Data as of Oct 28, 2026.
IWM vs KJUL: Differences, Returns & Fees
Over the year to Oct 28, 2026, IWM returned +14.1% to KJUL's +5.8%, and IWM charges 0.19% to KJUL's 0.79%.
askIQ about this page
askIQ about IWM and KJUL
Net assets: $75.5bn on Oct 27, 2026 for iShares Russell 2000 ETF, and $227m on Oct 28, 2026 for Innovator U.S. Small Cap Power Buffer ETF - Jul.
Pair scorecard
IWM costs 0.60 points a year less; their one-year returns differ by 8.3 points; IWM is far larger, $75.5bn against $226m.
| Measure | IWM | KJUL |
|---|---|---|
| Return | ||
| Total return, 1 year | +14.1% | +5.8% |
| Drawdown | ||
| Below its high | 7.6%, high on Aug 14, 2026 | |
| Benchmark | ||
| What it tracks | Russell 2000 Index | IWM |
| The outcome period | ||
| Room to the cap | 22.1% | |
| Buffer left, in index points | 8.5% of 15.0% | |
| Days left in the period | 245 | |
| Period ends | Jun 30, 2027 | |
| Cost and size | ||
| Expense ratio | 0.19% | 0.79% |
| Net assets, as of Oct 27, 2026 | $75.5bn | $226m |
| Holdings | ||
| Holdings in common | not published | |
| In the S&P 500, by weight | 0% | |
| Top ten holdings, share of the fund | 3.3% | |
Risk and return
Jul 10, 2020 to Oct 23, 2026 · 328 weekly returnsEach against its own benchmark: IWM against VTWO, Oct 1, 2010 to Oct 23, 2026; KJUL against IWM, Jul 10, 2020 to Oct 23, 2026.
IWM returned more: +110.4% to +42.7%. KJUL swung less: 10.7% to 21.3%. KJUL fell less at its worst: −16.0% to −31.2%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IWM | KJUL | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +110.4% | +42.7% | IWM | Price change plus distributions, reinvested. |
| Annualized | +12.5% | +5.8% | IWM | Total return as a yearly rate. |
| Price return | +95.1% | +42.7% | IWM | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 21.3% | 10.7% | KJUL | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 14.1% | 7.5% | KJUL | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −31.2% | −16.0% | KJUL | Deepest fall from a high to the low after it. |
| Upside capture | 101.0% | 31.5% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 100.5% | 60.2% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.01 | 0.46 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 1.00 | 0.85 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.51 | 0.29 | IWM | Return above Treasury bills per unit of volatility. |
| Sortino | 0.77 | 0.41 | IWM | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.106 | 0.066 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.40 | 0.36 | IWM | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | VTWO | IWM | The ETF each fund is measured against. | |
| Alpha | −0.1% a year | −2.0% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | −0.36 | −1.20 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.6% to +0.4% | −5.3% to +1.3% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | −0.02 | −0.65 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.0% | 12.2% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 328 weekly returns. Cash rate: the 13-week Treasury bill.
Side by side
IWM and KJUL on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IWM and KJUL do different jobs. What does each one do in a portfolio?
- What each follows. IWM follows Russell 2000 Index and KJUL follows IWM.
- One-year total return. Over 1 year to Oct 28, 2026 IWM returned +14.1% and KJUL +5.8% with distributions reinvested, a gap of 8.3 points.
- Cost. IWM charges 0.19% of assets a year and KJUL 0.79%, a gap of 0.60 points.
Data as of Oct 28, 2026.
The two-page PDF for this pair is coming. Save the comparison to follow its changes. Free. It needs an email sign-in, once.
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.
KJUL
From its price on Oct 28, 2026, the fund can gain about 22.1% more before it reaches its cap. Protection left, in index points: 8.5% of the 15.0% buffer still sits below today's IWM level. 245 days remained on Oct 28, 2026. On Jun 30, 2027 the period ends and a new cap is set.
Questions people ask
- Are IWM and KJUL in the same category?
- IWM is a stock ETF and KJUL is a buffer ETF, so they do different jobs. The table compares what both publish: return, cost and holdings.
- Which returned more over the last year, IWM or KJUL?
- In the year to Oct 28, 2026, with distributions reinvested, IWM returned +14.1% and KJUL +5.8%.
- Which is cheaper, IWM or KJUL?
- IWM is cheaper, by 0.60 percentage points a year. That is about $60 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.
Cite this pageCitation, APA and Markdown
ETFIQ, IWM against KJUL, data as of Oct 28, 2026. https://etfiq.com/compare/any/iwm-vs-kjul
ETFIQ. (Oct 28, 2026). IWM against KJUL. Retrieved from https://etfiq.com/compare/any/iwm-vs-kjul
[IWM against KJUL (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/iwm-vs-kjul)
Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms.