SMIG vs. IWN
Compare and contrast key facts about Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) and iShares Russell 2000 Value ETF (IWN).
SMIG and IWN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMIG is an actively managed fund by Bahl & Gaynor. It was launched on Aug 25, 2021. IWN is a passively managed fund by iShares that tracks the performance of the Russell 2000 Value Index. It was launched on Jul 24, 2000.
Performance
SMIG vs. IWN - Performance Comparison
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SMIG vs. IWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 2.39% | 0.78% | 17.63% | 13.62% | -11.83% | 5.51% |
IWN iShares Russell 2000 Value ETF | 4.91% | 12.40% | 7.63% | 14.56% | -14.77% | 4.62% |
Returns By Period
In the year-to-date period, SMIG achieves a 2.39% return, which is significantly lower than IWN's 4.91% return.
SMIG
- 1D
- 1.38%
- 1M
- -6.05%
- YTD
- 2.39%
- 6M
- 0.02%
- 1Y
- 4.80%
- 3Y*
- 10.18%
- 5Y*
- —
- 10Y*
- —
IWN
- 1D
- 2.58%
- 1M
- -3.76%
- YTD
- 4.91%
- 6M
- 8.14%
- 1Y
- 27.81%
- 3Y*
- 13.54%
- 5Y*
- 5.25%
- 10Y*
- 9.40%
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SMIG vs. IWN - Expense Ratio Comparison
SMIG has a 0.60% expense ratio, which is higher than IWN's 0.24% expense ratio.
Return for Risk
SMIG vs. IWN — Risk / Return Rank
SMIG
IWN
SMIG vs. IWN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) and iShares Russell 2000 Value ETF (IWN). 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.
| SMIG | IWN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.28 | -0.98 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.86 | -1.32 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.25 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 2.00 | -1.56 |
Martin ratioReturn relative to average drawdown | 1.44 | 7.95 | -6.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SMIG | IWN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.28 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.25 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.37 | -0.03 |
Correlation
The correlation between SMIG and IWN is 0.88, 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.
Dividends
SMIG vs. IWN - Dividend Comparison
SMIG's dividend yield for the trailing twelve months is around 1.85%, more than IWN's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMIG Bahl & Gaynor Small/Mid Cap Income Growth ETF | 1.85% | 1.82% | 1.75% | 1.91% | 2.00% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWN iShares Russell 2000 Value ETF | 1.63% | 1.70% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% |
Drawdowns
SMIG vs. IWN - Drawdown Comparison
The maximum SMIG drawdown since its inception was -19.65%, smaller than the maximum IWN drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for SMIG and IWN.
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Drawdown Indicators
| SMIG | IWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.65% | -61.55% | +41.90% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -13.80% | +1.88% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.08% | — |
Current DrawdownCurrent decline from peak | -7.01% | -5.39% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -10.22% | +3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 3.47% | +0.20% |
Volatility
SMIG vs. IWN - Volatility Comparison
The current volatility for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) is 4.02%, while iShares Russell 2000 Value ETF (IWN) has a volatility of 6.25%. This indicates that SMIG experiences smaller price fluctuations and is considered to be less risky than IWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMIG | IWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 6.25% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 12.98% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 21.78% | -5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 21.54% | -5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 23.37% | -7.04% |