IWM vs. UJPIX

In the year-to-date period, IWM achieves a 1.49% return, which is significantly higher than UJPIX's -4.58% return. Over the past 10 years, IWM has underperformed UJPIX with an annualized return of 7.67%, while UJPIX has yielded a comparatively higher 9.95% annualized return.

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IWM has a 0.19% expense ratio, which is lower than UJPIX's 1.78% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 ETF (IWM) and ProFunds UltraJapan Fund (UJPIX). 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.

The current IWM Sharpe Ratio is 0.64, which is higher than the UJPIX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of IWM and UJPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IWM's dividend yield for the trailing twelve months is around 1.13%, less than UJPIX's 2.55% yield.

The maximum IWM drawdown since its inception was -59.05%, smaller than the maximum UJPIX drawdown of -92.63%. Use the drawdown chart below to compare losses from any high point for IWM and UJPIX. For additional features, visit the drawdowns tool.

The current volatility for iShares Russell 2000 ETF (IWM) is 3.72%, while ProFunds UltraJapan Fund (UJPIX) has a volatility of 10.93%. This indicates that IWM experiences smaller price fluctuations and is considered to be less risky than UJPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.