AAPL vs. IVLU
AAPL (Apple Inc) is a stock, while IVLU (iShares MSCI International Value Factor ETF) is Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value Index. Over the past 10 years, AAPL returned 29.36%/yr vs 11.63%/yr for IVLU. At a 0.42 correlation, their price movements are largely independent.
Performance
AAPL vs. IVLU - Performance Comparison
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Returns By Period
In the year-to-date period, AAPL achieves a 7.29% return, which is significantly lower than IVLU's 12.96% return. Over the past 10 years, AAPL has outperformed IVLU with an annualized return of 29.36%, while IVLU has yielded a comparatively lower 11.63% annualized return.
AAPL
- 1D
- -1.52%
- 1M
- -2.59%
- YTD
- 7.29%
- 6M
- 4.81%
- 1Y
- 46.73%
- 3Y*
- 17.21%
- 5Y*
- 18.59%
- 10Y*
- 29.36%
IVLU
- 1D
- 0.56%
- 1M
- 0.70%
- YTD
- 12.96%
- 6M
- 14.33%
- 1Y
- 33.78%
- 3Y*
- 23.53%
- 5Y*
- 14.06%
- 10Y*
- 11.63%
AAPL vs. IVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAPL Apple Inc | 7.29% | 9.05% | 30.71% | 49.01% | -26.40% | 34.65% | 82.31% | 88.96% | -5.39% | 48.46% |
IVLU iShares MSCI International Value Factor ETF | 12.96% | 46.09% | 6.76% | 20.07% | -5.73% | 15.60% | -4.50% | 15.60% | -15.10% | 23.10% |
Correlation
The correlation between AAPL and IVLU is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2015 | 0.42 |
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Return for Risk
AAPL vs. IVLU — Risk / Return Rank
AAPL
IVLU
AAPL vs. IVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and iShares MSCI International Value Factor ETF (IVLU). 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.
| AAPL | IVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 2.90 | +0.50 |
| Martin ratioReturn relative to average drawdown | 8.47 | 11.01 | -2.54 |
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Drawdowns
AAPL vs. IVLU - Drawdown Comparison
The maximum AAPL drawdown since its inception was -81.80%, which is greater than IVLU's maximum drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for AAPL and IVLU.
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Drawdown Indicators
| AAPL | IVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.80% | -41.85% | -39.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.80% | -11.69% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -33.36% | -15.48% | -17.88% |
Max Drawdown (5Y)Largest decline over 5 years | -33.36% | -26.04% | -7.32% |
Max Drawdown (10Y)Largest decline over 10 years | -38.52% | -41.85% | +3.33% |
Current DrawdownCurrent decline from peak | -7.64% | -0.53% | -7.11% |
Average DrawdownAverage peak-to-trough decline | -29.59% | -8.57% | -21.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 3.09% | +2.44% |
Volatility
AAPL vs. IVLU - Volatility Comparison
Apple Inc (AAPL) has a higher volatility of 6.73% compared to iShares MSCI International Value Factor ETF (IVLU) at 5.44%. This indicates that AAPL's price experiences larger fluctuations and is considered to be riskier than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAPL | IVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 5.44% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 12.85% | +3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.64% | 15.65% | +6.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.52% | 16.58% | +10.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.92% | 17.66% | +11.26% |
Dividends
AAPL vs. IVLU - Dividend Comparison
AAPL's dividend yield for the trailing twelve months is around 0.36%, less than IVLU's 3.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL Apple Inc | 0.36% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
IVLU iShares MSCI International Value Factor ETF | 3.28% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
Frequently Asked Questions
AAPL and IVLU have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAPL has higher volatility (6.73%) compared to IVLU (5.44%). In terms of maximum drawdown, AAPL dropped -81.80% vs IVLU's -41.85%.
IVLU currently has the higher Sharpe Ratio (2.17 vs 2.07), 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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