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Issuer
iShares
Inception Date
Sep 22, 2020
Region
North America (U.S.)
Category
S&P 500, ESG
Leveraged
1x (No leverage)
Index Tracked
S&P 500 Sustainablility Screened Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$647M

Share Price Chart


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Performance

XVV Performance Chart

iShares ESG Screened S&P 500 ETF (XVV) is up 6.6% since the beginning of the year. XVV is currently trading at $56 per share. Investors who bought $1,000 worth of XVV shares 5 years ago would now be looking at an investment worth $1,817.


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S&P 500 Index

Returns By Period

iShares ESG Screened S&P 500 ETF (XVV) has returned 6.55% so far this year and 22.18% over the past 12 months.


iShares ESG Screened S&P 500 ETF

1D
-1.36%
1M
-1.49%
YTD
6.55%
6M
5.50%
1Y
22.18%
3Y*
20.50%
5Y*
12.69%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XVV Monthly Returns History

Based on dividend-adjusted daily data since Sep 24, 2020, XVV's average daily return is +0.07%, while the average monthly return is +1.37%. At this rate, an investment would double in approximately 4.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +11.5%, while the worst month was Apr 2022 at -9.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XVV closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Apr 4, 2025 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.59%-1.47%-5.54%11.51%5.29%-3.06%6.55%
20252.78%-1.91%-6.09%-0.39%6.60%5.22%2.25%2.00%3.84%2.43%0.03%0.12%17.53%
20242.12%5.57%2.97%-4.30%4.85%4.25%0.87%2.28%2.26%-0.82%5.93%-2.20%25.87%
20237.05%-1.92%3.90%1.31%1.46%6.70%2.98%-1.36%-5.16%-2.12%9.88%4.68%29.78%
2022-5.88%-3.53%3.46%-9.54%-0.16%-8.31%9.55%-4.37%-9.38%7.16%5.66%-6.07%-21.46%
2021-0.95%2.85%4.07%5.37%0.54%2.61%2.45%3.38%-4.81%7.09%-0.37%4.22%29.19%

Benchmark Metrics

iShares ESG Screened S&P 500 ETF has an annualized alpha of 0.69%, beta of 1.03, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since September 24, 2020.

  • This ETF captured 105.83% of S&P 500 Index gains and 101.96% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.03 and R2 of 0.98, 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
0.69%
Beta
1.03
0.98
Upside Capture
105.83%
Downside Capture
101.96%

Expense Ratio

XVV has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

XVV ranks 50 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.


XVV Risk / Return Rank: 5050
Overall Rank
XVV Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XVV Sortino Ratio Rank: 4949
Sortino Ratio Rank
XVV Omega Ratio Rank: 5050
Omega Ratio Rank
XVV Calmar Ratio Rank: 4444
Calmar Ratio Rank
XVV Martin Ratio Rank: 5454
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 ESG Screened S&P 500 ETF (XVV) 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.


XVVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

2.10

2.46

-0.35

Martin ratioReturn relative to average drawdown

9.02

10.92

-1.90

Dividends

Dividend History

iShares ESG Screened S&P 500 ETF provided a 0.95% dividend yield over the last twelve months, with an annual payout of $0.53 per share. The fund has been increasing its distributions for 5 consecutive years.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.10$0.20$0.30$0.40$0.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.53$0.49$0.47$0.45$0.45$0.30$0.09

Dividend yield

0.95%0.94%1.05%1.25%1.57%0.81%0.31%

Monthly Dividends

The table displays the monthly dividend distributions for iShares ESG Screened S&P 500 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$0.12$0.00$0.00$0.13$0.25
2025$0.00$0.00$0.11$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.15$0.49
2024$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.14$0.00$0.00$0.14$0.47
2023$0.00$0.00$0.11$0.00$0.00$0.07$0.00$0.00$0.15$0.00$0.00$0.12$0.45
2022$0.00$0.00$0.13$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.11$0.45
2021$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.09$0.30

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 ESG Screened S&P 500 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 ESG Screened S&P 500 ETF was 27.20%, occurring on Oct 12, 2022. Recovery took 296 trading sessions.

The current iShares ESG Screened S&P 500 ETF drawdown is 3.41%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-27.20%Oct 2022
9mo 16d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-19.59%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025
2026 correction2026
-10.59%Mar 2026
2mo 17d16d
3mo 3dJan 2026 - Apr 2026
2024 pullback2024
-9.16%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024
2020 pullback2020
-7.74%Oct 2020
17d10d
27dOct 2020 - Nov 2020

Drawdown Indicators


XVVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-27.20%

-56.78%

+29.58%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-9.10%

-1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-18.90%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

-25.43%

-1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.41%

-3.21%

-0.20%

Average Drawdown

Average peak-to-trough decline

-5.84%

-10.71%

+4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.04%

+0.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with XVV

Add iShares ESG Screened S&P 500 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with XVV