Data as of Oct 28, 2026.
IJR vs IYW: Differences, Returns & Fees
Over the year to Oct 28, 2026, IJR returned +17.5% to IYW's +23.2%; 0% of their weight is in the same names.
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Net assets on Oct 27, 2026: $104.6bn for iShares Core S&P Small-Cap ETF and $25.0bn for iShares U.S. Technology ETF.
Pair scorecard
IJR costs 0.31 points a year less; their one-year returns differ by 5.7 points; IJR is 4.2 times larger.
| Measure | IJR | IYW |
|---|---|---|
| Return | ||
| Total return, 1 year | +17.5% | +23.2% |
| Drawdown | ||
| Below its high | 6.8%, high on Aug 14, 2026 | 5.5%, high on Oct 6, 2026 |
| Benchmark | ||
| What it tracks | S&P SmallCap 600 | Russell 1000 Technology RIC 22 |
| Cost and size | ||
| Expense ratio | 0.06% | 0.37% |
| Net assets, as of Oct 27, 2026 | $104.6bn | $25.0bn |
| Holdings | ||
| Holdings in common | 0% | |
| Top ten holdings, share of the fund | 5.3% | 65.1% |
Holdings in common uses holdings dated Oct 27, 2026. Method
Risk and return
Jun 2, 2000 to Oct 23, 2026 · 1,377 weekly returnsEach against its own benchmark: IJR against SPSM, Jul 19, 2013 to Oct 23, 2026; IYW against IWB, May 26, 2000 to Oct 23, 2026.
IJR returned more: +998.5% to +829.0%. IJR swung less: 21.9% to 24.9%. IJR fell less at its worst: −57.3% to −81.3%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IJR | IYW | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +998.5% | +829.0% | IJR | Price change plus distributions, reinvested. |
| Annualized | +9.5% | +8.8% | IJR (slight) | Total return as a yearly rate. |
| Price return | +692.1% | +701.0% | Tie | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 21.9% | 24.9% | IJR | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 15.2% | 17.4% | IJR | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −57.3% | −81.3% | IJR | Deepest fall from a high to the low after it. |
| Upside capture | 98.7% | 146.1% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 98.9% | 116.0% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 0.99 | 1.19 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.99 | 0.70 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.44 | 0.39 | IJR | Return above Treasury bills per unit of volatility. |
| Sortino | 0.64 | 0.56 | IJR | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.097 | 0.088 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.17 | 0.11 | IJR | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | SPSM | IWB | The ETF each fund is measured against. | |
| Alpha | +0.6% a year | +0.9% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 0.91 | 0.32 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.7% to +1.9% | −4.4% to +6.1% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.20 | 0.17 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 2.4% | 14.2% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 1,377 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IJR and IYW hold 0% of their money in the same securities at the same weight. Holdings dated Oct 27, 2026.
half
0% in common
Only in one fund ↓
Side by side
IJR and IYW on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IJR and IYW do different jobs. What does each one do in a portfolio?
- What each follows. IJR follows S&P SmallCap 600 and IYW follows Russell 1000 Technology RIC 22.
- Holdings in common. 0% of the weight is in the same securities (holdings dated Oct 27, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 IJR returned +17.5% and IYW +23.2% with distributions reinvested, a gap of 5.7 points.
Data as of Oct 28, 2026.
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IJR
IJR tracks the S&P SmallCap 600. Over the year to Oct 28, 2026 it returned +17.5% with distributions reinvested, against +17.6% for its benchmark, the S&P SmallCap 600. The prospectus expense ratio is 0.06% 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 642 positions, with the top ten at 5.3%. It sat 6.8% below its high of Aug 14, 2026 on Oct 28, 2026.
IYW
IYW tracks an index of U.S. Technology. Over the year to Oct 28, 2026 it returned +23.2% with distributions reinvested, against +13.1% for its benchmark, the Russell 1000 Index. The prospectus expense ratio is 0.37% a year. By its holdings published by its issuer for Oct 27, 2026, 94% of the fund by weight is stocks the S&P 500 also holds, across 150 positions, with the top ten at 65.1%. It sat 5.5% below its high of Oct 6, 2026 on Oct 28, 2026.
Questions people ask
- Which returned more over the last year, IJR or IYW?
- In the year to Oct 28, 2026, with distributions reinvested, IJR returned +17.5% and IYW +23.2%.
- Which is cheaper, IJR or IYW?
- IJR is cheaper, by 0.31 percentage points a year. That is about $31 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, IJR against IYW, data as of Oct 28, 2026. https://etfiq.com/compare/any/ijr-vs-iyw
ETFIQ. (Oct 28, 2026). IJR against IYW. Retrieved from https://etfiq.com/compare/any/ijr-vs-iyw
[IJR against IYW (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/ijr-vs-iyw)
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