IWR vs. MCD
IWR (iShares Russell Midcap ETF) is Mid Cap Growth Equities fund tracking the Russell Midcap Index, while MCD (McDonald's Corporation) is a stock. Over the past 10 years, IWR returned 11.79%/yr vs 11.46%/yr for MCD. At a 0.45 correlation, their price movements are largely independent.
Performance
IWR vs. MCD - Performance Comparison
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Returns By Period
In the year-to-date period, IWR achieves a 13.23% return, which is significantly higher than MCD's -5.66% return. Both investments have delivered pretty close results over the past 10 years, with IWR having a 11.79% annualized return and MCD not far behind at 11.46%.
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%
MCD
- 1D
- 0.01%
- 1M
- 4.00%
- YTD
- -5.66%
- 6M
- -8.96%
- 1Y
- -3.77%
- 3Y*
- 1.94%
- 5Y*
- 6.16%
- 10Y*
- 11.46%
IWR vs. MCD - 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% |
MCD McDonald's Corporation | -5.66% | 7.89% | 0.14% | 15.06% | 0.51% | 27.79% | 11.30% | 13.97% | 5.78% | 45.05% |
Correlation
The correlation between IWR and MCD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2001 | 0.45 |
Over the past year, the correlation between IWR and MCD has dropped to 0.16 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
IWR vs. MCD — Risk / Return Rank
IWR
MCD
IWR vs. MCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and McDonald's Corporation (MCD). 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 | MCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.98 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | -0.20 | +2.88 |
| Martin ratioReturn relative to average drawdown | 10.26 | -0.50 | +10.76 |
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Drawdowns
IWR vs. MCD - Drawdown Comparison
The maximum IWR drawdown since its inception was -58.78%, smaller than the maximum MCD drawdown of -73.20%. Use the drawdown chart below to compare losses from any high point for IWR and MCD.
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Drawdown Indicators
| IWR | MCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -73.20% | +14.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -19.05% | +10.88% |
Max Drawdown (3Y)Largest decline over 3 years | -21.09% | -19.05% | -2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -19.05% | -7.13% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -36.90% | -3.69% |
Current DrawdownCurrent decline from peak | 0.00% | -15.46% | +15.46% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -14.89% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 7.53% | -5.40% |
Volatility
IWR vs. MCD - Volatility Comparison
The current volatility for iShares Russell Midcap ETF (IWR) is 4.49%, while McDonald's Corporation (MCD) has a volatility of 4.96%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky than MCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWR | MCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.96% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 12.20% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 16.62% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 17.27% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.38% | 20.40% | -1.02% |
Dividends
IWR vs. MCD - Dividend Comparison
IWR's dividend yield for the trailing twelve months is around 1.14%, less than MCD's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MCD McDonald's Corporation | 2.58% | 2.35% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% |
Frequently Asked Questions
IWR and MCD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCD has higher volatility (4.96%) compared to IWR (4.49%). In terms of maximum drawdown, IWR dropped -58.78% vs MCD's -73.20%.
IWR currently has the higher Sharpe Ratio (1.59 vs -0.23), 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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