See what your fund actually adds
iShares Russell 2000 Index Fund IWM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IWM | Replication |
|---|---|---|
| Annualized growth | 5.7% | 5.7% |
| Annualized volatility | 21.0% | 20.7% |
| Sharpe ratio | 0.37 | 0.37 |
| Maximum drawdown | 31.1% | 31.7% |
| Replication fit (R²) | 0.99 · Tracking error 1.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model IWM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 44.1% |
| IWC | Micro Cap | 29.6% |
| VBK | Small-Cap · Growth | 24.0% |
| VBR | Small-Cap · Value | 2.3% |