IWD vs. IBM
IWD (iShares Russell 1000 Value ETF) is Large Cap Value Equities fund tracking the Russell 1000 Value Index, while IBM (International Business Machines Corporation) is a stock. Over the past 10 years, IWD returned 11.56%/yr vs 10.88%/yr for IBM. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
IWD vs. IBM - Performance Comparison
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Returns By Period
In the year-to-date period, IWD achieves a 16.71% return, which is significantly higher than IBM's -8.10% return. Over the past 10 years, IWD has outperformed IBM with an annualized return of 11.56%, while IBM has yielded a comparatively lower 10.88% annualized return.
IWD
- 1D
- 1.00%
- 1M
- 5.33%
- YTD
- 16.71%
- 6M
- 16.30%
- 1Y
- 31.10%
- 3Y*
- 18.07%
- 5Y*
- 11.00%
- 10Y*
- 11.56%
IBM
- 1D
- -1.30%
- 1M
- 22.53%
- YTD
- -8.10%
- 6M
- -11.80%
- 1Y
- -0.59%
- 3Y*
- 29.13%
- 5Y*
- 18.25%
- 10Y*
- 10.88%
IWD vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 16.71% | 15.68% | 14.17% | 11.34% | -7.75% | 24.95% | 2.73% | 26.12% | -8.45% | 13.45% |
IBM International Business Machines Corporation | -8.10% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
Correlation
The correlation between IWD and IBM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.60 |
Over the past year, the correlation between IWD and IBM has dropped to 0.32 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
IWD vs. IBM — Risk / Return Rank
IWD
IBM
IWD vs. IBM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) and International Business Machines Corporation (IBM). 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.
| IWD | IBM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.81 | ||
| Sortino ratioReturn per unit of downside risk | +3.63 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.04 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | -0.02 | +4.62 |
| Martin ratioReturn relative to average drawdown | 19.12 | -0.04 | +19.16 |
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Drawdowns
IWD vs. IBM - Drawdown Comparison
The maximum IWD drawdown since its inception was -60.10%, smaller than the maximum IBM drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for IWD and IBM.
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Drawdown Indicators
| IWD | IBM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.10% | -69.40% | +9.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -30.96% | +24.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.71% | -30.96% | +15.25% |
Max Drawdown (5Y)Largest decline over 5 years | -19.04% | -30.96% | +11.92% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -40.59% | +2.08% |
Current DrawdownCurrent decline from peak | 0.00% | -18.38% | +18.38% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -20.12% | +11.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 14.43% | -12.80% |
Volatility
IWD vs. IBM - Volatility Comparison
The current volatility for iShares Russell 1000 Value ETF (IWD) is 4.04%, while International Business Machines Corporation (IBM) has a volatility of 21.56%. This indicates that IWD experiences smaller price fluctuations and is considered to be less risky than IBM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWD | IBM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 21.56% | -17.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.55% | 34.63% | -26.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 39.52% | -28.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 27.18% | -12.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.32% | 26.60% | -9.28% |
Dividends
IWD vs. IBM - Dividend Comparison
IWD's dividend yield for the trailing twelve months is around 1.78%, less than IBM's 2.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 2.50% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
IWD iShares Russell 1000 Value ETF | 1.78% | 1.69% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% |
Frequently Asked Questions
IWD and IBM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (21.56%) compared to IWD (4.04%). In terms of maximum drawdown, IWD dropped -60.10% vs IBM's -69.40%.
IWD currently has the higher Sharpe Ratio (2.80 vs -0.01), 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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