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IWS vs. C
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IWS vs. C

Last updated Jun 14, 2026

IWS (iShares Russell Mid-Cap Value ETF) is Mid Cap Value Equities fund tracking the Russell Midcap Value Index, while C (Citigroup Inc.) is a stock. Over the past 10 years, IWS returned 10.51%/yr vs 16.22%/yr for C. A 0.68 correlation means they provide meaningful diversification when combined.

Performance

IWS vs. C - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Mid-Cap Value ETF (IWS) and Citigroup Inc. (C). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWS achieves a 16.45% return, which is significantly lower than C's 21.02% return. Over the past 10 years, IWS has underperformed C with an annualized return of 10.51%, while C has yielded a comparatively higher 16.22% annualized return.

IWS

1D
1.16%
1M
5.35%
YTD
16.45%
6M
15.28%
1Y
29.26%
3Y*
16.65%
5Y*
8.67%
10Y*
10.51%

C

1D
1.27%
1M
13.30%
YTD
21.02%
6M
26.32%
1Y
87.27%
3Y*
46.87%
5Y*
16.80%
10Y*
16.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWS vs. C - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWS
iShares Russell Mid-Cap Value ETF		16.45%10.82%12.91%12.52%-12.29%28.10%4.83%26.73%-12.43%13.14%
C
Citigroup Inc.		21.02%70.38%41.93%18.98%-22.09%0.93%-19.70%57.82%-28.49%27.03%

Correlation

The correlation between IWS and C is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2001

0.68

The correlation between IWS and C shifts across timeframes, from 0.56 (1 year) to 0.69 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Russell Mid-Cap Value ETF

Citigroup Inc.

Often compared with IWS:
IWS vs. IWPIWS vs. IWNIWS vs. IMCVIWS vs. IWDIWS vs. FIMVXIWS vs. IVVIWS vs. VBR
Often compared with C:
C vs. BACC vs. SPYC vs. XLFC vs. VTIC vs. TFCC vs. CRC vs. CMRE

Return for Risk

IWS vs. C — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWS
IWS Risk / Return Rank: 7676
Overall Rank
IWS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IWS Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWS Omega Ratio Rank: 6969
Omega Ratio Rank
IWS Calmar Ratio Rank: 8080
Calmar Ratio Rank
IWS Martin Ratio Rank: 8181
Martin Ratio Rank
C
C Risk / Return Rank: 9494
Overall Rank
C Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
C Sortino Ratio Rank: 9494
Sortino Ratio Rank
C Omega Ratio Rank: 9292
Omega Ratio Rank
C Calmar Ratio Rank: 9494
Calmar Ratio Rank
C Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWS vs. C - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Value ETF (IWS) and Citigroup Inc. (C). 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.

IWSCDifference
Sharpe ratioReturn per unit of total volatility
2.05
2.93

-0.89

Sortino ratioReturn per unit of downside risk
2.91
3.57

-0.66

Omega ratioGain probability vs. loss probability

1.36

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

3.68

5.64

-1.96

Martin ratioReturn relative to average drawdown

13.82

16.25

-2.43

IWS vs. C - Sharpe Ratio Comparison

The current IWS Sharpe Ratio is 2.05, which is lower than the C Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of IWS and C, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IWS vs. C - Drawdown Comparison

The maximum IWS drawdown since its inception was -62.40%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for IWS and C.

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Drawdown Indicators

IWSCDifference

Max Drawdown

Largest peak-to-trough decline

-62.40%

-98.00%

+35.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-14.76%

+7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-20.57%

-31.31%

+10.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.23%

-44.31%

+23.08%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-56.51%

+12.68%

Current Drawdown

Current decline from peak

0.00%

-62.68%

+62.68%

Average Drawdown

Average peak-to-trough decline

-8.01%

-43.51%

+35.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

5.12%

-3.12%

Volatility

IWS vs. C - Volatility Comparison

The current volatility for iShares Russell Mid-Cap Value ETF (IWS) is 4.29%, while Citigroup Inc. (C) has a volatility of 8.30%. This indicates that IWS experiences smaller price fluctuations and is considered to be less risky than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

8.30%

-4.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

23.09%

-13.12%

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

28.37%

-14.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

29.20%

-11.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

33.23%

-13.86%

Dividends

IWS vs. C - Dividend Comparison

IWS's dividend yield for the trailing twelve months is around 1.32%, less than C's 1.72% yield.

PositionTTM20252024202320222021202020192018201720162015
C
Citigroup Inc.		1.72%1.99%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%
IWS
iShares Russell Mid-Cap Value ETF		1.32%1.53%1.50%1.76%1.93%1.39%1.87%1.97%2.53%1.96%2.10%2.14%

Frequently Asked Questions

IWS and C have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

C has higher volatility (8.30%) compared to IWS (4.29%). In terms of maximum drawdown, IWS dropped -62.40% vs C's -98.00%.

C currently has the higher Sharpe Ratio (2.93 vs 2.05), 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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