IWO vs. DUSG
IWO (iShares Russell 2000 Growth ETF) and DUSG (Dimensional U.S. Small Cap Growth ETF) are both Small Cap Growth Equities funds. IWO is passively managed, while DUSG is actively managed. A 0.74 correlation means they provide meaningful diversification when combined. IWO charges 0.24%/yr vs 0.32%/yr for DUSG.
Performance
IWO vs. DUSG - Performance Comparison
Loading charts...
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*
- —
IWO vs. DUSG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IWO iShares Russell 2000 Growth ETF | 4.01% |
DUSG Dimensional U.S. Small Cap Growth ETF | 2.66% |
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IWO vs. DUSG — Risk / Return Rank
IWO
DUSG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| IWO | DUSG | Difference | |
|---|---|---|---|
| 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 | — | — |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| IWO | DUSG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.90% | -2.34% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -16.64% | -1.13% | -15.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | — | — |
Volatility
IWO vs. DUSG - Volatility Comparison
Loading charts...
Volatility by Period
| IWO | DUSG | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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.
Open Portfolio Optimizer