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IWM vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IWM and ^GSPC is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

IWM vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 ETF (IWM) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IWM:

-0.06

^GSPC:

0.44

Sortino Ratio

IWM:

0.12

^GSPC:

0.79

Omega Ratio

IWM:

1.01

^GSPC:

1.12

Calmar Ratio

IWM:

-0.03

^GSPC:

0.48

Martin Ratio

IWM:

-0.10

^GSPC:

1.85

Ulcer Index

IWM:

9.38%

^GSPC:

4.92%

Daily Std Dev

IWM:

24.05%

^GSPC:

19.37%

Max Drawdown

IWM:

-59.05%

^GSPC:

-56.78%

Current Drawdown

IWM:

-16.73%

^GSPC:

-7.88%

Returns By Period

In the year-to-date period, IWM achieves a -8.92% return, which is significantly lower than ^GSPC's -3.77% return. Over the past 10 years, IWM has underperformed ^GSPC with an annualized return of 6.48%, while ^GSPC has yielded a comparatively higher 10.46% annualized return.


IWM

YTD

-8.92%

1M

10.51%

6M

-15.23%

1Y

-0.59%

5Y*

10.21%

10Y*

6.48%

^GSPC

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

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Risk-Adjusted Performance

IWM vs. ^GSPC — Risk-Adjusted Performance Rank

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

IWM
The Risk-Adjusted Performance Rank of IWM is 1717
Overall Rank
The Sharpe Ratio Rank of IWM is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 1818
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 1717
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 1717
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6767
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWM vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and S&P 500 (^GSPC). 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.


The current IWM Sharpe Ratio is -0.06, which is lower than the ^GSPC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of IWM and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

IWM vs. ^GSPC - Drawdown Comparison

The maximum IWM drawdown since its inception was -59.05%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for IWM and ^GSPC. For additional features, visit the drawdowns tool.


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Volatility

IWM vs. ^GSPC - Volatility Comparison

iShares Russell 2000 ETF (IWM) has a higher volatility of 7.28% compared to S&P 500 (^GSPC) at 6.82%. This indicates that IWM's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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