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JPM vs. IWS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JPM vs. IWS

Last updated Jun 13, 2026

JPM (JPMorgan Chase & Co.) is a stock, while IWS (iShares Russell Mid-Cap Value ETF) is Mid Cap Value Equities fund tracking the Russell Midcap Value Index. Over the past 10 years, JPM returned 21.02%/yr vs 10.51%/yr for IWS. A 0.69 correlation means they provide meaningful diversification when combined.

Performance

JPM vs. IWS - Performance Comparison

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

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Returns By Period

In the year-to-date period, JPM achieves a 0.50% return, which is significantly lower than IWS's 16.45% return. Over the past 10 years, JPM has outperformed IWS with an annualized return of 21.02%, while IWS has yielded a comparatively lower 10.51% annualized return.

JPM

1D
2.31%
1M
6.82%
YTD
0.50%
6M
1.66%
1Y
21.89%
3Y*
34.22%
5Y*
17.82%
10Y*
21.02%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPM vs. IWS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
JPM
JPMorgan Chase & Co.		0.50%37.27%44.29%30.63%-12.64%27.75%-5.53%47.26%-6.62%26.76%
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%

Correlation

The correlation between JPM and IWS is 0.54, 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

0.54

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

0.58

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

0.66

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

0.68

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

0.70

The correlation between JPM and IWS shifts across timeframes, from 0.54 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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JPMorgan Chase & Co.

iShares Russell Mid-Cap Value ETF

Often compared with JPM:
JPM vs. BACJPM vs. SPYJPM vs. BLKJPM vs. AXPJPM vs. VOOJPM vs. UBSJPM vs. HSBC
Often compared with IWS:
IWS vs. IWPIWS vs. IWNIWS vs. IMCVIWS vs. IWDIWS vs. FIMVXIWS vs. IVVIWS vs. VBR

Return for Risk

JPM vs. IWS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JPM
JPM Risk / Return Rank: 6969
Overall Rank
JPM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
JPM Sortino Ratio Rank: 6666
Sortino Ratio Rank
JPM Omega Ratio Rank: 6666
Omega Ratio Rank
JPM Calmar Ratio Rank: 7070
Calmar Ratio Rank
JPM Martin Ratio Rank: 7070
Martin Ratio Rank
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
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.

JPM vs. IWS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) and iShares Russell Mid-Cap Value ETF (IWS). 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.

JPMIWSDifference
Sharpe ratioReturn per unit of total volatility
1.01
2.05

-1.04

Sortino ratioReturn per unit of downside risk
1.43
2.91

-1.48

Omega ratioGain probability vs. loss probability

1.18

1.36

-0.17

Calmar ratioReturn relative to maximum drawdown

1.42

3.68

-2.26

Martin ratioReturn relative to average drawdown

3.36

13.82

-10.46

JPM vs. IWS - Sharpe Ratio Comparison

The current JPM Sharpe Ratio is 1.01, which is lower than the IWS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of JPM and IWS, 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

JPM vs. IWS - Drawdown Comparison

The maximum JPM drawdown since its inception was -76.16%, which is greater than IWS's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for JPM and IWS.

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Drawdown Indicators

JPMIWSDifference

Max Drawdown

Largest peak-to-trough decline

-76.16%

-62.40%

-13.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-7.53%

-7.94%

Max Drawdown (3Y)

Largest decline over 3 years

-24.42%

-20.57%

-3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-38.77%

-21.23%

-17.54%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

-43.83%

+0.20%

Current Drawdown

Current decline from peak

-3.66%

0.00%

-3.66%

Average Drawdown

Average peak-to-trough decline

-17.62%

-8.01%

-9.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

2.00%

+4.54%

Volatility

JPM vs. IWS - Volatility Comparison

JPMorgan Chase & Co. (JPM) has a higher volatility of 6.35% compared to iShares Russell Mid-Cap Value ETF (IWS) at 4.29%. This indicates that JPM's price experiences larger fluctuations and is considered to be riskier than IWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

JPMIWSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

4.29%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

9.97%

+6.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

13.53%

+8.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.46%

17.36%

+7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.39%

19.37%

+8.02%

Dividends

JPM vs. IWS - Dividend Comparison

JPM's dividend yield for the trailing twelve months is around 1.84%, more than IWS's 1.32% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
JPM
JPMorgan Chase & Co.		1.84%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%

Frequently Asked Questions

JPM and IWS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JPM has higher volatility (6.35%) compared to IWS (4.29%). In terms of maximum drawdown, JPM dropped -76.16% vs IWS's -62.40%.

IWS currently has the higher Sharpe Ratio (2.05 vs 1.01), 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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