PG vs. IWS
PG (The Procter & Gamble Company) 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, PG returned 8.64%/yr vs 10.08%/yr for IWS. At a 0.41 correlation, their price movements are largely independent.
Performance
PG vs. IWS - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 2.74% return, which is significantly lower than IWS's 13.43% return. Over the past 10 years, PG has underperformed IWS with an annualized return of 8.64%, while IWS has yielded a comparatively higher 10.08% annualized return.
PG
- 1D
- -0.98%
- 1M
- -0.90%
- YTD
- 2.74%
- 6M
- 6.43%
- 1Y
- -8.99%
- 3Y*
- 2.29%
- 5Y*
- 4.10%
- 10Y*
- 8.64%
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%
PG vs. IWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.74% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
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% |
Correlation
The correlation between PG and IWS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2001 | 0.41 |
Over the past year, the correlation between PG and IWS has dropped to 0.18 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
PG vs. IWS — Risk / Return Rank
PG
IWS
PG vs. IWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | IWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.25 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.33 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.58 | 3.29 | -3.87 |
| Martin ratioReturn relative to average drawdown | -1.04 | 12.38 | -13.42 |
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
| PG | IWS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 1.87 | -2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.47 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.52 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.42 | +0.04 |
Drawdowns
PG vs. IWS - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for PG and IWS.
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Drawdown Indicators
| PG | IWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -62.40% | +8.15% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -7.53% | -7.99% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -20.57% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -21.23% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -43.83% | +20.06% |
Current DrawdownCurrent decline from peak | -15.91% | -1.83% | -14.08% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -8.02% | -4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 2.00% | +6.93% |
Volatility
PG vs. IWS - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 7.01% compared to iShares Russell Mid-Cap Value ETF (IWS) at 3.45%. This indicates that PG'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
| PG | IWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | 3.45% | +3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 9.74% | +5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 13.30% | +5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.79% | 17.32% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 19.37% | -0.32% |
Dividends
PG vs. IWS - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.94%, more than IWS's 1.36% 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% |
PG The Procter & Gamble Company | 2.94% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Frequently Asked Questions
PG and IWS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (7.01%) compared to IWS (3.45%). In terms of maximum drawdown, PG dropped -54.25% vs IWS's -62.40%.
IWS currently has the higher Sharpe Ratio (1.87 vs -0.48), 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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