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6TVM.DE vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 6TVM.DE and IVV is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

6TVM.DE vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi S&P 500 II UCITS ETF USD Dist (6TVM.DE) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
80.32%
80.89%
6TVM.DE
IVV

Key characteristics

Sharpe Ratio

6TVM.DE:

0.32

IVV:

0.55

Sortino Ratio

6TVM.DE:

0.53

IVV:

0.90

Omega Ratio

6TVM.DE:

1.08

IVV:

1.13

Calmar Ratio

6TVM.DE:

0.25

IVV:

0.57

Martin Ratio

6TVM.DE:

0.85

IVV:

2.23

Ulcer Index

6TVM.DE:

6.79%

IVV:

4.83%

Daily Std Dev

6TVM.DE:

18.40%

IVV:

19.30%

Max Drawdown

6TVM.DE:

-23.38%

IVV:

-55.25%

Current Drawdown

6TVM.DE:

-14.05%

IVV:

-7.59%

Returns By Period

In the year-to-date period, 6TVM.DE achieves a -10.54% return, which is significantly lower than IVV's -3.33% return.


6TVM.DE

YTD

-10.54%

1M

6.44%

6M

-8.15%

1Y

5.97%

5Y*

N/A

10Y*

N/A

IVV

YTD

-3.33%

1M

13.74%

6M

-4.58%

1Y

10.62%

5Y*

15.86%

10Y*

12.38%

*Annualized

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6TVM.DE vs. IVV - Expense Ratio Comparison

6TVM.DE has a 0.07% expense ratio, which is higher than IVV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

6TVM.DE vs. IVV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6TVM.DE
The Risk-Adjusted Performance Rank of 6TVM.DE is 4141
Overall Rank
The Sharpe Ratio Rank of 6TVM.DE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of 6TVM.DE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of 6TVM.DE is 4343
Omega Ratio Rank
The Calmar Ratio Rank of 6TVM.DE is 4141
Calmar Ratio Rank
The Martin Ratio Rank of 6TVM.DE is 3939
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6363
Overall Rank
The Sharpe Ratio Rank of IVV is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6666
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

6TVM.DE vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 II UCITS ETF USD Dist (6TVM.DE) and iShares Core S&P 500 ETF (IVV). 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.


The current 6TVM.DE Sharpe Ratio is 0.32, which is lower than the IVV Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of 6TVM.DE and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.59
0.54
6TVM.DE
IVV

Dividends

6TVM.DE vs. IVV - Dividend Comparison

6TVM.DE's dividend yield for the trailing twelve months is around 1.35%, less than IVV's 1.37% yield.


TTM20242023202220212020201920182017201620152014
6TVM.DE
Amundi S&P 500 II UCITS ETF USD Dist
1.35%1.21%0.95%2.04%0.93%0.51%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.37%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

6TVM.DE vs. IVV - Drawdown Comparison

The maximum 6TVM.DE drawdown since its inception was -23.38%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for 6TVM.DE and IVV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.68%
-7.59%
6TVM.DE
IVV

Volatility

6TVM.DE vs. IVV - Volatility Comparison

The current volatility for Amundi S&P 500 II UCITS ETF USD Dist (6TVM.DE) is 10.06%, while iShares Core S&P 500 ETF (IVV) has a volatility of 11.24%. This indicates that 6TVM.DE experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.06%
11.24%
6TVM.DE
IVV