Summary
IWMW
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 24.63% Volatility 18.29% Sharpe 0.32
Official loaded data — not a live quote.

ISHARES RUSSELL 2000 BUYWRITE ETF

Symbol: IWMW

Exchange: BATS

Sector: Healthcare

Category: Derivative Income

Inception date: N/A

Latest date: 16/07/2026

Current price: $39.56

Expense ratio: 0.39%

Assets under management
N/A
-0.25% 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

3.31%

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

9.87%

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

10.56%

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

24.63%

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

28.69%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.091%

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
16/07/2026 $39.66 $39.81 $39.50 $39.56 7,900
15/07/2026 $39.90 $40.40 $39.49 $39.62 7,200
14/07/2026 $39.54 $39.70 $39.37 $39.38 9,200
13/07/2026 $39.46 $39.46 $39.20 $39.25 9,800
10/07/2026 $39.51 $39.52 $39.34 $39.43 8,000
09/07/2026 $39.24 $39.50 $39.24 $39.47 20,800
08/07/2026 $39.09 $39.20 $38.87 $39.11 19,800
07/07/2026 $39.58 $39.58 $39.23 $39.29 10,100
06/07/2026 $39.43 $39.55 $39.38 $39.49 12,600
02/07/2026 $39.55 $39.59 $39.12 $39.36 13,100