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BALQ vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BALQ vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Nasdaq Premium Income Active ETF (BALQ) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BALQ achieves a 18.59% return, which is significantly higher than IVV's 8.20% return.


BALQ

1D
-3.11%
1M
-0.12%
YTD
18.59%
6M
17.39%
1Y
3Y*
5Y*
10Y*

IVV

1D
-1.42%
1M
-1.34%
YTD
8.20%
6M
7.25%
1Y
23.72%
3Y*
20.79%
5Y*
13.13%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BALQ vs. IVV - Yearly Performance Comparison


Correlation

The correlation between BALQ and IVV is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 3, 2025

0.95

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Return for Risk

BALQ vs. IVV — Risk / Return Rank

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

BALQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IVV
IVV Risk / Return Rank: 5959
Overall Rank
IVV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5656
Sortino Ratio Rank
IVV Omega Ratio Rank: 5858
Omega Ratio Rank
IVV Calmar Ratio Rank: 5656
Calmar Ratio Rank
IVV Martin Ratio Rank: 6767
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.

BALQ vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq Premium Income Active ETF (BALQ) 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.

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.


BALQIVVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.68

Martin ratioReturn relative to average drawdown

11.98

BALQ vs. IVV - Sharpe Ratio Comparison


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Drawdowns

BALQ vs. IVV - Drawdown Comparison

The maximum BALQ drawdown since its inception was -11.79%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BALQ and IVV.


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Drawdown Indicators


BALQIVVDifference

Max Drawdown

Largest peak-to-trough decline

-11.79%

-55.25%

+43.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-3.71%

-3.14%

-0.57%

Average Drawdown

Average peak-to-trough decline

-2.40%

-10.76%

+8.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

BALQ vs. IVV - Volatility Comparison


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Volatility by Period


BALQIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

12.48%

+8.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.62%

16.98%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

18.07%

+2.55%

BALQ vs. IVV - Expense Ratio Comparison

BALQ has a 0.35% expense ratio, which is higher than IVV's 0.03% expense ratio.


Dividends

BALQ vs. IVV - Dividend Comparison

BALQ's dividend yield for the trailing twelve months is around 4.76%, more than IVV's 1.11% yield.


PositionTTM20252024202320222021202020192018201720162015
BALQ
iShares Nasdaq Premium Income Active ETF
4.76%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.11%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


With a correlation of 0.95, BALQ and IVV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IVV is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IVV is cheaper with a 0.03% expense ratio, compared with 0.35% for BALQ.

BALQ has the higher dividend yield at 4.76%, compared with 1.11% for IVV.

BALQ is categorized as Nasdaq-100, while IVV is S&P 500. Their fees differ too: 0.35% for BALQ and 0.03% for IVV.

Portfolio Optimizer

Find the right allocation for BALQ and IVV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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