iShares IWM Premium Income+ ETF
Symbol: IWMW
Exchange: BATS
Sector: Healthcare
Category: Derivative Income
Inception date: 14/03/2024
Latest date: 15/10/2026
Current price: $36.81
Expense ratio: 0.39%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-2.24%
Ann. -45.28% (Sharpe / Sortino numerator)
Volatility
18.77%
Sharpe ratio
-2.606
VaR 95%
-1.91%
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
-3.71%
Ann. -12.96% (Sharpe / Sortino numerator)
Volatility
15.61%
Sharpe ratio
-1.063
VaR 95%
-1.53%
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
6.03%
Ann. -3.44% (Sharpe / Sortino numerator)
Volatility
14.54%
Sharpe ratio
-0.486
VaR 95%
-1.86%
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
9.32%
Ann. 9.40% (Sharpe / Sortino numerator)
Volatility
18.29%
Sharpe ratio
0.316
VaR 95%
-1.63%
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
18.62%
Ann. 4.65% (Sharpe / Sortino numerator)
Volatility
16.61%
Sharpe ratio
0.061
VaR 95%
-1.57%
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
23.54%
Ann. 12.36% (Sharpe / Sortino numerator)
Volatility
15.83%
Sharpe ratio
0.552
VaR 95%
-1.50%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.039%
Best day
2.592%
Worst day
-2.892%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $36.32 | $36.83 | $36.32 | $36.81 | 20,900 |
| 14/10/2026 | $36.57 | $36.72 | $36.24 | $36.35 | 19,500 |
| 13/10/2026 | $37.05 | $37.10 | $37.00 | $37.10 | 5,800 |
| 12/10/2026 | $37.38 | $37.38 | $37.20 | $37.20 | 12,400 |
| 09/10/2026 | $37.29 | $37.41 | $37.28 | $37.38 | 8,200 |
| 08/10/2026 | $37.00 | $37.14 | $36.78 | $37.14 | 7,800 |
| 07/10/2026 | $37.21 | $37.31 | $37.12 | $37.19 | 8,700 |
| 06/10/2026 | $37.91 | $37.91 | $37.59 | $37.62 | 13,400 |
| 05/10/2026 | $37.63 | $37.85 | $37.49 | $37.84 | 11,300 |
| 02/10/2026 | $37.61 | $37.83 | $37.56 | $37.65 | 7,100 |