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IWO vs. DUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWO vs. DUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 2000 Growth ETF (IWO) and Dimensional U.S. Small Cap Growth ETF (DUSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IWO

1D
0.15%
1M
-0.94%
6M
10.89%
YTD
18.60%
1Y
33.91%
3Y*
16.35%
5Y*
6.39%
10Y*
11.09%

DUSG

1D
0.22%
1M
-0.04%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWO vs. DUSG - Yearly Performance Comparison


Correlation

The correlation between IWO and DUSG is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 6, 2026

0.74

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Return for Risk

IWO vs. DUSG — Risk / Return Rank

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

IWO
IWO Risk / Return Rank: 5555
Overall Rank
IWO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IWO Sortino Ratio Rank: 5656
Sortino Ratio Rank
IWO Omega Ratio Rank: 5050
Omega Ratio Rank
IWO Calmar Ratio Rank: 5656
Calmar Ratio Rank
IWO Martin Ratio Rank: 5959
Martin Ratio Rank

DUSG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

IWO vs. DUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Growth ETF (IWO) and Dimensional U.S. Small Cap Growth ETF (DUSG). 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.


IWODUSGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.29

Martin ratioReturn relative to average drawdown

8.13

IWO vs. DUSG - Sharpe Ratio Comparison


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Drawdowns

IWO vs. DUSG - Drawdown Comparison

The maximum IWO drawdown since its inception was -60.11%, which is greater than DUSG's maximum drawdown of -4.19%. Use the drawdown chart below to compare losses from any high point for IWO and DUSG.


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Drawdown Indicators


IWODUSGDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-4.19%

-55.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.87%

Max Drawdown (3Y)

Largest decline over 3 years

-28.57%

Max Drawdown (5Y)

Largest decline over 5 years

-40.51%

Max Drawdown (10Y)

Largest decline over 10 years

-42.02%

Current Drawdown

Current decline from peak

-2.90%

-2.34%

-0.56%

Average Drawdown

Average peak-to-trough decline

-16.64%

-1.13%

-15.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

Volatility

IWO vs. DUSG - Volatility Comparison


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Volatility by Period


IWODUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

14.71%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.63%

14.71%

+9.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.14%

14.71%

+9.43%

IWO vs. DUSG - Expense Ratio Comparison

IWO has a 0.24% expense ratio, which is lower than DUSG's 0.32% expense ratio.


Dividends

IWO vs. DUSG - Dividend Comparison

IWO's dividend yield for the trailing twelve months is around 0.43%, more than DUSG's 0.14% yield.


PositionTTM20252024202320222021202020192018201720162015
DUSG
Dimensional U.S. Small Cap Growth ETF
0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWO
iShares Russell 2000 Growth ETF
0.43%0.56%0.80%0.73%0.73%0.32%0.44%0.71%0.76%0.73%0.97%0.89%

Frequently Asked Questions


IWO and DUSG have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWO is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWO is cheaper with a 0.24% expense ratio, compared with 0.32% for DUSG.

IWO has the higher dividend yield at 0.43%, compared with 0.14% for DUSG.

They also come from different issuers: iShares and Dimensional Fund Advisors. Their fees differ too: 0.24% for IWO and 0.32% for DUSG.

Portfolio Optimizer

Find the right allocation for IWO and DUSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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