Summary
IWMW
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 23.87% Volatility 18.29% Sharpe 0.32
Official loaded data — not a live quote.

ISHARES RUSSELL 2000 BUYWRITE ETF

Symbol: IWMW

Exchange: BATS

Sector: Industrials

Category: Derivative Income

Inception date: 14/03/2024

Latest date: 02/06/2026

Current price: $38.45

Expense ratio: 0.39%

Assets under management
$50.8M
0.31% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.32%

Ann. -45.28% (Sharpe / Sortino numerator)

Volatility

18.77%

Sharpe ratio

-2.606

VaR 95%

-1.91%

CVaR 95%: -2.05%
Max drawdown: -7.06%
Sortino ratio: -4.520
Calmar ratio: -6.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.05%

Ann. -12.96% (Sharpe / Sortino numerator)

Volatility

15.61%

Sharpe ratio

-1.063

VaR 95%

-1.53%

CVaR 95%: -1.91%
Max drawdown: -9.80%
Sortino ratio: -1.630
Calmar ratio: -1.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.45%

Ann. -3.44% (Sharpe / Sortino numerator)

Volatility

14.54%

Sharpe ratio

-0.486

VaR 95%

-1.86%

CVaR 95%: -2.14%
Max drawdown: -9.80%
Sortino ratio: -0.624
Calmar ratio: -0.35

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

23.87%

Ann. 9.40% (Sharpe / Sortino numerator)

Volatility

18.29%

Sharpe ratio

0.316

VaR 95%

-1.63%

CVaR 95%: -2.87%
Max drawdown: -9.80%
Sortino ratio: 0.354
Calmar ratio: 0.96

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.46%

Ann. 4.65% (Sharpe / Sortino numerator)

Volatility

16.61%

Sharpe ratio

0.061

VaR 95%

-1.57%

CVaR 95%: -2.64%
Max drawdown: -21.82%
Sortino ratio: 0.072
Calmar ratio: 0.21

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.088%

Best day

2.592%

06/02/2026
Worst day

-2.892%

13/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $38.33 $38.52 $38.33 $38.45 13,700
01/06/2026 $39.30 $39.30 $38.92 $39.12 13,800
29/05/2026 $39.16 $39.18 $39.01 $39.13 20,000
28/05/2026 $38.93 $39.22 $38.87 $39.22 10,400
27/05/2026 $39.03 $39.10 $38.93 $39.04 10,300
26/05/2026 $38.80 $39.00 $38.80 $38.98 9,800
22/05/2026 $38.48 $38.66 $38.48 $38.64 4,200
21/05/2026 $37.97 $38.42 $37.91 $38.35 7,900
20/05/2026 $37.63 $38.12 $37.63 $38.11 10,600
19/05/2026 $37.48 $37.61 $37.19 $37.41 25,700