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IWM vs. SOYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. SOYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and Teucrium Soybean Fund (SOYB). 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 19.22% return, which is significantly higher than SOYB's 10.38% return. Over the past 10 years, IWM has outperformed SOYB with an annualized return of 11.27%, while SOYB has yielded a comparatively lower 1.20% annualized return.


IWM

1D
0.87%
1M
3.64%
YTD
19.22%
6M
16.00%
1Y
39.16%
3Y*
17.23%
5Y*
6.07%
10Y*
11.27%

SOYB

1D
0.04%
1M
-4.85%
YTD
10.38%
6M
7.15%
1Y
11.25%
3Y*
-2.26%
5Y*
-0.20%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. SOYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SOYB
Teucrium Soybean Fund
10.38%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%

Correlation

The correlation between IWM and SOYB is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.13

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Return for Risk

IWM vs. SOYB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWM
IWM Risk / Return Rank: 7272
Overall Rank
IWM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 7171
Sortino Ratio Rank
IWM Omega Ratio Rank: 6363
Omega Ratio Rank
IWM Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWM Martin Ratio Rank: 7676
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 2727
Overall Rank
SOYB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 2626
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2626
Omega Ratio Rank
SOYB Calmar Ratio Rank: 3030
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2727
Martin Ratio Rank
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. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Teucrium Soybean Fund (SOYB). 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.


IWMSOYBDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.33

1.16

+0.17

Calmar ratioReturn relative to maximum drawdown

3.57

1.29

+2.28

Martin ratioReturn relative to average drawdown

12.63

3.08

+9.54

IWM vs. SOYB - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.99, which is higher than the SOYB Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IWM and SOYB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IWM vs. SOYB - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for IWM and SOYB.


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Drawdown Indicators


IWMSOYBDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-53.76%

-5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-8.78%

-2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-31.01%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-31.01%

-0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-37.52%

-3.61%

Current Drawdown

Current decline from peak

0.00%

-17.67%

+17.67%

Average Drawdown

Average peak-to-trough decline

-10.76%

-25.74%

+14.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.66%

-0.54%

Volatility

IWM vs. SOYB - Volatility Comparison

iShares Russell 2000 ETF (IWM) has a higher volatility of 7.16% compared to Teucrium Soybean Fund (SOYB) at 3.94%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMSOYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

3.94%

+3.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

9.03%

+5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

19.73%

13.16%

+6.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.61%

17.98%

+4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

16.96%

+6.12%

IWM vs. SOYB - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is lower than SOYB's 1.88% expense ratio.


Dividends

IWM vs. SOYB - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 0.87%, while SOYB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
SOYB
Teucrium Soybean Fund
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 SOYB have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWM has higher volatility (7.16%) compared to SOYB (3.94%). In terms of maximum drawdown, IWM dropped -59.05% vs SOYB's -53.76%.

On 10-year performance, IWM leads with 11.27% vs 1.20% for SOYB. On fees, IWM is cheaper at 0.19% per year. On volatility, SOYB has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWM has performed better with a 11.27% return vs 1.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWM is cheaper with a 0.19% expense ratio, compared with 1.88% for SOYB.

IWM has the higher dividend yield at 0.87%, compared with 0.00% for SOYB.

IWM is categorized as Small Cap Blend Equities, while SOYB is Agricultural Commodities. IWM tracks Russell 2000 Index, while SOYB tracks Teucrium Soybean Fund Benchmark. They also come from different issuers: iShares and Teucrium. Their fees differ too: 0.19% for IWM and 1.88% for SOYB.

IWM currently has the higher Sharpe Ratio (1.99 vs 0.86), 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.

Portfolio Optimizer

Find the right allocation for IWM and SOYB

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