IWS vs. T
IWS (iShares Russell Mid-Cap Value ETF) is Mid Cap Value Equities fund tracking the Russell Midcap Value Index, while T (AT&T Inc.) is a stock. Over the past 10 years, IWS returned 10.08%/yr vs 2.86%/yr for T. At a 0.47 correlation, their price movements are largely independent.
Performance
IWS vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, IWS achieves a 13.43% return, which is significantly higher than T's -7.40% return. Over the past 10 years, IWS has outperformed T with an annualized return of 10.08%, while T has yielded a comparatively lower 2.86% annualized return.
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%
T
- 1D
- -1.10%
- 1M
- -10.57%
- YTD
- -7.40%
- 6M
- -7.40%
- 1Y
- -16.38%
- 3Y*
- 18.39%
- 5Y*
- 6.60%
- 10Y*
- 2.86%
IWS vs. T - 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% |
T AT&T Inc. | -7.40% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between IWS and T 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 | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2001 | 0.47 |
Over the past year, the correlation between IWS and T has dropped to 0.02 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
IWS vs. T — Risk / Return Rank
IWS
T
IWS vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Value ETF (IWS) and AT&T Inc. (T). 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 | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.64 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.89 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | -0.75 | +4.04 |
| Martin ratioReturn relative to average drawdown | 12.38 | -1.59 | +13.97 |
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 | T | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | -0.75 | +2.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.28 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.12 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.38 | +0.04 |
Drawdowns
IWS vs. T - Drawdown Comparison
The maximum IWS drawdown since its inception was -62.40%, roughly equal to the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for IWS and T.
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Drawdown Indicators
| IWS | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -64.15% | +1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.53% | -21.87% | +14.34% |
Max Drawdown (3Y)Largest decline over 3 years | -20.57% | -21.87% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -32.01% | +10.78% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | -42.35% | -1.48% |
Current DrawdownCurrent decline from peak | -1.83% | -21.87% | +20.04% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -15.72% | +7.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 10.34% | -8.34% |
Volatility
IWS vs. T - Volatility Comparison
The current volatility for iShares Russell Mid-Cap Value ETF (IWS) is 3.45%, while AT&T Inc. (T) has a volatility of 7.50%. This indicates that IWS experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWS | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 7.50% | -4.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 17.57% | -7.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 21.98% | -8.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 23.97% | -6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 23.71% | -4.34% |
Dividends
IWS vs. T - Dividend Comparison
IWS's dividend yield for the trailing twelve months is around 1.36%, less than T's 4.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
T AT&T Inc. | 4.93% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Frequently Asked Questions
IWS and T 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.
T has higher volatility (7.50%) compared to IWS (3.45%). In terms of maximum drawdown, IWS dropped -62.40% vs T's -64.15%.
IWS currently has the higher Sharpe Ratio (1.87 vs -0.75), 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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