Summary
IWO
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 30.33% Volatility 25.13% Sharpe 0.77
Official loaded data — not a live quote.

ISHARES RUSSELL 2000 GROWTH ETF

Symbol: IWO

Exchange: NYSE

Sector: Healthcare

Category: Small Growth

Inception date: 24/07/2000

Latest date: 16/07/2026

Current price: $377.17

Expense ratio: 0.24%

Assets under management
$15.4B
-0.77% 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

-1.11%

Ann. -48.79% (Sharpe / Sortino numerator)

Volatility

29.27%

Sharpe ratio

-1.791

VaR 95%

-2.62%

CVaR 95%: -2.63%
Max drawdown: -10.10%
Sortino ratio: -3.427
Calmar ratio: -4.83

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

8.30%

Ann. -10.45% (Sharpe / Sortino numerator)

Volatility

23.88%

Sharpe ratio

-0.589

VaR 95%

-2.38%

CVaR 95%: -2.54%
Max drawdown: -14.89%
Sortino ratio: -0.973
Calmar ratio: -0.70

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

8.09%

Ann. -2.74% (Sharpe / Sortino numerator)

Volatility

23.46%

Sharpe ratio

-0.272

VaR 95%

-2.38%

CVaR 95%: -2.76%
Max drawdown: -14.89%
Sortino ratio: -0.445
Calmar ratio: -0.18

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

30.33%

Ann. 22.86% (Sharpe / Sortino numerator)

Volatility

25.13%

Sharpe ratio

0.765

VaR 95%

-2.38%

CVaR 95%: -3.32%
Max drawdown: -14.89%
Sortino ratio: 1.128
Calmar ratio: 1.54

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

31.84%

Ann. 10.69% (Sharpe / Sortino numerator)

Volatility

23.40%

Sharpe ratio

0.302

VaR 95%

-2.22%

CVaR 95%: -3.16%
Max drawdown: -28.57%
Sortino ratio: 0.458
Calmar ratio: 0.37

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

53.44%

Ann. 12.76% (Sharpe / Sortino numerator)

Volatility

22.18%

Sharpe ratio

0.412

VaR 95%

-2.13%

CVaR 95%: -2.93%
Max drawdown: -28.57%
Sortino ratio: 0.649
Calmar ratio: 0.45

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

0.115%

Best day

4.249%

31/03/2026
Worst day

-4.343%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $380.10 $383.08 $375.25 $377.17 452,300
15/07/2026 $382.85 $383.99 $379.02 $382.53 234,900
14/07/2026 $382.18 $383.46 $379.85 $381.96 396,800
13/07/2026 $382.37 $383.12 $377.70 $378.97 365,800
10/07/2026 $389.28 $389.67 $381.23 $384.68 314,900
09/07/2026 $385.15 $389.75 $385.15 $388.84 200,100
08/07/2026 $382.01 $384.79 $377.50 $382.64 630,400
07/07/2026 $389.30 $390.87 $382.08 $385.69 469,700
06/07/2026 $388.03 $392.84 $387.64 $389.99 236,100
02/07/2026 $392.31 $394.63 $382.98 $386.78 1,194,100