REAX vs. IWM
REAX (Real Brokerage Inc) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 5 years, REAX returned -24.39%/yr vs 7.37%/yr for IWM. At a 0.30 correlation, their price movements are largely independent.
Performance
REAX vs. IWM - Performance Comparison
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Returns By Period
In the year-to-date period, REAX achieves a -43.29% return, which is significantly lower than IWM's 19.72% return.
REAX
- 1D
- 0.98%
- 1M
- 27.78%
- 6M
- -51.52%
- YTD
- -43.29%
- 1Y
- -48.76%
- 3Y*
- 5.76%
- 5Y*
- -24.39%
- 10Y*
- —
IWM
- 1D
- -0.85%
- 1M
- 0.42%
- 6M
- 12.70%
- YTD
- 19.72%
- 1Y
- 33.75%
- 3Y*
- 16.65%
- 5Y*
- 7.37%
- 10Y*
- 10.76%
REAX vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
REAX Real Brokerage Inc | -43.29% | -20.65% | 187.50% | 52.38% | -71.54% | -59.05% |
IWM iShares Russell 2000 ETF | 19.72% | 12.66% | 11.38% | 16.83% | -20.48% | -3.12% |
Correlation
The correlation between REAX and IWM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.30 |
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Return for Risk
REAX vs. IWM — Risk / Return Rank
REAX
IWM
REAX vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Real Brokerage Inc (REAX) and iShares Russell 2000 ETF (IWM). 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.
| REAX | IWM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.57 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.29 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 3.07 | -3.77 |
| Martin ratioReturn relative to average drawdown | -1.15 | 10.87 | -12.02 |
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Drawdowns
REAX vs. IWM - Drawdown Comparison
The maximum REAX drawdown since its inception was -89.60%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for REAX and IWM.
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Drawdown Indicators
| REAX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.60% | -59.05% | -30.55% |
Max Drawdown (1Y)Largest decline over 1 year | -70.45% | -11.03% | -59.42% |
Max Drawdown (3Y)Largest decline over 3 years | -76.13% | -27.50% | -48.63% |
Max Drawdown (5Y)Largest decline over 5 years | -87.60% | -31.91% | -55.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.13% | — |
Current DrawdownCurrent decline from peak | -79.30% | -2.32% | -76.98% |
Average DrawdownAverage peak-to-trough decline | -69.52% | -10.73% | -58.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.29% | 3.11% | +39.18% |
Volatility
REAX vs. IWM - Volatility Comparison
Real Brokerage Inc (REAX) has a higher volatility of 17.47% compared to iShares Russell 2000 ETF (IWM) at 4.81%. This indicates that REAX's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REAX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.47% | 4.81% | +12.66% |
Volatility (6M)Calculated over the trailing 6-month period | 49.59% | 14.19% | +35.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.28% | 19.54% | +39.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.47% | 22.56% | +48.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.17% | 23.00% | +48.17% |
Dividends
REAX vs. IWM - Dividend Comparison
REAX has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 0.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWM iShares Russell 2000 ETF | 0.91% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
REAX Real Brokerage Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
REAX and IWM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REAX has higher volatility (17.47%) compared to IWM (4.81%). In terms of maximum drawdown, REAX dropped -89.60% vs IWM's -59.05%.
IWM currently has the higher Sharpe Ratio (1.74 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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