T vs. IWN
T (AT&T Inc.) is a stock, while IWN (iShares Russell 2000 Value ETF) is Small Cap Value Equities fund tracking the Russell 2000 Value Index. Over the past 10 years, T returned 2.86%/yr vs 10.05%/yr for IWN. At a 0.42 correlation, their price movements are largely independent.
Performance
T vs. IWN - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.40% return, which is significantly lower than IWN's 16.90% return. Over the past 10 years, T has underperformed IWN with an annualized return of 2.86%, while IWN has yielded a comparatively higher 10.05% annualized return.
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%
IWN
- 1D
- 0.86%
- 1M
- -0.18%
- YTD
- 16.90%
- 6M
- 16.09%
- 1Y
- 39.09%
- 3Y*
- 16.65%
- 5Y*
- 6.08%
- 10Y*
- 10.05%
T vs. IWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.40% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
IWN iShares Russell 2000 Value ETF | 16.90% | 12.40% | 7.63% | 14.56% | -14.77% | 27.96% | 4.66% | 22.01% | -13.01% | 7.69% |
Correlation
The correlation between T and IWN 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2000 | 0.42 |
The correlation between T and IWN shifts across timeframes, from -0.02 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
T vs. IWN — Risk / Return Rank
T
IWN
T vs. IWN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and iShares Russell 2000 Value ETF (IWN). 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.
| T | IWN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.94 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.37 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 4.65 | -5.40 |
| Martin ratioReturn relative to average drawdown | -1.59 | 15.56 | -17.15 |
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
| T | IWN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.75 | 2.19 | -2.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.28 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.43 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.01 |
Drawdowns
T vs. IWN - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, roughly equal to the maximum IWN drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for T and IWN.
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Drawdown Indicators
| T | IWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -61.55% | -2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -8.45% | -13.42% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -26.70% | +4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -26.70% | -5.31% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -46.08% | +3.73% |
Current DrawdownCurrent decline from peak | -21.87% | -1.91% | -19.96% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -10.15% | -5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.34% | 2.52% | +7.82% |
Volatility
T vs. IWN - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 7.50% compared to iShares Russell 2000 Value ETF (IWN) at 5.31%. This indicates that T's price experiences larger fluctuations and is considered to be riskier than IWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| T | IWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 5.31% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 17.57% | 12.13% | +5.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 17.99% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 21.47% | +2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.71% | 23.41% | +0.30% |
Dividends
T vs. IWN - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.93%, more than IWN's 1.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 1.46% | 1.70% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% |
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
T and IWN 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 IWN (5.31%). In terms of maximum drawdown, T dropped -64.15% vs IWN's -61.55%.
IWN currently has the higher Sharpe Ratio (2.19 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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