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 5.99%/yr vs 11.43%/yr for IWR. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
ESLOY vs. IWR - Performance Comparison
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Returns By Period
In the year-to-date period, ESLOY achieves a -38.56% return, which is significantly lower than IWR's 14.55% return. Over the past 10 years, ESLOY has underperformed IWR with an annualized return of 5.99%, while IWR has yielded a comparatively higher 11.43% annualized return.
ESLOY
- 1D
- 0.57%
- 1M
- -4.89%
- 6M
- -36.29%
- YTD
- -38.56%
- 1Y
- -34.13%
- 3Y*
- 0.87%
- 5Y*
- 2.04%
- 10Y*
- 5.99%
- ALL TIME*
- 3.62%
IWR
- 1D
- -0.28%
- 1M
- -0.59%
- 6M
- 11.19%
- YTD
- 14.55%
- 1Y
- 20.25%
- 3Y*
- 14.75%
- 5Y*
- 8.04%
- 10Y*
- 11.43%
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.68M | $12.87M | $12.94M | |
| $186.41M | $266.84M | $222.00M |
ESLOY vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESLOY Essilor International SA | -38.56% | 33.44% | 22.45% | 12.96% | -13.84% | 38.51% | 2.43% | 23.58% | -7.18% | 26.94% |
IWR iShares Russell Midcap ETF | 14.55% | 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 historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.54 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.24 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 2.28 | -2.99 |
| Martin ratioReturn relative to average drawdown | -1.21 | 8.85 | -10.06 |
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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 | -49.36% | -8.17% | -41.19% |
Max Drawdown (3Y)Largest decline over 3 years | -49.36% | -21.09% | -28.27% |
Max Drawdown (5Y)Largest decline over 5 years | -49.36% | -26.18% | -23.18% |
Max Drawdown (10Y)Largest decline over 10 years | -49.36% | -40.59% | -8.77% |
Current DrawdownCurrent decline from peak | -47.57% | -0.93% | -46.64% |
Average DrawdownAverage peak-to-trough decline | -21.21% | -7.76% | -13.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.69% | 2.10% | +26.59% |
Volatility
ESLOY vs. IWR - Volatility Comparison
Essilor International SA (ESLOY) has a higher volatility of 7.84% compared to iShares Russell Midcap ETF (IWR) at 2.48%. 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 | 7.84% | 2.48% | +5.36% |
Volatility (6M)Calculated over the trailing 6-month period | 28.06% | 10.17% | +17.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.49% | 13.67% | +20.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.77% | 18.22% | +10.55% |
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 2.47%, more than IWR's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESLOY Essilor International SA | 2.47% | 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 | 1.16% | 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 (7.84%) compared to IWR (2.48%). In terms of maximum drawdown, ESLOY dropped -74.27% vs IWR's -58.78%.
IWR currently has the higher Sharpe Ratio (1.36 vs -1.01), 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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