iShares Russell 2000 ETF (IWM)
Assets
$75.15B
iShares
Fee
0.19%
a year
Yield
1.0%
NA
Components
1971
top 10: 3%
Performance
The fund's own total return, a year on average over the longer periods; volatility is the yearly standard deviation of its returns.
This year
+11.0%
1 year
+11.9%
3 years
+17.0%
5 years
+5.1%
10 years
+9.9%
Volatility 16.2% over one year, 19.9% over three; Sharpe ratio over three years 0.67.
Largest components
| BTSGBrightSpring Health Services, Inc. Common Stock | 0.36% | Healthcare | |
| MOG-AMoog Inc | 0.36% | Industrials | |
| UMBFUMB Financial Corporation | 0.34% | Financial Services | |
| FROGJfrogĀ Ltd | 0.34% | Technology | |
| SMSM Energy Co | 0.32% | Energy | |
| GKOSGlaukos Corp | 0.32% | Healthcare | |
| TWSTTwist Bioscience Corp | 0.31% | Healthcare | |
| ONBOld National Bancorp | 0.31% | Financial Services | |
| EATBrinker International Inc | 0.31% | Consumer Cyclical | |
| RHPRyman Hospitality Properties Inc | 0.30% | Real Estate |
Sectors
Healthcare20.8%
Financial Services17.4%
Technology14.5%
Industrials13.4%
Consumer Cyclicals8.8%
Energy6.8%
Real Estate6.6%
Basic Materials4.5%
Utilities2.7%
Consumer Defensive2.6%
Communication Services2.3%
Regions
North America100.3%
Latin America1.0%
Europe Developed0.4%
Africa/Middle East0.2%
Asia Developed0.2%
Asia Emerging0.2%
United Kingdom0.1%
Australasia0.0%
Asset classes
Stock US96.1%
Stock non-US2.4%
Cash0.3%
About the fund
- Issuer
- iShares
- Since
- 2000-05-22
- Listed on
- NYSE ARCA
- ISIN
- US4642876555
- Turnover
- 18% a year
The underlying index is a float-adjusted capitalization-weighted index of equity securities issued by the approximately 1,933 smallest issuers in the Russell 3000 Index. The fund may use derivatives to gain or reduce exposure to the components of the underlying index or exposure to one or more market risk factors associated with such components.
From the market data provider's fund data, read 2026-10-19. Returns are the fund's own; past returns say nothing certain about future ones. None of this is advice.