iShares Russell 2000 ETF (IWM): analysis and statistics
Return, volatility, Sharpe ratio and risk for iShares Russell 2000 ETF, in the Macro. Data as of 2026-10-29.
| Last close price | $281.29 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +21.50% |
| Total return over period | +78.82% |
| Annualized volatility | 21.01% |
| Period volatility | 36.29% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.83 |
| Sortino ratio | 2.74 |
| Max drawdown | -27.50% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.78% |
| Correlation with the S&P 500 | 0.81 |
| Period range | $158.18 – $305.09 |
| Trading days analyzed | 752 |
Over the last 3.0 years, iShares Russell 2000 ETF (IWM) has posted an annualized return of +21.50% with annual volatility of 21.01%, a Sharpe ratio of 1.83. Its worst stretch (max drawdown from a peak) was -27.50%. Its correlation with the S&P 500 is 0.81, which means it moves closely in line with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how IWM would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with IWM →
Other Macro stocks
DBCInvesco DB Commodity IndexDIASPDR Dow Jones Industrial Average ETFEEMiShares MSCI Emerging Markets ETFEFAiShares MSCI EAFE ETFEWJiShares MSCI Japan ETFGDXVanEck Gold Miners ETFGLDSPDR Gold SharesIAUiShares Gold Trust
What is the Sharpe ratio? · How to optimize an investment portfolio
Information for educational purposes only. Not financial advice or a recommendation to buy or sell. Past performance does not guarantee future results.