VTI vs. IWM
Vanguard Total Stock Market ETF
iShares Russell 2000 ETF
Correlation
Compare with
Top 10 shared holdings
There are no shared holdings.
Performance Measures**
for the time period May 31, 2001 to Jul 20, 2026
1M Trailing Return:
3M Trailing Return:
-0.4%
4.9%
-2.0%
5.6%
+1.6%
-0.7%
1M Trailing Return:
3M Trailing Return:
-0.4%
4.9%
-2.0%
5.6%
+1.6%
-0.7%
Max Drawdown:
Standard Deviation:
-55.5%
19.1%
-59.0%
23.7%
+3.5%
-4.6%
Max Drawdown:
Standard Deviation:
-55.5%
19.1%
-59.0%
23.7%
+3.5%
-4.6%
Sharpe Ratio:
Calmar Ratio:
0.57
0.17
0.47
0.15
+0.1
+0.02
Sharpe Ratio:
Calmar Ratio:
0.57
0.17
0.47
0.15
+0.1
+0.02
What is VTI?
Vanguard Total Stock Market ETF seeks to track the performance of a benchmark index that measures the investment return of the overall stock market.
What is IWM?
The iShares Russell 2000 Index Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the small capitalization sector of the U.S. equity market as represented by the Russell 2000 Index. The index represents the approximately 2000 smallest companies in the Russell 3000 Index.
Snapshot**
- Liquidity: In an active trading strategy (trading multiple time per week), it’s important to consider the liquidity of the ETF you’re using. Lower liquidity can mean more money lost in slippage. AUM and average daily volume are both indicators of liquidity.
- Expense: Some ETFs are more expensive to use than others. For strategies that are focused on longer holding periods, it’s important to factor in how expensive it is to hold this ETF. Expense ratio is the main indicator of how expensive an ETF is.
- Risk: Some ETFs will be highly correlated, but have varying degrees of returns, due to leverage. It’s important to consider if an ETF is using leverage or not. The main indicators of a riskier ETF will be the use of leverage and higher standard deviation or max drawdown in a backtest.
Trading Strategies
Related toVTI
The Four Horsemen of the Apocalypse
Category
Leveraged ETFs, momentum, trend-following, mean-reversion, volatility trading, tactical allocation, risk-on/risk-off
OOS Cumulative Return
363.84%
Trading Strategies
Related toIWM
Modified Foreign Rat
Category
Tactical allocation, volatility regimes, leveraged ETFs, trend and mean reversion, defensive hedges, Nasdaq 100, emerging markets
OOS Cumulative Return
494.35%
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Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.