IWM has outperformed PFE with an annualized return of 10.78%, while PFE has yielded a comparatively lower 1.79% annualized 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%
PFE
- 1D
- -1.61%
- 1M
- -0.23%
- YTD
- 6.34%
- 6M
- 2.75%
- 1Y
- 17.39%
- 3Y*
- -7.47%
- 5Y*
- -3.62%
- 10Y*
- 1.79%
IWM vs. PFE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 15.62% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
PFE Pfizer Inc. | 6.34% | 0.65% | -2.22% | -41.26% | -10.41% | 66.70% | 3.07% | -6.91% | 24.82% | 15.90% |
Correlation
The correlation between IWM and PFE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since May 30, 2000 | 0.40 |
The correlation between IWM and PFE shifts across timeframes, from 0.26 (5 years) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWM vs. PFE — Risk / Return Rank
IWM
PFE
IWM vs. PFE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Pfizer Inc. (PFE). 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.
| IWM | PFE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.15 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 1.52 | +1.71 |
| Martin ratioReturn relative to average drawdown | 11.44 | 3.11 | +8.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWM | PFE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 0.73 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | -0.14 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.08 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.33 | +0.03 |
Drawdowns
IWM vs. PFE - Drawdown Comparison
The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum PFE drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for IWM and PFE.
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Drawdown Indicators
| IWM | PFE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -69.24% | +10.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -11.47% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -27.50% | -40.75% | +13.25% |
Max Drawdown (5Y)Largest decline over 5 years | -31.91% | -58.96% | +27.05% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -58.96% | +17.83% |
Current DrawdownCurrent decline from peak | -2.71% | -46.90% | +44.19% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -22.89% | +12.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 5.61% | -2.50% |
Volatility
IWM vs. PFE - Volatility Comparison
iShares Russell 2000 ETF (IWM) has a higher volatility of 6.52% compared to Pfizer Inc. (PFE) at 4.78%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWM | PFE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 4.78% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 14.00% | 14.74% | -0.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.53% | 23.98% | -4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 25.52% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.07% | 23.89% | -0.82% |
Dividends
IWM vs. PFE - Dividend Comparison
IWM's dividend yield for the trailing twelve months is around 0.89%, less than PFE's 6.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PFE Pfizer Inc. | 6.71% | 6.91% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% |
Frequently Asked Questions
IWM and PFE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWM has higher volatility (6.52%) compared to PFE (4.78%). In terms of maximum drawdown, IWM dropped -59.05% vs PFE's -69.24%.
IWM currently has the higher Sharpe Ratio (1.83 vs 0.73), 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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