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SARK vs. IWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SARK vs. IWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr Short Innovation Daily ETF (SARK) and iShares Russell 2000 Growth ETF (IWO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SARK achieves a -6.20% return, which is significantly lower than IWO's 20.20% return.


SARK

1D
2.03%
1M
-1.78%
YTD
-6.20%
6M
-1.73%
1Y
-19.94%
3Y*
-30.30%
5Y*
10Y*

IWO

1D
-1.57%
1M
4.24%
YTD
20.20%
6M
16.81%
1Y
39.68%
3Y*
19.15%
5Y*
5.15%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SARK vs. IWO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SARK
Tradr Short Innovation Daily ETF
-6.20%-25.93%-36.90%-46.32%83.35%24.05%
IWO
iShares Russell 2000 Growth ETF
20.20%12.90%15.04%18.51%-26.27%-10.39%

Correlation

The correlation between SARK and IWO is -0.81, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.81

Correlation (3Y)
Calculated over the trailing 3-year period

-0.81

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

-0.83

The correlation between SARK and IWO has been stable across timeframes, ranging from -0.83 to -0.81 - a consistent structural relationship.

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Return for Risk

SARK vs. IWO — Risk / Return Rank

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

SARK
SARK Risk / Return Rank: 44
Overall Rank
SARK Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SARK Sortino Ratio Rank: 44
Sortino Ratio Rank
SARK Omega Ratio Rank: 55
Omega Ratio Rank
SARK Calmar Ratio Rank: 33
Calmar Ratio Rank
SARK Martin Ratio Rank: 33
Martin Ratio Rank

IWO
IWO Risk / Return Rank: 5454
Overall Rank
IWO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IWO Sortino Ratio Rank: 5353
Sortino Ratio Rank
IWO Omega Ratio Rank: 4848
Omega Ratio Rank
IWO Calmar Ratio Rank: 5757
Calmar Ratio Rank
IWO Martin Ratio Rank: 5656
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.

SARK vs. IWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr Short Innovation Daily ETF (SARK) and iShares Russell 2000 Growth ETF (IWO). 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.


SARKIWODifference
Sharpe ratioReturn per unit of total volatility

-2.36

Sortino ratioReturn per unit of downside risk

-3.07

Omega ratioGain probability vs. loss probability

0.93

1.29

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.75

2.68

-3.43

Martin ratioReturn relative to average drawdown

-1.26

9.57

-10.83

SARK vs. IWO - Sharpe Ratio Comparison

The current SARK Sharpe Ratio is -0.56, which is lower than the IWO Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SARK and IWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SARK vs. IWO - Drawdown Comparison

The maximum SARK drawdown since its inception was -81.07%, which is greater than IWO's maximum drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for SARK and IWO.


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Drawdown Indicators


SARKIWODifference

Max Drawdown

Largest peak-to-trough decline

-81.07%

-60.11%

-20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-26.61%

-14.87%

-11.74%

Max Drawdown (3Y)

Largest decline over 3 years

-74.42%

-28.57%

-45.85%

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

-79.29%

-1.57%

-77.72%

Average Drawdown

Average peak-to-trough decline

-46.79%

-16.68%

-30.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.99%

4.16%

+11.83%

Volatility

SARK vs. IWO - Volatility Comparison

Tradr Short Innovation Daily ETF (SARK) has a higher volatility of 12.56% compared to iShares Russell 2000 Growth ETF (IWO) at 7.84%. This indicates that SARK's price experiences larger fluctuations and is considered to be riskier than IWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SARKIWODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.56%

7.84%

+4.72%

Volatility (6M)

Calculated over the trailing 6-month period

26.66%

16.69%

+9.97%

Volatility (1Y)

Calculated over the trailing 1-year period

35.83%

22.20%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.15%

24.65%

+31.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.15%

24.18%

+31.97%

SARK vs. IWO - Expense Ratio Comparison

SARK has a 0.75% expense ratio, which is higher than IWO's 0.24% expense ratio.


Dividends

SARK vs. IWO - Dividend Comparison

SARK's dividend yield for the trailing twelve months is around 3.00%, more than IWO's 0.42% yield.


PositionTTM20252024202320222021202020192018201720162015
IWO
iShares Russell 2000 Growth ETF
0.42%0.56%0.80%0.73%0.73%0.32%0.44%0.71%0.76%0.73%0.97%0.89%
SARK
Tradr Short Innovation Daily ETF
3.00%2.82%15.49%12.57%25.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SARK and IWO have a correlation of -0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SARK has higher volatility (12.56%) compared to IWO (7.84%). In terms of maximum drawdown, SARK dropped -81.07% vs IWO's -60.11%.

On 3-year performance, IWO leads with 19.15% vs -30.30% for SARK. On fees, IWO is cheaper at 0.24% per year. On volatility, IWO has been the lower-risk option at 7.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IWO has performed better with a 19.15% return vs -30.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWO is cheaper with a 0.24% expense ratio, compared with 0.75% for SARK.

SARK has the higher dividend yield at 3.00%, compared with 0.42% for IWO.

SARK is categorized as Inverse Equities, while IWO is Small Cap Growth Equities. They also come from different issuers: AXS and iShares. Their fees differ too: 0.75% for SARK and 0.24% for IWO.

IWO currently has the higher Sharpe Ratio (1.80 vs -0.56), 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.

Portfolio Optimizer

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