PortfoliosLab logo
IWN vs. DES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWN and DES is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IWN vs. DES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Value ETF (IWN) and WisdomTree U.S. SmallCap Dividend Fund (DES). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
197.39%
231.62%
IWN
DES

Key characteristics

Sharpe Ratio

IWN:

-0.07

DES:

-0.02

Sortino Ratio

IWN:

0.06

DES:

0.12

Omega Ratio

IWN:

1.01

DES:

1.02

Calmar Ratio

IWN:

-0.06

DES:

-0.02

Martin Ratio

IWN:

-0.20

DES:

-0.07

Ulcer Index

IWN:

8.50%

DES:

8.14%

Daily Std Dev

IWN:

23.23%

DES:

21.72%

Max Drawdown

IWN:

-61.55%

DES:

-65.49%

Current Drawdown

IWN:

-20.67%

DES:

-20.09%

Returns By Period

The year-to-date returns for both investments are quite close, with IWN having a -12.80% return and DES slightly higher at -12.52%. Both investments have delivered pretty close results over the past 10 years, with IWN having a 5.25% annualized return and DES not far ahead at 5.27%.


IWN

YTD

-12.80%

1M

-8.74%

6M

-12.98%

1Y

-4.28%

5Y*

13.06%

10Y*

5.25%

DES

YTD

-12.52%

1M

-8.29%

6M

-11.44%

1Y

-2.55%

5Y*

13.09%

10Y*

5.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IWN vs. DES - Expense Ratio Comparison

IWN has a 0.24% expense ratio, which is lower than DES's 0.38% expense ratio.


Expense ratio chart for DES: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DES: 0.38%
Expense ratio chart for IWN: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWN: 0.24%

Risk-Adjusted Performance

IWN vs. DES — Risk-Adjusted Performance Rank

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

IWN
The Risk-Adjusted Performance Rank of IWN is 2626
Overall Rank
The Sharpe Ratio Rank of IWN is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of IWN is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IWN is 2727
Omega Ratio Rank
The Calmar Ratio Rank of IWN is 2525
Calmar Ratio Rank
The Martin Ratio Rank of IWN is 2626
Martin Ratio Rank

DES
The Risk-Adjusted Performance Rank of DES is 2828
Overall Rank
The Sharpe Ratio Rank of DES is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DES is 2929
Sortino Ratio Rank
The Omega Ratio Rank of DES is 2828
Omega Ratio Rank
The Calmar Ratio Rank of DES is 2828
Calmar Ratio Rank
The Martin Ratio Rank of DES is 2828
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.

IWN vs. DES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) and WisdomTree U.S. SmallCap Dividend Fund (DES). 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 chart of Sharpe ratio for IWN, currently valued at -0.07, compared to the broader market-1.000.001.002.003.004.00
IWN: -0.07
DES: -0.02
The chart of Sortino ratio for IWN, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.00
IWN: 0.06
DES: 0.12
The chart of Omega ratio for IWN, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
IWN: 1.01
DES: 1.02
The chart of Calmar ratio for IWN, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
IWN: -0.06
DES: -0.02
The chart of Martin ratio for IWN, currently valued at -0.20, compared to the broader market0.0020.0040.0060.00
IWN: -0.20
DES: -0.07

The current IWN Sharpe Ratio is -0.07, which is lower than the DES Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IWN and DES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.07
-0.02
IWN
DES

Dividends

IWN vs. DES - Dividend Comparison

IWN's dividend yield for the trailing twelve months is around 2.02%, less than DES's 3.24% yield.


TTM20242023202220212020201920182017201620152014
IWN
iShares Russell 2000 Value ETF
2.02%1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%1.88%
DES
WisdomTree U.S. SmallCap Dividend Fund
3.24%2.81%2.65%2.89%2.31%2.75%2.68%3.65%2.89%2.70%3.55%2.68%

Drawdowns

IWN vs. DES - Drawdown Comparison

The maximum IWN drawdown since its inception was -61.55%, smaller than the maximum DES drawdown of -65.49%. Use the drawdown chart below to compare losses from any high point for IWN and DES. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.67%
-20.09%
IWN
DES

Volatility

IWN vs. DES - Volatility Comparison

iShares Russell 2000 Value ETF (IWN) has a higher volatility of 12.88% compared to WisdomTree U.S. SmallCap Dividend Fund (DES) at 12.09%. This indicates that IWN's price experiences larger fluctuations and is considered to be riskier than DES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.88%
12.09%
IWN
DES