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IWM vs. SPICHA.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. SPICHA.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWM is traded in USD, while SPICHA.SW is traded in CHF. To make them comparable, the SPICHA.SW values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWM achieves a 15.62% return, which is significantly higher than SPICHA.SW's 3.56% return. Over the past 10 years, IWM has outperformed SPICHA.SW with an annualized return of 10.78%, while SPICHA.SW has yielded a comparatively lower 9.95% 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%

SPICHA.SW

1D
1.18%
1M
-0.06%
YTD
3.56%
6M
7.77%
1Y
14.94%
3Y*
12.73%
5Y*
7.43%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. SPICHA.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
3.56%34.32%-1.27%16.22%-17.68%18.95%14.20%32.02%-9.32%24.87%

Correlation

The correlation between IWM and SPICHA.SW is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

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

0.34

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

0.37

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

0.34

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

0.33

The correlation between IWM and SPICHA.SW shifts across timeframes, from 0.33 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IWM vs. SPICHA.SW — 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

SPICHA.SW
SPICHA.SW Risk / Return Rank: 2626
Overall Rank
SPICHA.SW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SPICHA.SW Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPICHA.SW Omega Ratio Rank: 2727
Omega Ratio Rank
SPICHA.SW Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPICHA.SW Martin Ratio Rank: 2626
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. SPICHA.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW). 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.


IWMSPICHA.SWDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.30

1.19

+0.11

Calmar ratioReturn relative to maximum drawdown

3.24

1.19

+2.05

Martin ratioReturn relative to average drawdown

11.44

3.85

+7.58

IWM vs. SPICHA.SW - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.83, which is higher than the SPICHA.SW Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of IWM and SPICHA.SW, 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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Sharpe Ratios by Period


IWMSPICHA.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

1.07

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.46

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.64

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.52

-0.16

Drawdowns

IWM vs. SPICHA.SW - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, which is greater than SPICHA.SW's maximum drawdown of -27.79%. Use the drawdown chart below to compare losses from any high point for IWM and SPICHA.SW.


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Drawdown Indicators


IWMSPICHA.SWDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-27.79%

-31.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-13.01%

+1.98%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-13.54%

-13.96%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-27.79%

-4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-27.79%

-13.34%

Current Drawdown

Current decline from peak

-2.71%

-4.72%

+2.01%

Average Drawdown

Average peak-to-trough decline

-10.76%

-6.69%

-4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

3.98%

-0.87%

Volatility

IWM vs. SPICHA.SW - Volatility Comparison

iShares Russell 2000 ETF (IWM) has a higher volatility of 6.52% compared to UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) at 4.39%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than SPICHA.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMSPICHA.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

4.39%

+2.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.00%

11.58%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

19.53%

14.53%

+5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.58%

16.20%

+6.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.07%

15.64%

+7.43%

IWM vs. SPICHA.SW - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is higher than SPICHA.SW's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IWM vs. SPICHA.SW - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 0.89%, less than SPICHA.SW's 2.20% 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%
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.20%2.64%2.96%2.94%2.83%2.26%2.55%2.60%3.21%2.62%3.04%2.87%

Frequently Asked Questions


IWM and SPICHA.SW have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPICHA.SW is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPICHA.SW is cheaper with a 0.10% expense ratio, compared with 0.19% for IWM.

IWM is categorized as Small Cap Blend Equities, while SPICHA.SW is Europe Equities. IWM tracks Russell 2000 Index, while SPICHA.SW tracks SPI® Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.19% for IWM and 0.10% for SPICHA.SW.

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