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TBUX vs. IWP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBUX vs. IWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Ultra Short-Term Bond ETF (TBUX) and iShares Russell Mid-Cap Growth ETF (IWP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBUX achieves a 2.21% return, which is significantly higher than IWP's 0.63% return.


TBUX

1D
0.02%
1M
0.37%
6M
2.05%
YTD
2.21%
1Y
4.64%
3Y*
5.75%
5Y*
10Y*
ALL TIME*
4.12%

IWP

1D
0.00%
1M
-3.07%
6M
-2.52%
YTD
0.63%
1Y
-1.82%
3Y*
12.07%
5Y*
4.51%
10Y*
11.64%
ALL TIME*
9.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBUX vs. IWP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TBUX
T. Rowe Price Ultra Short-Term Bond ETF
2.21%5.37%6.38%6.39%-0.13%-0.25%
IWP
iShares Russell Mid-Cap Growth ETF
0.63%8.45%21.86%25.70%-26.90%1.93%

Correlation

The correlation between TBUX and IWP is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.12

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Return for Risk

TBUX vs. IWP — Risk / Return Rank

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

TBUX
TBUX Risk / Return Rank: 9999
Overall Rank
TBUX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TBUX Sortino Ratio Rank: 9999
Sortino Ratio Rank
TBUX Omega Ratio Rank: 9999
Omega Ratio Rank
TBUX Calmar Ratio Rank: 9999
Calmar Ratio Rank
TBUX Martin Ratio Rank: 9999
Martin Ratio Rank

IWP
IWP Risk / Return Rank: 99
Overall Rank
IWP Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IWP Sortino Ratio Rank: 99
Sortino Ratio Rank
IWP Omega Ratio Rank: 99
Omega Ratio Rank
IWP Calmar Ratio Rank: 99
Calmar Ratio Rank
IWP Martin Ratio Rank: 88
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.

TBUX vs. IWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Ultra Short-Term Bond ETF (TBUX) and iShares Russell Mid-Cap Growth ETF (IWP). 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.


TBUXIWPDifference
Sharpe ratioReturn per unit of total volatility

+7.15

Sortino ratioReturn per unit of downside risk

+14.04

Omega ratioGain probability vs. loss probability

3.05

1.00

+2.05

Calmar ratioReturn relative to maximum drawdown

46.42

-0.12

+46.54

Martin ratioReturn relative to average drawdown

173.65

-0.35

+174.01

TBUX vs. IWP - Sharpe Ratio Comparison

The current TBUX Sharpe Ratio is 7.05, which is higher than the IWP Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of TBUX and IWP, 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

TBUX vs. IWP - Drawdown Comparison

The maximum TBUX drawdown since its inception was -1.82%, smaller than the maximum IWP drawdown of -56.92%. Use the drawdown chart below to compare losses from any high point for TBUX and IWP.


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Drawdown Indicators


TBUXIWPDifference

Max Drawdown

Largest peak-to-trough decline

-1.82%

-56.92%

+55.10%

Max Drawdown (1Y)

Largest decline over 1 year

-0.10%

-14.79%

+14.69%

Max Drawdown (3Y)

Largest decline over 3 years

-0.33%

-25.20%

+24.87%

Max Drawdown (5Y)

Largest decline over 5 years

-38.62%

Max Drawdown (10Y)

Largest decline over 10 years

-38.62%

Current Drawdown

Current decline from peak

0.00%

-6.02%

+6.02%

Average Drawdown

Average peak-to-trough decline

-0.28%

-9.65%

+9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

5.19%

-5.16%

Volatility

TBUX vs. IWP - Volatility Comparison

The current volatility for T. Rowe Price Ultra Short-Term Bond ETF (TBUX) is 0.16%, while iShares Russell Mid-Cap Growth ETF (IWP) has a volatility of 5.06%. This indicates that TBUX experiences smaller price fluctuations and is considered to be less risky than IWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBUXIWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.16%

5.06%

-4.90%

Volatility (6M)

Calculated over the trailing 6-month period

0.48%

13.78%

-13.30%

Volatility (1Y)

Calculated over the trailing 1-year period

0.66%

17.32%

-16.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.06%

22.44%

-21.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.06%

21.69%

-20.63%

TBUX vs. IWP - Expense Ratio Comparison

TBUX has a 0.17% expense ratio, which is lower than IWP's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TBUX vs. IWP - Dividend Comparison

TBUX's dividend yield for the trailing twelve months is around 4.44%, more than IWP's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
IWP
iShares Russell Mid-Cap Growth ETF
0.36%0.37%0.40%0.54%0.77%0.30%0.38%0.59%1.02%0.78%1.16%0.98%
TBUX
T. Rowe Price Ultra Short-Term Bond ETF
4.44%4.67%5.39%4.66%2.58%0.27%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TBUX and IWP have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWP has higher volatility (5.06%) compared to TBUX (0.16%). In terms of maximum drawdown, TBUX dropped -1.82% vs IWP's -56.92%.

On 3-year performance, IWP leads with 12.07% vs 5.75% for TBUX. On fees, TBUX is cheaper at 0.17% per year. On volatility, TBUX has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IWP has performed better with a 12.07% return vs 5.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TBUX is cheaper with a 0.17% expense ratio, compared with 0.23% for IWP.

TBUX has the higher dividend yield at 4.44%, compared with 0.36% for IWP.

TBUX is categorized as Ultrashort Bond, while IWP is Mid Cap Growth Equities. They also come from different issuers: T. Rowe Price and iShares. Their fees differ too: 0.17% for TBUX and 0.23% for IWP.

TBUX currently has the higher Sharpe Ratio (7.05 vs -0.11), 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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