ESLOY vs. IWR
ESLOY (Essilor International SA) 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, ESLOY returned 5.53%/yr vs 11.42%/yr for IWR. At a 0.46 correlation, their price movements are largely independent.
Performance
ESLOY vs. IWR - Performance Comparison
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Returns By Period
In the year-to-date period, ESLOY achieves a -38.12% return, which is significantly lower than IWR's 14.64% return. Over the past 10 years, ESLOY has underperformed IWR with an annualized return of 5.53%, while IWR has yielded a comparatively higher 11.42% annualized return.
ESLOY
- 1D
- -2.02%
- 1M
- -9.14%
- 6M
- -39.22%
- YTD
- -38.12%
- 1Y
- -30.91%
- 3Y*
- 0.93%
- 5Y*
- 2.54%
- 10Y*
- 5.53%
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%
ESLOY vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESLOY Essilor International SA | -38.12% | 33.44% | 22.45% | 12.96% | -13.84% | 38.51% | 2.43% | 23.58% | -7.18% | 26.94% |
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 ESLOY and IWR is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2007 | 0.46 |
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Return for Risk
ESLOY vs. IWR — Risk / Return Rank
ESLOY
IWR
ESLOY vs. IWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essilor International SA (ESLOY) 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.
| ESLOY | IWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.25 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.38 | -3.02 |
| Martin ratioReturn relative to average drawdown | -1.17 | 9.10 | -10.28 |
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Drawdowns
ESLOY vs. IWR - Drawdown Comparison
The maximum ESLOY drawdown since its inception was -74.27%, which is greater than IWR's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for ESLOY and IWR.
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Drawdown Indicators
| ESLOY | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.27% | -58.78% | -15.49% |
Max Drawdown (1Y)Largest decline over 1 year | -48.47% | -8.17% | -40.30% |
Max Drawdown (3Y)Largest decline over 3 years | -48.47% | -21.09% | -27.38% |
Max Drawdown (5Y)Largest decline over 5 years | -48.47% | -26.18% | -22.29% |
Max Drawdown (10Y)Largest decline over 10 years | -48.47% | -40.59% | -7.88% |
Current DrawdownCurrent decline from peak | -47.20% | -0.75% | -46.45% |
Average DrawdownAverage peak-to-trough decline | -21.13% | -7.77% | -13.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.38% | 2.13% | +24.25% |
Volatility
ESLOY vs. IWR - Volatility Comparison
Essilor International SA (ESLOY) has a higher volatility of 11.96% compared to iShares Russell Midcap ETF (IWR) at 3.97%. This indicates that ESLOY'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
| ESLOY | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.96% | 3.97% | +7.99% |
Volatility (6M)Calculated over the trailing 6-month period | 27.86% | 10.31% | +17.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.30% | 13.80% | +20.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.72% | 18.28% | +10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 19.31% | +7.98% |
Dividends
ESLOY vs. IWR - Dividend Comparison
ESLOY's dividend yield for the trailing twelve months is around 2.45%, more than IWR's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESLOY Essilor International SA | 2.45% | 1.42% | 1.75% | 1.76% | 1.46% | 0.62% | 0.90% | 1.49% | 1.49% | 3.64% | 2.21% | 0.91% |
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
ESLOY and IWR have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESLOY has higher volatility (11.96%) compared to IWR (3.97%). In terms of maximum drawdown, ESLOY dropped -74.27% vs IWR's -58.78%.
IWR currently has the higher Sharpe Ratio (1.41 vs -0.91), 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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