iShares Russell 2000 ETF (IWM): analysis and statistics
Return, volatility, Sharpe ratio and risk for iShares Russell 2000 ETF, an S&P 500 component in the Macro sector. Data as of 2026-07-30.
| Last close price | $292.54 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +15.20% |
| Total return over period | +52.52% |
| Annualized volatility | 21.16% |
| Sharpe ratio | 0.54 |
| Sortino ratio | 0.81 |
| Max drawdown | -27.50% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.79% |
| Correlation with the S&P 500 | 0.81 |
| Period range | $157.31 – $300.45 |
| Trading days analyzed | 752 |
Over the last 3.0 years, iShares Russell 2000 ETF (IWM) has posted an annualized return of +15.20% with annual volatility of 21.16%, a Sharpe ratio of 0.54. 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with IWM →
Other Macro stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio