DTEGY vs. IWR
DTEGY (Deutsche Telekom AG ADR) 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, DTEGY returned 11.25%/yr vs 11.55%/yr for IWR. At a 0.46 correlation, their price movements are largely independent.
Performance
DTEGY vs. IWR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTEGY achieves a 2.03% return, which is significantly lower than IWR's 13.02% return. Both investments have delivered pretty close results over the past 10 years, with DTEGY having a 11.25% annualized return and IWR not far ahead at 11.55%.
DTEGY
- 1D
- -0.34%
- 1M
- 1.32%
- YTD
- 2.03%
- 6M
- 4.53%
- 1Y
- -13.27%
- 3Y*
- 19.50%
- 5Y*
- 13.34%
- 10Y*
- 11.25%
IWR
- 1D
- 0.52%
- 1M
- 3.28%
- YTD
- 13.02%
- 6M
- 12.45%
- 1Y
- 22.54%
- 3Y*
- 17.59%
- 5Y*
- 8.11%
- 10Y*
- 11.55%
DTEGY vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 2.03% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
IWR iShares Russell Midcap ETF | 13.02% | 10.37% | 15.21% | 17.05% | -17.48% | 22.44% | 16.93% | 30.23% | -9.10% | 18.25% |
Correlation
The correlation between DTEGY and IWR is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2010 | 0.46 |
Over the past year, the correlation between DTEGY and IWR has dropped to 0.22 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DTEGY vs. IWR — Risk / Return Rank
DTEGY
IWR
DTEGY vs. IWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) 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.
| DTEGY | IWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.30 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 2.77 | -3.39 |
| Martin ratioReturn relative to average drawdown | -1.05 | 10.70 | -11.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DTEGY | IWR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | 1.69 | -2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.45 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.50 | -0.02 |
Drawdowns
DTEGY vs. IWR - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for DTEGY and IWR.
Loading charts...
Drawdown Indicators
| DTEGY | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -58.78% | +18.60% |
Max Drawdown (1Y)Largest decline over 1 year | -21.44% | -8.17% | -13.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.44% | -21.09% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -26.18% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -40.59% | +0.41% |
Current DrawdownCurrent decline from peak | -17.17% | 0.00% | -17.17% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -7.80% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.64% | 2.11% | +10.53% |
Volatility
DTEGY vs. IWR - Volatility Comparison
Deutsche Telekom AG ADR (DTEGY) has a higher volatility of 7.29% compared to iShares Russell Midcap ETF (IWR) at 3.16%. This indicates that DTEGY'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.
Loading charts...
Volatility by Period
| DTEGY | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 3.16% | +4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 18.72% | 9.84% | +8.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.01% | 13.36% | +10.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.38% | 18.22% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 19.36% | +2.37% |
Dividends
DTEGY vs. IWR - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.59%, more than IWR's 1.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 3.59% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
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
DTEGY and IWR have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTEGY has higher volatility (7.29%) compared to IWR (3.16%). In terms of maximum drawdown, DTEGY dropped -40.18% vs IWR's -58.78%.
IWR currently has the higher Sharpe Ratio (1.69 vs -0.56), 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.
Find the right allocation for DTEGY and IWR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer