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IWM vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWM vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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 TMF's -5.18% return. Over the past 10 years, IWM has outperformed TMF with an annualized return of 11.27%, while TMF has yielded a comparatively lower -16.87% 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%

TMF

1D
-0.93%
1M
7.62%
YTD
-5.18%
6M
-5.04%
1Y
-1.79%
3Y*
-19.82%
5Y*
-31.10%
10Y*
-16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWM vs. TMF - 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%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-5.18%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between IWM and TMF is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.22

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

0.08

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

-0.09

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

-0.23

The correlation between IWM and TMF shifts across timeframes, from -0.23 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IWM vs. TMF — 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

TMF
TMF Risk / Return Rank: 88
Overall Rank
TMF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 88
Sortino Ratio Rank
TMF Omega Ratio Rank: 88
Omega Ratio Rank
TMF Calmar Ratio Rank: 88
Calmar Ratio Rank
TMF Martin Ratio Rank: 88
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. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


IWMTMFDifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.33

0.99

+0.33

Calmar ratioReturn relative to maximum drawdown

3.57

-0.19

+3.75

Martin ratioReturn relative to average drawdown

12.63

-0.41

+13.04

IWM vs. TMF - Sharpe Ratio Comparison

The current IWM Sharpe Ratio is 1.99, which is higher than the TMF Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of IWM and TMF, 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. TMF - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum TMF drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for IWM and TMF.


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Drawdown Indicators


IWMTMFDifference

Max Drawdown

Largest peak-to-trough decline

-59.05%

-92.89%

+33.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-26.51%

+15.48%

Max Drawdown (3Y)

Largest decline over 3 years

-27.50%

-56.31%

+28.81%

Max Drawdown (5Y)

Largest decline over 5 years

-31.91%

-88.81%

+56.90%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-92.89%

+51.76%

Current Drawdown

Current decline from peak

0.00%

-92.15%

+92.15%

Average Drawdown

Average peak-to-trough decline

-10.76%

-43.70%

+32.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

11.96%

-8.84%

Volatility

IWM vs. TMF - Volatility Comparison

The current volatility for iShares Russell 2000 ETF (IWM) is 7.16%, while Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) has a volatility of 8.43%. This indicates that IWM experiences smaller price fluctuations and is considered to be less risky than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

8.43%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

19.46%

-5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.73%

28.49%

-8.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.61%

46.72%

-24.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.08%

43.92%

-20.84%

IWM vs. TMF - Expense Ratio Comparison

IWM has a 0.19% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

IWM vs. TMF - Dividend Comparison

IWM's dividend yield for the trailing twelve months is around 0.87%, less than TMF's 4.11% yield.


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%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.11%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%0.00%

Frequently Asked Questions


IWM and TMF have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMF has higher volatility (8.43%) compared to IWM (7.16%). In terms of maximum drawdown, IWM dropped -59.05% vs TMF's -92.89%.

On 10-year performance, IWM leads with 11.27% vs -16.87% for TMF. On fees, IWM is cheaper at 0.19% per year. On volatility, IWM has been the lower-risk option at 7.16%. 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 -16.87%. 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 1.01% for TMF.

TMF has the higher dividend yield at 4.11%, compared with 0.87% for IWM.

IWM is categorized as Small Cap Blend Equities, while TMF is Leveraged Bonds. IWM tracks Russell 2000 Index, while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). They also come from different issuers: iShares and Direxion. Their fees differ too: 0.19% for IWM and 1.01% for TMF.

IWM currently has the higher Sharpe Ratio (1.99 vs -0.17), 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 TMF

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