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IWMW vs. CSB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWMW vs. CSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 BuyWrite ETF (IWMW) and VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB). The values are adjusted to include any dividend payments, if applicable.

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IWMW vs. CSB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, IWMW achieves a -0.04% return, which is significantly lower than CSB's 6.03% return.


IWMW

1D
2.35%
1M
-3.58%
YTD
-0.04%
6M
1.69%
1Y
13.98%
3Y*
5Y*
10Y*

CSB

1D
1.09%
1M
-1.77%
YTD
6.03%
6M
6.43%
1Y
11.49%
3Y*
9.80%
5Y*
4.36%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWMW vs. CSB - Expense Ratio Comparison

IWMW has a 0.39% expense ratio, which is higher than CSB's 0.35% expense ratio.


Return for Risk

IWMW vs. CSB — Risk / Return Rank

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

IWMW
IWMW Risk / Return Rank: 4646
Overall Rank
IWMW Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IWMW Sortino Ratio Rank: 4545
Sortino Ratio Rank
IWMW Omega Ratio Rank: 5353
Omega Ratio Rank
IWMW Calmar Ratio Rank: 4040
Calmar Ratio Rank
IWMW Martin Ratio Rank: 4848
Martin Ratio Rank

CSB
CSB Risk / Return Rank: 3434
Overall Rank
CSB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CSB Sortino Ratio Rank: 3535
Sortino Ratio Rank
CSB Omega Ratio Rank: 3333
Omega Ratio Rank
CSB Calmar Ratio Rank: 3434
Calmar Ratio Rank
CSB Martin Ratio Rank: 3333
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.

IWMW vs. CSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 BuyWrite ETF (IWMW) and VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB). 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.


IWMWCSBDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.60

+0.16

Sortino ratio

Return per unit of downside risk

1.17

0.97

+0.20

Omega ratio

Gain probability vs. loss probability

1.19

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

0.98

0.84

+0.14

Martin ratio

Return relative to average drawdown

4.44

2.95

+1.49

IWMW vs. CSB - Sharpe Ratio Comparison

The current IWMW Sharpe Ratio is 0.76, which is comparable to the CSB Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of IWMW and CSB, 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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Sharpe Ratios by Period


IWMWCSBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.60

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.44

-0.03

Correlation

The correlation between IWMW and CSB is 0.76, 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.


Dividends

IWMW vs. CSB - Dividend Comparison

IWMW's dividend yield for the trailing twelve months is around 22.56%, more than CSB's 3.40% yield.


TTM20252024202320222021202020192018201720162015
IWMW
iShares Russell 2000 BuyWrite ETF
22.56%20.98%17.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSB
VictoryShares US Small Cap High Dividend Volatility Wtd ETF
3.40%3.54%3.12%3.45%3.60%3.11%3.70%3.19%3.45%3.19%2.85%1.57%

Drawdowns

IWMW vs. CSB - Drawdown Comparison

The maximum IWMW drawdown since its inception was -21.82%, smaller than the maximum CSB drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for IWMW and CSB.


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Drawdown Indicators


IWMWCSBDifference

Max Drawdown

Largest peak-to-trough decline

-21.82%

-42.07%

+20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-14.18%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

Max Drawdown (10Y)

Largest decline over 10 years

-42.07%

Current Drawdown

Current decline from peak

-4.76%

-3.71%

-1.05%

Average Drawdown

Average peak-to-trough decline

-4.10%

-7.23%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

4.02%

-0.96%

Volatility

IWMW vs. CSB - Volatility Comparison

iShares Russell 2000 BuyWrite ETF (IWMW) has a higher volatility of 5.65% compared to VictoryShares US Small Cap High Dividend Volatility Wtd ETF (CSB) at 3.83%. This indicates that IWMW's price experiences larger fluctuations and is considered to be riskier than CSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWMWCSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

3.83%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

10.03%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

19.08%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

18.90%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

21.32%

-4.75%