Russell 2000 Index

Historical returns and performance of the U.S. small-cap benchmark

What is the Russell 2000?

The Russell 2000 is a stock market index that tracks the performance of 2,000 small-cap U.S. companies. It is a subset of the Russell 3000 Index and represents approximately 7% of the total U.S. equity market capitalization.

Small-cap stocks (typically companies with market caps between $300 million and $2 billion) are often younger companies with higher growth potential but also higher risk compared to large-cap stocks.

On StocksBio, we use IWM (iShares Russell 2000 ETF) as our Russell 2000 benchmark. IWM is the most popular small-cap ETF with an expense ratio of 0.19%.

Russell 2000 Historical Returns

Based on IWM ETF data. $1,000 invested at the start of each period.

1 Year
$1,247
+24.7%
3 Years
$1,431
+43.1%
5 Years
$1,185
+18.5%
10 Years
$2,530
+153.0%
20 Years
$4,229
+322.9%

Russell 2000 CAGR (Compound Annual Growth Rate)

3-Year CAGR
+12.7%
5-Year CAGR
+3.5%
10-Year CAGR
+9.7%
20-Year CAGR
+7.5%

Small-cap stocks have historically provided higher long-term returns than large-caps, but with significantly more volatility. The Russell 2000 often outperforms during economic recoveries and underperforms during recessions.

Russell 2000 Monthly Statistics

Avg Monthly Return
+0.8%
Positive Months
189
61%
Negative Months
121
39%
Data Period
25+ yrs
Best Month Ever
Nov 2020: +18.2%
Worst Month Ever
Mar 2020: -21.5%

Understanding the Russell 2000

Why Invest in Small-Cap Stocks?

Small-cap stocks offer several potential advantages:

  • Growth potential: Smaller companies have more room to grow
  • Diversification: Different risk/return profile from large-caps
  • Undervalued opportunities: Less analyst coverage may create mispricings
  • Economic sensitivity: Often first to benefit from economic recovery

Russell 2000 vs S&P 500

Key differences between these indices:

  • Company size: Small-cap (Russell 2000) vs large-cap (S&P 500)
  • Number of stocks: 2,000 vs 500
  • Volatility: Higher for Russell 2000
  • Sector mix: More financials and industrials in Russell 2000

Annual Reconstitution

The Russell 2000 is reconstituted annually in June. Companies that have grown too large move to the Russell 1000 (large-cap), while smaller companies are added. This "graduation effect" means successful companies leave the index.

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Russell 2000 vs S&P 500 vs NASDAQ vs Dow Jones
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Methodology
How we calculate returns