DTEGY vs. IWR
DTEGY (Deutsche Telekom AG ADR) is a stock, while IWR (iShares Russell Midcap ETF) is Mid Cap Blend Equities fund tracking the Russell Midcap Index. Over the past 10 years, DTEGY returned 10.46%/yr vs 11.42%/yr for IWR. At a 0.45 correlation, their price movements are largely independent.
Performance
DTEGY vs. IWR - Performance Comparison
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Returns By Period
In the year-to-date period, DTEGY achieves a -4.34% return, which is significantly lower than IWR's 14.64% return. Over the past 10 years, DTEGY has underperformed IWR with an annualized return of 10.46%, while IWR has yielded a comparatively higher 11.42% annualized return.
DTEGY
- 1D
- 1.58%
- 1M
- -8.13%
- 6M
- -6.38%
- YTD
- -4.34%
- 1Y
- -12.60%
- 3Y*
- 14.32%
- 5Y*
- 11.22%
- 10Y*
- 10.46%
IWR
- 1D
- -0.22%
- 1M
- 1.24%
- 6M
- 10.24%
- YTD
- 14.64%
- 1Y
- 19.35%
- 3Y*
- 15.27%
- 5Y*
- 8.44%
- 10Y*
- 11.42%
DTEGY vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | -4.34% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
IWR iShares Russell Midcap ETF | 14.64% | 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 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2010 | 0.45 |
Over the past year, the correlation between DTEGY and IWR has dropped to 0.14 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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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.
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.
| DTEGY | IWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.25 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.38 | -2.80 |
| Martin ratioReturn relative to average drawdown | -0.98 | 9.10 | -10.08 |
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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.
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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 | -30.08% | -8.17% | -21.91% |
Max Drawdown (3Y)Largest decline over 3 years | -30.08% | -21.09% | -8.99% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -26.18% | -3.90% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -40.59% | +0.41% |
Current DrawdownCurrent decline from peak | -22.34% | -0.75% | -21.59% |
Average DrawdownAverage peak-to-trough decline | -9.89% | -7.77% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.89% | 2.13% | +10.76% |
Volatility
DTEGY vs. IWR - Volatility Comparison
Deutsche Telekom AG ADR (DTEGY) has a higher volatility of 10.55% compared to iShares Russell Midcap ETF (IWR) at 3.97%. 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.
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Volatility by Period
| DTEGY | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.55% | 3.97% | +6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 21.24% | 10.31% | +10.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.27% | 13.80% | +11.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.84% | 18.28% | +3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.58% | 19.31% | +2.27% |
Dividends
DTEGY vs. IWR - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.83%, more than IWR's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 3.83% | 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 | 1.15% | 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 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTEGY has higher volatility (10.55%) compared to IWR (3.97%). In terms of maximum drawdown, DTEGY dropped -40.18% vs IWR's -58.78%.
IWR currently has the higher Sharpe Ratio (1.41 vs -0.50), 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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