Data as of Oct 28, 2026.
BOND vs IWM: Differences, Returns & Fees
Over the year to Oct 28, 2026, BOND returned −1.4% to IWM's +14.1%; 0% of their weight is in the same names.
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Net assets: $8.3bn on Jun 30, 2026 for PIMCO Active Bond Exchange-Traded Fund, and $75.5bn on Oct 27, 2026 for iShares Russell 2000 ETF.
Pair scorecard
IWM costs 0.35 points a year less; their one-year returns differ by 15.5 points.
| Measure | BOND | IWM |
|---|---|---|
| Return | ||
| Total return, 1 year | −1.4% | +14.1% |
| Drawdown | ||
| Below its high | 3.1%, high on Feb 27, 2026 | 7.6%, high on Aug 14, 2026 |
| Benchmark | ||
| What it tracks | No index, actively managed | Russell 2000 Index |
| Cost and size | ||
| Expense ratio | 0.54% | 0.19% |
| Net assets, BOND as of Jun 30, 2026 and IWM as of Oct 27, 2026 | $8.3bn | $75.5bn |
| Holdings | ||
| Holdings in common | 0% | |
| In the S&P 500, by weight | 0% | |
| Top ten holdings, share of the fund | 3.3% | |
Holdings in common uses holdings dated Jun 30, 2026 and Oct 27, 2026. Method
Risk and return
Mar 9, 2012 to Oct 23, 2026 · 763 weekly returnsEach against its own benchmark: BOND against AGG, Mar 9, 2012 to Oct 23, 2026; IWM against VTWO, Oct 1, 2010 to Oct 23, 2026.
IWM returned more: +312.1% to +47.4%. BOND swung less: 4.9% to 20.8%. BOND fell less at its worst: −19.5% to −40.2%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | BOND | IWM | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +47.4% | +312.1% | IWM | Price change plus distributions, reinvested. |
| Annualized | +2.7% | +10.1% | IWM | Total return as a yearly rate. |
| Price return | −12.6% | +237.9% | IWM | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 4.9% | 20.8% | BOND | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 3.6% | 14.3% | BOND | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −19.5% | −40.2% | BOND | Deepest fall from a high to the low after it. |
| Upside capture | 102.2% | 101.0% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 95.5% | 100.5% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 0.97 | 1.01 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.88 | 1.00 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.21 | 0.49 | IWM | Return above Treasury bills per unit of volatility. |
| Sortino | 0.28 | 0.70 | IWM | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.010 | 0.106 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.14 | 0.25 | IWM | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | AGG | VTWO | The ETF each fund is measured against. | |
| Alpha | +0.9% a year | −0.1% a year | IWM not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 2.05 | −0.36 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | 0.0% to +1.7% | −0.6% to +0.4% | IWM includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.53 | −0.02 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.7% | 1.0% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 763 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, BOND and IWM hold 0% of their money in the same securities at the same weight. Holdings dated Jun 30, 2026 and Oct 27, 2026.
half
0% in common
Only in one fund ↓
Side by side
BOND and IWM on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
No client brief for this pair: the two funds' holdings are dated 119 days apart.
BOND
BOND is actively managed and tracks no index. Over the year to Oct 28, 2026 it returned −1.4% with distributions reinvested, against −1.4% for its benchmark, the Bloomberg U.S. Aggregate Index. The prospectus expense ratio is 0.54% a year. It sat 3.1% below its high of Feb 27, 2026 on Oct 28, 2026.
IWM
IWM tracks the Russell 2000. Over the year to Oct 28, 2026 it returned +14.1% with distributions reinvested, against +14.3% for its benchmark, the Russell 2000 Index. The prospectus expense ratio is 0.19% a year. By its holdings published by its issuer for Oct 27, 2026, 0% of the fund by weight is stocks the S&P 500 also holds, across 1,977 positions, with the top ten at 3.3%. It sat 7.6% below its high of Aug 14, 2026 on Oct 28, 2026.
Questions people ask
- Which returned more over the last year, BOND or IWM?
- In the year to Oct 28, 2026, with distributions reinvested, BOND returned −1.4% and IWM +14.1%.
- Which is cheaper, BOND or IWM?
- IWM is cheaper, by 0.35 percentage points a year. That is about $35 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, BOND against IWM, data as of Oct 28, 2026. https://etfiq.com/compare/any/bond-vs-iwm
ETFIQ. (Oct 28, 2026). BOND against IWM. Retrieved from https://etfiq.com/compare/any/bond-vs-iwm
[BOND against IWM (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/bond-vs-iwm)
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