XOM vs. IWS
XOM (Exxon Mobil Corporation) 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, XOM returned 9.64%/yr vs 10.51%/yr for IWS. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
XOM vs. IWS - Performance Comparison
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Returns By Period
In the year-to-date period, XOM achieves a 23.81% return, which is significantly higher than IWS's 16.45% return. Over the past 10 years, XOM has underperformed IWS with an annualized return of 9.64%, while IWS has yielded a comparatively higher 10.51% annualized return.
XOM
- 1D
- 0.28%
- 1M
- -2.35%
- YTD
- 23.81%
- 6M
- 25.40%
- 1Y
- 38.24%
- 3Y*
- 15.15%
- 5Y*
- 23.23%
- 10Y*
- 9.64%
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%
XOM vs. IWS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 23.81% | 15.98% | 11.26% | -6.26% | 87.41% | 57.58% | -36.21% | 7.23% | -15.09% | -3.81% |
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 XOM 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 | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2001 | 0.56 |
Over the past year, the correlation between XOM and IWS has dropped to 0.01 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
XOM vs. IWS — Risk / Return Rank
XOM
IWS
XOM vs. IWS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) 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.
| XOM | IWS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 3.68 | -1.23 |
| Martin ratioReturn relative to average drawdown | 6.56 | 13.82 | -7.26 |
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Drawdowns
XOM vs. IWS - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, roughly equal to the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for XOM and IWS.
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Drawdown Indicators
| XOM | IWS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -62.40% | 0.00% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -7.53% | -8.16% |
Max Drawdown (3Y)Largest decline over 3 years | -18.92% | -20.57% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -21.23% | +0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -61.34% | -43.83% | -17.51% |
Current DrawdownCurrent decline from peak | -13.68% | 0.00% | -13.68% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -8.01% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 2.00% | +3.84% |
Volatility
XOM vs. IWS - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 9.08% compared to iShares Russell Mid-Cap Value ETF (IWS) at 4.29%. This indicates that XOM'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
| XOM | IWS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.08% | 4.29% | +4.79% |
Volatility (6M)Calculated over the trailing 6-month period | 20.51% | 9.97% | +10.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.51% | 13.53% | +10.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.77% | 17.36% | +9.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.20% | 19.37% | +8.83% |
Dividends
XOM vs. IWS - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 2.78%, 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% |
XOM Exxon Mobil Corporation | 2.78% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
XOM 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.
XOM has higher volatility (9.08%) compared to IWS (4.29%). In terms of maximum drawdown, XOM dropped -62.40% vs IWS's -62.40%.
IWS currently has the higher Sharpe Ratio (2.05 vs 1.57), 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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