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ISIN
US4642874089
CUSIP
464287408
Issuer
iShares
Inception Date
May 22, 2000
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Value Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$47B

Share Price Chart


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Performance

IVE Performance Chart

iShares S&P 500 Value ETF (IVE) is up 7.8% since the beginning of the year. IVE is currently trading at $227 per share. Investors who bought $1,000 worth of IVE shares 5 years ago would now be looking at an investment worth $1,707.


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S&P 500 Index

Returns By Period

iShares S&P 500 Value ETF (IVE) has returned 7.78% so far this year and 21.20% over the past 12 months. Over the last ten years, IVE has returned 12.06% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares S&P 500 Value ETF

1D
0.20%
1M
-0.13%
YTD
7.78%
6M
7.22%
1Y
21.20%
3Y*
15.15%
5Y*
11.29%
10Y*
12.06%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVE Monthly Returns History

Based on dividend-adjusted daily data since May 26, 2000, IVE's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Oct 2008 at -17.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IVE closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.44%2.23%-4.58%5.93%1.90%-0.09%7.78%
20252.77%0.53%-2.98%-3.75%3.03%3.84%0.80%3.51%1.71%1.10%1.74%0.30%13.02%
20240.21%2.95%4.61%-4.29%2.98%-0.69%4.77%2.91%1.06%-1.28%5.92%-6.91%12.03%
20236.97%-3.03%1.33%1.73%-1.87%6.77%3.45%-2.79%-4.58%-1.82%9.57%5.55%22.07%
2022-1.66%-1.42%3.03%-4.97%1.65%-8.26%5.91%-2.85%-8.50%11.52%5.90%-3.89%-5.41%
2021-1.59%5.90%6.40%3.65%2.37%-1.13%0.79%1.64%-3.30%4.55%-3.25%7.02%24.72%

Benchmark Metrics

iShares S&P 500 Value ETF has an annualized alpha of 1.23%, beta of 0.96, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since May 26, 2000.

  • With beta of 0.96 and R2 of 0.90, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.23%
Beta
0.96
0.90
Upside Capture
100.67%
Downside Capture
96.81%

Expense Ratio

IVE has an expense ratio of 0.18%, which is considered low.


Return for Risk

Risk / Return Rank

IVE ranks 69 for risk / return — better than 69% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


IVE Risk / Return Rank: 6969
Overall Rank
IVE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IVE Sortino Ratio Rank: 6868
Sortino Ratio Rank
IVE Omega Ratio Rank: 6767
Omega Ratio Rank
IVE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IVE Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) and compare them to S&P 500 Index.

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.


IVEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

3.44

2.78

+0.65

Martin ratioReturn relative to average drawdown

13.05

12.44

+0.61

Dividends

Dividend History

iShares S&P 500 Value ETF provided a 1.56% dividend yield over the last twelve months, with an annual payout of $3.54 per share.


1.60%1.80%2.00%2.20%2.40%2.60%2.80%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.54$3.42$3.89$2.87$3.05$2.83$3.03$2.74$2.78$2.42$2.29$2.16

Dividend yield

1.56%1.61%2.04%1.65%2.10%1.81%2.37%2.11%2.74%2.12%2.26%2.44%

Monthly Dividends

The table displays the monthly dividend distributions for iShares S&P 500 Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.78$0.00$0.00$0.90$1.68
2025$0.00$0.00$0.75$0.00$0.00$0.81$0.00$0.00$0.87$0.00$0.00$1.00$3.42
2024$0.00$0.00$0.84$0.00$0.00$0.85$0.00$0.00$1.14$0.00$0.00$1.06$3.89
2023$0.00$0.00$0.69$0.00$0.00$0.55$0.00$0.00$0.84$0.00$0.00$0.79$2.87
2022$0.00$0.00$0.71$0.00$0.00$0.59$0.00$0.00$0.91$0.00$0.00$0.84$3.05
2021$0.00$0.00$0.69$0.00$0.00$0.53$0.00$0.00$0.85$0.00$0.00$0.76$2.83

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares S&P 500 Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares S&P 500 Value ETF was 61.32%, occurring on Mar 9, 2009. Recovery took 1006 trading sessions.

The current iShares S&P 500 Value ETF drawdown is 0.94%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-61.32%Mar 2009
1y 5mo3y 12mo
5y 5moOct 2007 - Mar 2013
Dot-com crash2000–2002
-44.21%Oct 2002
1y 8mo2y 2mo
3y 10moFeb 2001 - Dec 2004
COVID crash2020
-37.04%Mar 2020
1mo 9d9mo 19d
10mo 28dFeb 2020 - Jan 2021
Rate-hike selloffLate 2018
-19.26%Dec 2018
10mo 29d4mo 10d
1y 3moJan 2018 - May 2019
Bear market2022
-18.04%Sep 2022
5mo 12d4mo 4d
9mo 16dApr 2022 - Feb 2023

Drawdown Indicators


IVEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-61.32%

-56.78%

-4.54%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-9.10%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-17.58%

-18.90%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-25.43%

+7.39%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

-33.92%

-3.12%

Current Drawdown

Current decline from peak

-0.94%

-1.80%

+0.86%

Average Drawdown

Average peak-to-trough decline

-10.08%

-10.71%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.03%

-0.40%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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