CB vs. IWR
CB (Chubb Limited) is a stock, while IWR (iShares Russell Midcap ETF) is Mid Cap Growth Equities fund tracking the Russell Midcap Index. Over the past 10 years, CB returned 12.26%/yr vs 11.79%/yr for IWR. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
CB vs. IWR - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 5.77% return, which is significantly lower than IWR's 13.23% return. Both investments have delivered pretty close results over the past 10 years, with CB having a 12.26% annualized return and IWR not far behind at 11.79%.
CB
- 1D
- 0.38%
- 1M
- 4.16%
- YTD
- 5.77%
- 6M
- 7.02%
- 1Y
- 15.26%
- 3Y*
- 21.39%
- 5Y*
- 16.27%
- 10Y*
- 12.26%
IWR
- 1D
- 0.93%
- 1M
- 3.80%
- YTD
- 13.23%
- 6M
- 11.96%
- 1Y
- 21.77%
- 3Y*
- 16.40%
- 5Y*
- 7.99%
- 10Y*
- 11.79%
CB vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
IWR iShares Russell Midcap ETF | 13.23% | 10.37% | 15.21% | 17.05% | -17.48% | 22.44% | 16.93% | 30.23% | -9.10% | 18.25% |
Correlation
The correlation between CB and IWR is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2001 | 0.53 |
Over the past year, the correlation between CB and IWR has dropped to 0.04 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
CB vs. IWR — Risk / Return Rank
CB
IWR
CB vs. IWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and iShares Russell Midcap ETF (IWR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CB | IWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.28 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.68 | -1.04 |
| Martin ratioReturn relative to average drawdown | 3.73 | 10.26 | -6.53 |
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Drawdowns
CB vs. IWR - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for CB and IWR.
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Drawdown Indicators
| CB | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -58.78% | +7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -8.17% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -21.09% | +6.74% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -26.18% | +6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -40.59% | -2.00% |
Current DrawdownCurrent decline from peak | -3.68% | 0.00% | -3.68% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -7.80% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 2.13% | +1.98% |
Volatility
CB vs. IWR - Volatility Comparison
Chubb Limited (CB) has a higher volatility of 6.08% compared to iShares Russell Midcap ETF (IWR) at 4.49%. This indicates that CB's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 4.49% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 10.34% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 13.79% | +3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 18.28% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 19.38% | +4.31% |
Dividends
CB vs. IWR - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.49%, more than IWR's 1.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.49% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
IWR iShares Russell Midcap ETF | 1.14% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
Frequently Asked Questions
CB and IWR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CB has higher volatility (6.08%) compared to IWR (4.49%). In terms of maximum drawdown, CB dropped -50.99% vs IWR's -58.78%.
IWR currently has the higher Sharpe Ratio (1.59 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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