IWR vs. ASML
IWR (iShares Russell Midcap ETF) is Mid Cap Growth Equities fund tracking the Russell Midcap Index, while ASML (ASML Holding N.V.) is a stock. Over the past 10 years, IWR returned 11.41%/yr vs 34.75%/yr for ASML. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
IWR vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, IWR achieves a 10.71% return, which is significantly lower than ASML's 64.06% return. Over the past 10 years, IWR has underperformed ASML with an annualized return of 11.41%, while ASML has yielded a comparatively higher 34.75% annualized return.
IWR
- 1D
- 0.08%
- 1M
- 1.05%
- YTD
- 10.71%
- 6M
- 10.50%
- 1Y
- 19.23%
- 3Y*
- 16.25%
- 5Y*
- 7.68%
- 10Y*
- 11.41%
ASML
- 1D
- 6.54%
- 1M
- 9.86%
- YTD
- 64.06%
- 6M
- 56.76%
- 1Y
- 134.10%
- 3Y*
- 36.05%
- 5Y*
- 21.93%
- 10Y*
- 34.75%
IWR vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWR iShares Russell Midcap ETF | 10.71% | 10.37% | 15.21% | 17.05% | -17.48% | 22.44% | 16.93% | 30.23% | -9.10% | 18.25% |
ASML ASML Holding N.V. | 64.06% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
Correlation
The correlation between IWR and ASML is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2001 | 0.62 |
The correlation between IWR and ASML shifts across timeframes, from 0.48 (1 year) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWR vs. ASML — Risk / Return Rank
IWR
ASML
IWR vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and ASML Holding N.V. (ASML). 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.
| IWR | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.45 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 7.56 | -5.19 |
| Martin ratioReturn relative to average drawdown | 9.09 | 20.33 | -11.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWR | ASML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 3.24 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.52 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.90 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.56 | -0.07 |
Drawdowns
IWR vs. ASML - Drawdown Comparison
The maximum IWR drawdown since its inception was -58.78%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for IWR and ASML.
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Drawdown Indicators
| IWR | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -90.00% | +31.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -17.85% | +9.68% |
Max Drawdown (3Y)Largest decline over 3 years | -21.09% | -45.38% | +24.29% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -56.84% | +30.66% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -56.84% | +16.25% |
Current DrawdownCurrent decline from peak | -2.04% | -0.48% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -28.14% | +20.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 6.62% | -4.50% |
Volatility
IWR vs. ASML - Volatility Comparison
The current volatility for iShares Russell Midcap ETF (IWR) is 3.59%, while ASML Holding N.V. (ASML) has a volatility of 15.94%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWR | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 15.94% | -12.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 33.30% | -23.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 41.73% | -28.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 42.23% | -23.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 38.62% | -19.24% |
Dividends
IWR vs. ASML - Dividend Comparison
IWR's dividend yield for the trailing twelve months is around 1.17%, more than ASML's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.50% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
IWR iShares Russell Midcap ETF | 1.17% | 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
IWR and ASML have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (15.94%) compared to IWR (3.59%). In terms of maximum drawdown, IWR dropped -58.78% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.24 vs 1.43), 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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