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ISIN
US0925288013
Issuer
iShares
Inception Date
Jun 28, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$123M

Share Price Chart


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Performance

IVVB Performance Chart

iShares Large Cap Deep Buffer ETF (IVVB) is up 4.3% since the beginning of the year. IVVB is currently trading at $34 per share.


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S&P 500 Index

Returns By Period

iShares Large Cap Deep Buffer ETF (IVVB) has returned 4.29% so far this year and 13.57% over the past 12 months.


iShares Large Cap Deep Buffer ETF

1D
-0.24%
1M
0.03%
YTD
4.29%
6M
3.84%
1Y
13.57%
3Y*
5Y*
10Y*

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)

IVVB Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 2023, IVVB's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +6.3%, while the worst month was Mar 2025 at -5.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, IVVB closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.18%-0.30%-3.96%5.95%1.91%-0.30%4.29%
20251.91%-0.74%-5.09%-0.31%3.93%2.08%1.65%1.57%2.20%1.77%0.48%0.04%9.60%
20241.38%3.63%1.33%-2.84%3.31%3.36%1.07%2.01%2.37%-0.46%4.24%-1.90%18.66%
20230.04%2.02%-0.67%-4.56%-1.47%6.27%1.31%2.64%

Benchmark Metrics

iShares Large Cap Deep Buffer ETF has an annualized alpha of 0.43%, beta of 0.59, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since June 30, 2023.

  • This ETF participated in 73.72% of S&P 500 Index downside but only 60.61% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.59 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.43%
Beta
0.59
0.91
Upside Capture
60.61%
Downside Capture
73.72%

Expense Ratio

IVVB has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IVVB ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IVVB Risk / Return Rank: 5656
Overall Rank
IVVB Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IVVB Sortino Ratio Rank: 5656
Sortino Ratio Rank
IVVB Omega Ratio Rank: 5858
Omega Ratio Rank
IVVB Calmar Ratio Rank: 4949
Calmar Ratio Rank
IVVB Martin Ratio Rank: 5959
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 Large Cap Deep Buffer ETF (IVVB) 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.


IVVBBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.37

2.78

-0.41

Martin ratioReturn relative to average drawdown

10.10

12.44

-2.34

Dividends

Dividend History

iShares Large Cap Deep Buffer ETF provided a 1.17% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


0.90%1.00%1.10%1.20%$0.00$0.10$0.20$0.30$0.4020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.40$0.40$0.27

Dividend yield

1.17%1.22%0.87%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Large Cap Deep Buffer 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$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2024$0.27$0.27

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 Large Cap Deep Buffer 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 Large Cap Deep Buffer ETF was 13.08%, occurring on Apr 8, 2025. Recovery took 72 trading sessions.

The current iShares Large Cap Deep Buffer ETF drawdown is 0.42%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-13.08%Apr 2025
1mo 17d3mo 16d
5mo 3dFeb 2025 - Jul 2025
2023 pullback2023
-7.77%Oct 2023
2mo 28d1mo 17d
4mo 15dJul 2023 - Dec 2023
2026 pullback2026
-5.75%Mar 2026
1mo 25d23d
2mo 18dFeb 2026 - Apr 2026
2024 pullback2024
-5.35%Aug 2024
21d14d
1mo 5dJul 2024 - Aug 2024
2024 pullback2024
-3.51%Apr 2024
18d26d
1mo 14dApr 2024 - May 2024

Drawdown Indicators


IVVBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.08%

-56.78%

+43.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.75%

-9.10%

+3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.42%

-1.80%

+1.38%

Average Drawdown

Average peak-to-trough decline

-1.59%

-10.71%

+9.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

2.03%

-0.68%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with IVVB

Add iShares Large Cap Deep Buffer ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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