ISHARES RUSSELL 2000 BUYWRITE ETF
Symbol: IWMW
Exchange: BATS
Sector: Healthcare
Category: Derivative Income
Inception Date: 14/03/2024
Latest Date: 02/04/2026
Current Price: $36.98
Expense Ratio: 0.39%
Assets Under Management
$45.0M
1.44% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
-5.35%
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
Return
-3.36%
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
Return
-1.72%
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
Return
9.36%
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
Return
9.47%
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
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.
Average Daily Return
0.042%
Best Day
9.372%
09/04/2025
Worst Day
-6.004%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $36.45 | $36.98 | $36.42 | $36.98 | 7,700 |
| 01/04/2026 | $37.67 | $37.78 | $37.50 | $37.50 | 9,800 |
| 31/03/2026 | $36.92 | $37.36 | $36.87 | $37.36 | 10,000 |
| 30/03/2026 | $36.68 | $36.94 | $36.33 | $36.50 | 6,300 |
| 27/03/2026 | $36.97 | $37.03 | $36.70 | $36.78 | 7,500 |
| 26/03/2026 | $37.21 | $37.31 | $37.03 | $37.13 | 11,500 |
| 25/03/2026 | $37.49 | $37.51 | $37.30 | $37.48 | 9,900 |
| 24/03/2026 | $36.84 | $37.33 | $36.84 | $37.16 | 3,600 |
| 23/03/2026 | $37.05 | $37.34 | $37.04 | $37.16 | 6,700 |
| 20/03/2026 | $37.12 | $37.12 | $36.50 | $36.58 | 8,400 |