Summary
IWO
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 41.41% Volatility 25.13% Sharpe 0.77
Official loaded data — not a live quote.

ISHARES RUSSELL 2000 GROWTH ETF

Symbol: IWO

Exchange: NYSE

Sector: Technology

Category: Small Growth

Inception date: 24/07/2000

Latest date: 02/06/2026

Current price: $382.39

Expense ratio: 0.24%

Assets under management
$13.9B
1.05% 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

5.77%

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

13.00%

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

18.82%

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

41.41%

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

47.39%

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

66.64%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.147%

Best day

4.249%

31/03/2026
Worst day

-3.739%

13/11/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $378.43 $382.53 $378.18 $382.39 551,000
01/06/2026 $378.31 $381.96 $375.00 $379.40 626,200
29/05/2026 $382.40 $382.97 $376.79 $380.77 487,900
28/05/2026 $379.15 $383.95 $376.66 $382.78 270,400
27/05/2026 $381.03 $381.66 $377.48 $379.87 500,100
26/05/2026 $377.76 $380.25 $375.72 $379.69 360,600
22/05/2026 $370.70 $374.30 $370.40 $372.34 302,400
21/05/2026 $361.14 $369.88 $359.97 $368.06 382,100
20/05/2026 $355.69 $363.46 $353.54 $363.17 349,700
19/05/2026 $353.80 $356.24 $349.29 $353.23 492,300