IWS vs. EPD
IWS (iShares Russell Mid-Cap Value ETF) is Mid Cap Value Equities fund tracking the Russell Midcap Value Index, while EPD (Enterprise Products Partners L.P.) is a stock. Over the past 10 years, IWS returned 10.08%/yr vs 10.45%/yr for EPD. At a 0.43 correlation, their price movements are largely independent.
Performance
IWS vs. EPD - Performance Comparison
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Returns By Period
In the year-to-date period, IWS achieves a 13.43% return, which is significantly lower than EPD's 20.66% return. Both investments have delivered pretty close results over the past 10 years, with IWS having a 10.08% annualized return and EPD not far ahead at 10.45%.
IWS
- 1D
- 0.04%
- 1M
- 1.01%
- YTD
- 13.43%
- 6M
- 13.77%
- 1Y
- 24.70%
- 3Y*
- 16.23%
- 5Y*
- 8.15%
- 10Y*
- 10.08%
EPD
- 1D
- -0.77%
- 1M
- 0.89%
- YTD
- 20.66%
- 6M
- 18.26%
- 1Y
- 27.33%
- 3Y*
- 21.14%
- 5Y*
- 16.72%
- 10Y*
- 10.45%
IWS vs. EPD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWS iShares Russell Mid-Cap Value ETF | 13.43% | 10.82% | 12.91% | 12.52% | -12.29% | 28.10% | 4.83% | 26.73% | -12.43% | 13.14% |
EPD Enterprise Products Partners L.P. | 20.66% | 9.45% | 28.00% | 17.71% | 18.32% | 21.40% | -23.61% | 21.88% | -1.32% | 4.24% |
Correlation
The correlation between IWS and EPD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2001 | 0.43 |
Over the past year, the correlation between IWS and EPD has dropped to 0.15 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
IWS vs. EPD — Risk / Return Rank
IWS
EPD
IWS vs. EPD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Value ETF (IWS) and Enterprise Products Partners L.P. (EPD). 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.
| IWS | EPD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 3.63 | -0.34 |
| Martin ratioReturn relative to average drawdown | 12.38 | 11.00 | +1.38 |
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
| IWS | EPD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.74 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.98 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.43 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.54 | -0.12 |
Drawdowns
IWS vs. EPD - Drawdown Comparison
The maximum IWS drawdown since its inception was -62.40%, which is greater than EPD's maximum drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for IWS and EPD.
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Drawdown Indicators
| IWS | EPD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -58.78% | -3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.53% | -7.56% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -20.57% | -15.40% | -5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -18.06% | -3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | -58.04% | +14.21% |
Current DrawdownCurrent decline from peak | -1.83% | -5.73% | +3.90% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -10.13% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.49% | -0.49% |
Volatility
IWS vs. EPD - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Value ETF (IWS) is 3.45%, while Enterprise Products Partners L.P. (EPD) has a volatility of 6.17%. This indicates that IWS experiences smaller price fluctuations and is considered to be less risky than EPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWS | EPD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 6.17% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 13.16% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 15.81% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 17.23% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 24.16% | -4.79% |
Dividends
IWS vs. EPD - Dividend Comparison
IWS's dividend yield for the trailing twelve months is around 1.36%, less than EPD's 5.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 5.84% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
IWS iShares Russell Mid-Cap Value ETF | 1.36% | 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 EPD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPD has higher volatility (6.17%) compared to IWS (3.45%). In terms of maximum drawdown, IWS dropped -62.40% vs EPD's -58.78%.
IWS currently has the higher Sharpe Ratio (1.87 vs 1.74), 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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