WDC vs. IYZ
WDC (Western Digital Corporation) is a stock, while IYZ (iShares U.S. Telecommunications ETF) is Communications Equities fund tracking the Dow Jones U.S. Select Telecommunications Index. Over the past 10 years, WDC returned 35.83%/yr vs 5.71%/yr for IYZ. At a 0.44 correlation, their price movements are largely independent.
Performance
WDC vs. IYZ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WDC achieves a 279.64% return, which is significantly higher than IYZ's 28.55% return. Over the past 10 years, WDC has outperformed IYZ with an annualized return of 35.83%, while IYZ has yielded a comparatively lower 5.71% annualized return.
WDC
- 1D
- 16.10%
- 1M
- 35.62%
- YTD
- 279.64%
- 6M
- 280.15%
- 1Y
- 1,076.48%
- 3Y*
- 177.90%
- 5Y*
- 63.97%
- 10Y*
- 35.83%
IYZ
- 1D
- -0.79%
- 1M
- 1.50%
- YTD
- 28.55%
- 6M
- 31.94%
- 1Y
- 57.01%
- 3Y*
- 27.64%
- 5Y*
- 7.66%
- 10Y*
- 5.71%
WDC vs. IYZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDC Western Digital Corporation | 279.64% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
IYZ iShares U.S. Telecommunications ETF | 28.55% | 29.28% | 20.53% | 3.90% | -30.29% | 11.69% | 4.13% | 16.14% | -8.59% | -11.86% |
Correlation
The correlation between WDC and IYZ is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.44 |
The correlation between WDC and IYZ shifts across timeframes, from 0.34 (3 years) to 0.47 (5 years), reflecting how their relationship changes across market environments.
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
WDC vs. IYZ — Risk / Return Rank
WDC
IYZ
WDC vs. IYZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) and iShares U.S. Telecommunications ETF (IYZ). 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.
| WDC | IYZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +13.12 | ||
| Sortino ratioReturn per unit of downside risk | +3.31 | ||
| Omega ratioGain probability vs. loss probability | 2.01 | 1.53 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 52.84 | 6.65 | +46.19 |
| Martin ratioReturn relative to average drawdown | 179.30 | 26.10 | +153.20 |
Loading charts...
Drawdowns
WDC vs. IYZ - Drawdown Comparison
The maximum WDC drawdown since its inception was -96.20%, which is greater than IYZ's maximum drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for WDC and IYZ.
Loading charts...
Drawdown Indicators
| WDC | IYZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.20% | -77.11% | -19.09% |
Max Drawdown (1Y)Largest decline over 1 year | -20.59% | -8.62% | -11.97% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -13.85% | -35.80% |
Max Drawdown (5Y)Largest decline over 5 years | -57.55% | -39.74% | -17.81% |
Max Drawdown (10Y)Largest decline over 10 years | -70.49% | -39.74% | -30.75% |
Current DrawdownCurrent decline from peak | 0.00% | -5.52% | +5.52% |
Average DrawdownAverage peak-to-trough decline | -52.06% | -40.09% | -11.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 2.19% | +3.87% |
Volatility
WDC vs. IYZ - Volatility Comparison
Western Digital Corporation (WDC) has a higher volatility of 25.93% compared to iShares U.S. Telecommunications ETF (IYZ) at 8.04%. This indicates that WDC's price experiences larger fluctuations and is considered to be riskier than IYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WDC | IYZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.93% | 8.04% | +17.89% |
Volatility (6M)Calculated over the trailing 6-month period | 55.32% | 15.62% | +39.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.30% | 18.64% | +48.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.39% | 18.89% | +30.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.90% | 19.31% | +29.59% |
Dividends
WDC vs. IYZ - Dividend Comparison
WDC's dividend yield for the trailing twelve months is around 0.08%, less than IYZ's 1.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYZ iShares U.S. Telecommunications ETF | 1.91% | 2.04% | 1.94% | 2.27% | 2.55% | 2.51% | 2.60% | 2.36% | 2.15% | 3.54% | 2.27% | 1.98% |
WDC Western Digital Corporation | 0.08% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 1.81% | 2.36% | 5.41% | 2.51% | 2.94% | 3.33% |
Frequently Asked Questions
WDC and IYZ have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (25.93%) compared to IYZ (8.04%). In terms of maximum drawdown, WDC dropped -96.20% vs IYZ's -77.11%.
WDC currently has the higher Sharpe Ratio (16.20 vs 3.08), 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 WDC and IYZ
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