See what your fund actually adds
iShares Russell 2000 BuyWrite ETF IWMW
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | IWMW | Replication |
|---|---|---|
| Annualized growth | 9.8% | 12.9% |
| Annualized volatility | 13.4% | 13.8% |
| Sharpe ratio | 0.77 | 0.95 |
| Maximum drawdown | 18.3% | 18.4% |
| Replication fit (R²) | 0.86 · Tracking error 5.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model IWMW’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 35.2% |
| IJR | US Small Cap | 30.5% |
| VBK | Small-Cap · Growth | 18.2% |
| IWC | Micro Cap | 16.1% |