IWN vs. T
IWN (iShares Russell 2000 Value ETF) is Small Cap Value Equities fund tracking the Russell 2000 Value Index, while T (AT&T Inc.) is a stock. Over the past 10 years, IWN returned 10.58%/yr vs 3.33%/yr for T. At a 0.42 correlation, their price movements are largely independent.
Performance
IWN vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, IWN achieves a 20.82% return, which is significantly higher than T's -2.96% return. Over the past 10 years, IWN has outperformed T with an annualized return of 10.58%, while T has yielded a comparatively lower 3.33% annualized return.
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%
T
- 1D
- 2.52%
- 1M
- -1.87%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.71%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
IWN vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between IWN and T is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.42 |
The correlation between IWN and T shifts across timeframes, from -0.03 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWN vs. T — Risk / Return Rank
IWN
T
IWN vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 2000 Value ETF (IWN) and AT&T Inc. (T). 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.
| IWN | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.94 | ||
| Sortino ratioReturn per unit of downside risk | +3.99 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 0.92 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 5.02 | -0.59 | +5.62 |
| Martin ratioReturn relative to average drawdown | 16.91 | -1.22 | +18.13 |
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Drawdowns
IWN vs. T - Drawdown Comparison
The maximum IWN drawdown since its inception was -61.55%, roughly equal to the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for IWN and T.
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Drawdown Indicators
| IWN | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.55% | -64.15% | +2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -21.87% | +13.42% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -21.87% | -4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -32.01% | +5.31% |
Max Drawdown (10Y)Largest decline over 10 years | -46.08% | -42.35% | -3.73% |
Current DrawdownCurrent decline from peak | 0.00% | -18.12% | +18.12% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -15.72% | +5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 10.64% | -8.13% |
Volatility
IWN vs. T - Volatility Comparison
The current volatility for iShares Russell 2000 Value ETF (IWN) is 5.80%, while AT&T Inc. (T) has a volatility of 8.21%. This indicates that IWN experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWN | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 8.21% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 12.25% | 17.80% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 22.13% | -4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.47% | 24.01% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.41% | 23.73% | -0.32% |
Dividends
IWN vs. T - Dividend Comparison
IWN's dividend yield for the trailing twelve months is around 1.42%, less than T's 4.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Frequently Asked Questions
IWN and T have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to IWN (5.80%). In terms of maximum drawdown, IWN dropped -61.55% vs T's -64.15%.
IWN currently has the higher Sharpe Ratio (2.35 vs -0.59), 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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