iShares Russell 2000 ETF (IWM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares Russell 2000 ETF (IWM): 1Y return 18.1%, Sharpe ratio 0.98, volatility 18.1%, max drawdown -11.0%. A ETF in the Equity asset class. Compare IWM with other assets and invest through your own broker with pfolio.
iShares Russell 2000 ETF (IWM) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
IWM Performance
- MTD
- Return: 0.0%, Sharpe: 0.06, Volatility: 12.0%, Max Drawdown: -2.1%
- YTD
- Return: 13.7%, Sharpe: 0.99, Volatility: 17.7%, Max Drawdown: -11.0%
- 1Y
- Return: 18.1%, Sharpe: 0.98, Volatility: 18.1%, Max Drawdown: -11.0%
- 5Y
- Return: 33.5%, Sharpe: 0.36, Volatility: 21.9%, Max Drawdown: -31.9%
- 10Y
- Return: 158.3%, Sharpe: 0.52, Volatility: 22.6%, Max Drawdown: -41.1%
Frequently Asked Questions
- What is iShares Russell 2000 ETF (IWM)?
- iShares Russell 2000 ETF (IWM) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does IWM compare to other assets?
- You can compare IWM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in IWM through pfolio?
- pfolio helps you build diversified portfolios that may include IWM. You invest through your own broker — pfolio provides the analytics.