Data as of Oct 28, 2026.
IWM vs SCHG: Differences, Returns & Fees
Over the year to Oct 28, 2026, IWM returned +14.1% to SCHG's +6.8%; 0% of their weight is in the same names.
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Net assets: $75.5bn on Oct 27, 2026 for iShares Russell 2000 ETF, and $63.0bn on Aug 31, 2026 for Schwab U.S. Large-Cap Growth ETF.
Pair scorecard
SCHG costs 0.15 points a year less; their one-year returns differ by 7.3 points.
| Measure | IWM | SCHG |
|---|---|---|
| Return | ||
| Total return, 1 year | +14.1% | +6.8% |
| Drawdown | ||
| Below its high | 7.6%, high on Aug 14, 2026 | 3.5%, high on Oct 6, 2026 |
| Benchmark | ||
| What it tracks | Russell 2000 Index | Dow Jones U.S. Large-Cap Growth Total Stock Market Index |
| Cost and size | ||
| Expense ratio | 0.19% | 0.04% |
| Net assets, IWM as of Oct 27, 2026 and SCHG as of Aug 31, 2026 | $75.5bn | $63.0bn |
| Holdings | ||
| Holdings in common | 0% | |
| Top ten holdings, share of the fund | 3.3% | 51.0% |
Holdings in common uses holdings dated Aug 31, 2026 and Oct 27, 2026. Method
Risk and return
Dec 18, 2009 to Oct 23, 2026 · 879 weekly returnsEach against its own benchmark: IWM against VTWO, Oct 1, 2010 to Oct 23, 2026; SCHG against IVV, Dec 18, 2009 to Oct 23, 2026.
SCHG returned more: +1,156.7% to +466.8%. SCHG swung less: 18.5% to 21.5%. SCHG fell less at its worst: −34.2% to −40.2%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IWM | SCHG | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +466.8% | +1,156.7% | SCHG | Price change plus distributions, reinvested. |
| Annualized | +10.8% | +16.2% | SCHG | Total return as a yearly rate. |
| Price return | +350.7% | +988.8% | SCHG | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 21.5% | 18.5% | SCHG | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 14.8% | 12.5% | SCHG | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −40.2% | −34.2% | SCHG | Deepest fall from a high to the low after it. |
| Upside capture | 101.0% | 121.1% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 100.5% | 108.1% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 1.01 | 1.10 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 1.00 | 0.92 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.51 | 0.82 | SCHG | Return above Treasury bills per unit of volatility. |
| Sortino | 0.75 | 1.22 | SCHG | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.106 | 0.138 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.27 | 0.47 | SCHG | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | VTWO | IVV | The ETF each fund is measured against. | |
| Alpha | −0.1% a year | +0.8% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | −0.36 | 0.65 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −0.6% to +0.4% | −1.7% to +3.4% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | −0.02 | 0.40 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 1.0% | 5.5% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 879 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IWM and SCHG hold 0% of their money in the same securities at the same weight. Holdings dated Aug 31, 2026 and Oct 27, 2026.
half
0% in common
Only in one fund ↓
Side by side
IWM and SCHG on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IWM and SCHG do different jobs. What does each one do in a portfolio?
- What each follows. IWM follows Russell 2000 Index and SCHG follows Dow Jones U.S. Large-Cap Growth Total Stock Market Index.
- Holdings in common. 0% of the weight is in the same securities (holdings dated Oct 27, 2026 and Aug 31, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 IWM returned +14.1% and SCHG +6.8% with distributions reinvested, a gap of 7.3 points.
Data as of Oct 28, 2026.
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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.
SCHG
SCHG tracks an index of U.S. Large-Cap Growth. Over the year to Oct 28, 2026 it returned +6.8% with distributions reinvested, against +13.7% for its benchmark, the S&P 500 Index. The prospectus expense ratio is 0.04% a year. By its holdings filed for Aug 31, 2026, 95% of the fund by weight is stocks the S&P 500 also holds, across 192 positions, with the top ten at 51.0%. It sat 3.5% below its high of Oct 6, 2026 on Oct 28, 2026.
Questions people ask
- Which returned more over the last year, IWM or SCHG?
- In the year to Oct 28, 2026, with distributions reinvested, IWM returned +14.1% and SCHG +6.8%.
- Which is cheaper, IWM or SCHG?
- SCHG is cheaper, by 0.15 percentage points a year. That is about $15 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, IWM against SCHG, data as of Oct 28, 2026. https://etfiq.com/compare/any/iwm-vs-schg
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[IWM against SCHG (ETFIQ, Oct 28, 2026)](https://etfiq.com/compare/any/iwm-vs-schg)
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