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IWR vs. SCHM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWR and SCHM is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

IWR vs. SCHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Midcap ETF (IWR) and Schwab US Mid-Cap ETF (SCHM). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%December2025FebruaryMarchAprilMay
313.40%
363.43%
IWR
SCHM

Key characteristics

Sharpe Ratio

IWR:

0.48

SCHM:

0.28

Sortino Ratio

IWR:

0.81

SCHM:

0.54

Omega Ratio

IWR:

1.11

SCHM:

1.07

Calmar Ratio

IWR:

0.44

SCHM:

0.25

Martin Ratio

IWR:

1.58

SCHM:

0.85

Ulcer Index

IWR:

5.91%

SCHM:

6.91%

Daily Std Dev

IWR:

19.47%

SCHM:

21.28%

Max Drawdown

IWR:

-58.79%

SCHM:

-42.43%

Current Drawdown

IWR:

-9.46%

SCHM:

-12.26%

Returns By Period

In the year-to-date period, IWR achieves a -2.51% return, which is significantly higher than SCHM's -5.14% return. Over the past 10 years, IWR has underperformed SCHM with an annualized return of 8.86%, while SCHM has yielded a comparatively higher 9.39% annualized return.


IWR

YTD

-2.51%

1M

11.67%

6M

-1.32%

1Y

7.80%

5Y*

13.76%

10Y*

8.86%

SCHM

YTD

-5.14%

1M

10.87%

6M

-4.41%

1Y

3.68%

5Y*

13.88%

10Y*

9.39%

*Annualized

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IWR vs. SCHM - Expense Ratio Comparison

IWR has a 0.19% expense ratio, which is higher than SCHM's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IWR: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWR: 0.19%
Expense ratio chart for SCHM: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHM: 0.04%

Risk-Adjusted Performance

IWR vs. SCHM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWR
The Risk-Adjusted Performance Rank of IWR is 4747
Overall Rank
The Sharpe Ratio Rank of IWR is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of IWR is 4747
Sortino Ratio Rank
The Omega Ratio Rank of IWR is 4747
Omega Ratio Rank
The Calmar Ratio Rank of IWR is 5050
Calmar Ratio Rank
The Martin Ratio Rank of IWR is 4646
Martin Ratio Rank

SCHM
The Risk-Adjusted Performance Rank of SCHM is 3333
Overall Rank
The Sharpe Ratio Rank of SCHM is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHM is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SCHM is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SCHM is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SCHM is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWR vs. SCHM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) and Schwab US Mid-Cap ETF (SCHM). 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.


The chart of Sharpe ratio for IWR, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.00
IWR: 0.48
SCHM: 0.28
The chart of Sortino ratio for IWR, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.00
IWR: 0.81
SCHM: 0.54
The chart of Omega ratio for IWR, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
IWR: 1.11
SCHM: 1.07
The chart of Calmar ratio for IWR, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.00
IWR: 0.44
SCHM: 0.25
The chart of Martin ratio for IWR, currently valued at 1.58, compared to the broader market0.0020.0040.0060.00
IWR: 1.58
SCHM: 0.85

The current IWR Sharpe Ratio is 0.48, which is higher than the SCHM Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of IWR and SCHM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.48
0.28
IWR
SCHM

Dividends

IWR vs. SCHM - Dividend Comparison

IWR's dividend yield for the trailing twelve months is around 1.36%, less than SCHM's 1.48% yield.


TTM20242023202220212020201920182017201620152014
IWR
iShares Russell Midcap ETF
1.36%1.27%1.43%1.59%1.05%1.28%1.43%1.98%1.52%1.72%1.59%1.45%
SCHM
Schwab US Mid-Cap ETF
1.48%1.43%1.50%1.67%1.14%1.31%1.48%1.57%1.27%1.51%1.54%1.48%

Drawdowns

IWR vs. SCHM - Drawdown Comparison

The maximum IWR drawdown since its inception was -58.79%, which is greater than SCHM's maximum drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for IWR and SCHM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.46%
-12.26%
IWR
SCHM

Volatility

IWR vs. SCHM - Volatility Comparison

The current volatility for iShares Russell Midcap ETF (IWR) is 13.91%, while Schwab US Mid-Cap ETF (SCHM) has a volatility of 14.88%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.91%
14.88%
IWR
SCHM