IWR vs. COST
IWR (iShares Russell Midcap ETF) is Mid Cap Growth Equities fund tracking the Russell Midcap Index, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, IWR returned 11.79%/yr vs 22.27%/yr for COST. At a 0.50 correlation, their price movements are largely independent.
Performance
IWR vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, IWR achieves a 13.23% return, which is significantly lower than COST's 14.24% return. Over the past 10 years, IWR has underperformed COST with an annualized return of 11.79%, while COST has yielded a comparatively higher 22.27% annualized return.
IWR
- 1D
- 0.93%
- 1M
- 3.80%
- YTD
- 13.23%
- 6M
- 11.96%
- 1Y
- 21.77%
- 3Y*
- 16.40%
- 5Y*
- 7.99%
- 10Y*
- 11.79%
COST
- 1D
- 0.68%
- 1M
- -4.91%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -1.48%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
IWR vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWR iShares Russell Midcap ETF | 13.23% | 10.37% | 15.21% | 17.05% | -17.48% | 22.44% | 16.93% | 30.23% | -9.10% | 18.25% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between IWR and COST is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
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 | 0.50 |
The correlation between IWR and COST shifts across timeframes, from -0.01 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IWR vs. COST — Risk / Return Rank
IWR
COST
IWR vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and Costco Wholesale Corporation (COST). 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.
| IWR | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.00 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | -0.10 | +2.78 |
| Martin ratioReturn relative to average drawdown | 10.26 | -0.22 | +10.48 |
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Drawdowns
IWR vs. COST - Drawdown Comparison
The maximum IWR drawdown since its inception was -58.78%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for IWR and COST.
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Drawdown Indicators
| IWR | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -53.39% | -5.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -15.14% | +6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -21.09% | -20.74% | -0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -31.40% | +5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -31.40% | -9.19% |
Current DrawdownCurrent decline from peak | 0.00% | -10.23% | +10.23% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -13.36% | +5.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 6.67% | -4.54% |
Volatility
IWR vs. COST - Volatility Comparison
The current volatility for iShares Russell Midcap ETF (IWR) is 4.49%, while Costco Wholesale Corporation (COST) has a volatility of 7.44%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWR | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 7.44% | -2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 14.53% | -4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 18.80% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 22.72% | -4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 21.95% | -2.57% |
Dividends
IWR vs. COST - Dividend Comparison
IWR's dividend yield for the trailing twelve months is around 1.14%, more than COST's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
IWR iShares Russell Midcap ETF | 1.14% | 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 COST have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (7.44%) compared to IWR (4.49%). In terms of maximum drawdown, IWR dropped -58.78% vs COST's -53.39%.
IWR currently has the higher Sharpe Ratio (1.59 vs -0.08), 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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