IWS vs. KO
IWS (iShares Russell Mid-Cap Value ETF) is Mid Cap Value Equities fund tracking the Russell Midcap Value Index, while KO (The Coca-Cola Company) is a stock. Over the past 10 years, IWS returned 10.51%/yr vs 9.55%/yr for KO. At a 0.44 correlation, their price movements are largely independent.
Performance
IWS vs. KO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IWS achieves a 16.45% return, which is significantly lower than KO's 18.99% return. Over the past 10 years, IWS has outperformed KO with an annualized return of 10.51%, while KO has yielded a comparatively lower 9.55% annualized return.
IWS
- 1D
- 1.16%
- 1M
- 4.03%
- YTD
- 16.45%
- 6M
- 15.28%
- 1Y
- 27.58%
- 3Y*
- 16.65%
- 5Y*
- 8.67%
- 10Y*
- 10.51%
KO
- 1D
- 0.11%
- 1M
- 2.94%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 17.68%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
IWS vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
KO The Coca-Cola Company | 18.99% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between IWS and KO is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2001 | 0.44 |
Over the past year, the correlation between IWS and KO has dropped to 0.02 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IWS vs. KO — Risk / Return Rank
IWS
KO
IWS vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Value ETF (IWS) and The Coca-Cola Company (KO). 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.
| IWS | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.19 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 2.26 | +1.42 |
| Martin ratioReturn relative to average drawdown | 13.82 | 4.51 | +9.31 |
Loading charts...
Drawdowns
IWS vs. KO - Drawdown Comparison
The maximum IWS drawdown since its inception was -62.40%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for IWS and KO.
Loading charts...
Drawdown Indicators
| IWS | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -68.23% | +5.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.53% | -7.87% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -20.57% | -16.26% | -4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -17.27% | -3.96% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | -36.99% | -6.84% |
Current DrawdownCurrent decline from peak | 0.00% | -1.16% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -16.09% | +8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 3.98% | -1.98% |
Volatility
IWS vs. KO - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Value ETF (IWS) is 4.29%, while The Coca-Cola Company (KO) has a volatility of 6.70%. This indicates that IWS experiences smaller price fluctuations and is considered to be less risky than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IWS | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | 6.70% | -2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 12.87% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 16.73% | -3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 16.18% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 18.24% | +1.13% |
Dividends
IWS vs. KO - Dividend Comparison
IWS's dividend yield for the trailing twelve months is around 1.32%, less than KO's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
KO The Coca-Cola Company | 2.49% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Frequently Asked Questions
IWS and KO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KO has higher volatility (6.70%) compared to IWS (4.29%). In terms of maximum drawdown, IWS dropped -62.40% vs KO's -68.23%.
IWS currently has the higher Sharpe Ratio (2.05 vs 1.06), 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.
Find the right allocation for IWS and KO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer