T vs. IWS
T (AT&T Inc.) 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, T returned 3.33%/yr vs 10.51%/yr for IWS. At a 0.47 correlation, their price movements are largely independent.
Performance
T vs. IWS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, T achieves a -2.96% return, which is significantly lower than IWS's 16.45% return. Over the past 10 years, T has underperformed IWS with an annualized return of 3.33%, while IWS has yielded a comparatively higher 10.51% annualized return.
T
- 1D
- 2.52%
- 1M
- -4.69%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.96%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
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%
T vs. IWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
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 T and IWS is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2001 | 0.47 |
Over the past year, the correlation between T and IWS has dropped to 0.01 - well below their long-term average of 0.47, 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
T vs. IWS — Risk / Return Rank
T
IWS
T vs. IWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.
| T | IWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.36 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.68 | -4.27 |
| Martin ratioReturn relative to average drawdown | -1.22 | 13.82 | -15.04 |
Loading charts...
Drawdowns
T vs. IWS - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, roughly equal to the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for T and IWS.
Loading charts...
Drawdown Indicators
| T | IWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -62.40% | -1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -21.87% | -7.53% | -14.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.87% | -20.57% | -1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -21.23% | -10.78% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -43.83% | +1.48% |
Current DrawdownCurrent decline from peak | -18.12% | 0.00% | -18.12% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -8.01% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.64% | 2.00% | +8.64% |
Volatility
T vs. IWS - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to iShares Russell Mid-Cap Value ETF (IWS) at 4.29%. This indicates that T'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.
Loading charts...
Volatility by Period
| T | IWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 4.29% | +3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 17.80% | 9.97% | +7.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.13% | 13.53% | +8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.01% | 17.36% | +6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.73% | 19.37% | +4.36% |
Dividends
T vs. IWS - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.71%, more than IWS's 1.32% 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% |
T AT&T Inc. | 4.71% | 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 IWS have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to IWS (4.29%). In terms of maximum drawdown, T dropped -64.15% vs IWS's -62.40%.
IWS currently has the higher Sharpe Ratio (2.05 vs -0.59), 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 T and IWS
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