IWR vs. CB
IWR (iShares Russell Midcap ETF) is Mid Cap Growth Equities fund tracking the Russell Midcap Index, while CB (Chubb Limited) is a stock. Over the past 10 years, IWR returned 11.41%/yr vs 11.89%/yr for CB. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
IWR vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, IWR achieves a 10.71% return, which is significantly higher than CB's 3.43% return. Both investments have delivered pretty close results over the past 10 years, with IWR having a 11.41% annualized return and CB not far ahead at 11.89%.
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%
CB
- 1D
- -1.35%
- 1M
- 0.70%
- YTD
- 3.43%
- 6M
- 8.96%
- 1Y
- 10.97%
- 3Y*
- 20.64%
- 5Y*
- 15.72%
- 10Y*
- 11.89%
IWR vs. CB - 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% |
CB Chubb Limited | 3.43% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between IWR and CB is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2001 | 0.53 |
Over the past year, the correlation between IWR and CB has dropped to 0.05 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
IWR vs. CB — Risk / Return Rank
IWR
CB
IWR vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and Chubb Limited (CB). 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 | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.12 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 1.18 | +1.19 |
| Martin ratioReturn relative to average drawdown | 9.09 | 2.70 | +6.40 |
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 | CB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.62 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.78 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.50 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.40 | +0.09 |
Drawdowns
IWR vs. CB - Drawdown Comparison
The maximum IWR drawdown since its inception was -58.78%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for IWR and CB.
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Drawdown Indicators
| IWR | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -50.99% | -7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -9.36% | +1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -21.09% | -14.35% | -6.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -19.26% | -6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -42.59% | +2.00% |
Current DrawdownCurrent decline from peak | -2.04% | -5.81% | +3.77% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -10.68% | +2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 4.52% | -2.40% |
Volatility
IWR vs. CB - Volatility Comparison
The current volatility for iShares Russell Midcap ETF (IWR) is 3.59%, while Chubb Limited (CB) has a volatility of 6.11%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWR | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 6.11% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 13.14% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 17.69% | -4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 20.34% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 23.69% | -4.31% |
Dividends
IWR vs. CB - Dividend Comparison
IWR's dividend yield for the trailing twelve months is around 1.17%, less than CB's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.21% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
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 CB have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CB has higher volatility (6.11%) compared to IWR (3.59%). In terms of maximum drawdown, IWR dropped -58.78% vs CB's -50.99%.
IWR currently has the higher Sharpe Ratio (1.43 vs 0.62), 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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