EPD vs. IWN
EPD (Enterprise Products Partners L.P.) is a stock, while IWN (iShares Russell 2000 Value ETF) is Small Cap Value Equities fund tracking the Russell 2000 Value Index. Over the past 10 years, EPD returned 10.61%/yr vs 10.58%/yr for IWN. At a 0.38 correlation, their price movements are largely independent.
Performance
EPD vs. IWN - Performance Comparison
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Returns By Period
In the year-to-date period, EPD achieves a 19.79% return, which is significantly lower than IWN's 20.82% return. Both investments have delivered pretty close results over the past 10 years, with EPD having a 10.61% annualized return and IWN not far behind at 10.58%.
EPD
- 1D
- -0.08%
- 1M
- -5.05%
- YTD
- 19.79%
- 6M
- 19.53%
- 1Y
- 24.08%
- 3Y*
- 20.73%
- 5Y*
- 15.96%
- 10Y*
- 10.61%
IWN
- 1D
- 1.17%
- 1M
- 6.00%
- YTD
- 20.82%
- 6M
- 17.48%
- 1Y
- 44.79%
- 3Y*
- 17.41%
- 5Y*
- 6.89%
- 10Y*
- 10.58%
EPD vs. IWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 19.79% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
IWN iShares Russell 2000 Value ETF | 20.82% | 12.40% | 7.63% | 14.56% | -14.77% | 27.96% | 4.66% | 22.01% | -13.01% | 7.69% |
Correlation
The correlation between EPD and IWN is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.38 |
Over the past year, the correlation between EPD and IWN has dropped to 0.10 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
EPD vs. IWN — Risk / Return Rank
EPD
IWN
EPD vs. IWN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) and iShares Russell 2000 Value ETF (IWN). 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.
| EPD | IWN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.40 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 5.02 | -1.78 |
| Martin ratioReturn relative to average drawdown | 9.50 | 16.91 | -7.41 |
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Drawdowns
EPD vs. IWN - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, roughly equal to the maximum IWN drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for EPD and IWN.
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Drawdown Indicators
| EPD | IWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -61.55% | +2.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -8.45% | +0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -26.70% | +11.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -26.70% | +8.64% |
Max Drawdown (10Y)Largest decline over 10 years | -58.04% | -46.08% | -11.96% |
Current DrawdownCurrent decline from peak | -6.41% | 0.00% | -6.41% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -10.15% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.51% | +0.07% |
Volatility
EPD vs. IWN - Volatility Comparison
Enterprise Products Partners L.P. (EPD) and iShares Russell 2000 Value ETF (IWN) have volatilities of 6.00% and 5.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPD | IWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 5.80% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.27% | 12.25% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 18.09% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 21.47% | -4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.14% | 23.41% | +0.73% |
Dividends
EPD vs. IWN - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 5.88%, more than IWN's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.88% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
IWN iShares Russell 2000 Value ETF | 1.42% | 1.70% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% |
Frequently Asked Questions
EPD and IWN have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPD has higher volatility (6.00%) compared to IWN (5.80%). In terms of maximum drawdown, EPD dropped -58.78% vs IWN's -61.55%.
IWN currently has the higher Sharpe Ratio (2.35 vs 1.54), 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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