WMT vs. IWS
WMT (Walmart 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, WMT returned 19.77%/yr vs 10.51%/yr for IWS. At a 0.40 correlation, their price movements are largely independent.
Performance
WMT vs. IWS - Performance Comparison
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Returns By Period
In the year-to-date period, WMT achieves a 9.07% return, which is significantly lower than IWS's 16.45% return. Over the past 10 years, WMT has outperformed IWS with an annualized return of 19.77%, while IWS has yielded a comparatively lower 10.51% annualized return.
WMT
- 1D
- 0.45%
- 1M
- -7.93%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 28.71%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
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%
WMT vs. IWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
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 WMT and IWS is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2001 | 0.40 |
Over the past year, the correlation between WMT and IWS has dropped to 0.04 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
WMT vs. IWS — Risk / Return Rank
WMT
IWS
WMT vs. IWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) 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.
| WMT | IWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.68 | -1.85 |
| Martin ratioReturn relative to average drawdown | 5.82 | 13.82 | -8.00 |
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Drawdowns
WMT vs. IWS - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than IWS's maximum drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for WMT and IWS.
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Drawdown Indicators
| WMT | IWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -62.40% | -14.74% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -7.53% | -8.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -20.57% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -21.23% | -4.51% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -43.83% | +18.09% |
Current DrawdownCurrent decline from peak | -9.81% | 0.00% | -9.81% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -8.01% | -6.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 2.00% | +2.94% |
Volatility
WMT vs. IWS - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 9.86% compared to iShares Russell Mid-Cap Value ETF (IWS) at 4.29%. This indicates that WMT'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
| WMT | IWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 4.29% | +5.57% |
Volatility (6M)Calculated over the trailing 6-month period | 18.49% | 9.97% | +8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 13.53% | +10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 17.36% | +4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 19.37% | +2.36% |
Dividends
WMT vs. IWS - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.80%, less 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% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Frequently Asked Questions
WMT and IWS have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (9.86%) compared to IWS (4.29%). In terms of maximum drawdown, WMT dropped -77.14% vs IWS's -62.40%.
IWS currently has the higher Sharpe Ratio (2.05 vs 1.22), 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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