BOE vs. IVV
Compare and contrast key facts about BlackRock Enhanced Global Dividend Trust (BOE) and iShares Core S&P 500 ETF (IVV).
BOE is an actively managed fund by BlackRock. It was launched on May 26, 2005. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Performance
BOE vs. IVV - Performance Comparison
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BOE vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BOE BlackRock Enhanced Global Dividend Trust | -4.40% | 18.77% | 16.76% | 12.00% | -15.49% | 18.94% | 7.39% | 26.08% | -19.23% | 29.71% |
IVV iShares Core S&P 500 ETF | -4.38% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Returns By Period
The year-to-date returns for both investments are quite close, with BOE having a -4.40% return and IVV slightly higher at -4.38%. Over the past 10 years, BOE has underperformed IVV with an annualized return of 8.20%, while IVV has yielded a comparatively higher 14.02% annualized return.
BOE
- 1D
- 3.20%
- 1M
- -8.38%
- YTD
- -4.40%
- 6M
- -1.14%
- 1Y
- 10.19%
- 3Y*
- 11.95%
- 5Y*
- 6.77%
- 10Y*
- 8.20%
IVV
- 1D
- 2.88%
- 1M
- -4.99%
- YTD
- -4.38%
- 6M
- -1.80%
- 1Y
- 17.69%
- 3Y*
- 18.29%
- 5Y*
- 11.76%
- 10Y*
- 14.02%
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BOE vs. IVV - Expense Ratio Comparison
BOE has a 1.11% expense ratio, which is higher than IVV's 0.03% expense ratio.
Return for Risk
BOE vs. IVV — Risk / Return Rank
BOE
IVV
BOE vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Enhanced Global Dividend Trust (BOE) 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.
| BOE | IVV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.97 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.49 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.53 | -0.64 |
Martin ratioReturn relative to average drawdown | 3.63 | 7.32 | -3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BOE | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.97 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.70 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.78 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.42 | -0.15 |
Correlation
The correlation between BOE and IVV is 0.67, 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.
Dividends
BOE vs. IVV - Dividend Comparison
BOE's dividend yield for the trailing twelve months is around 9.05%, more than IVV's 1.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOE BlackRock Enhanced Global Dividend Trust | 9.05% | 8.47% | 7.20% | 7.62% | 7.91% | 6.21% | 6.93% | 6.88% | 9.03% | 18.90% | 9.08% | 9.12% |
IVV iShares Core S&P 500 ETF | 1.23% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Drawdowns
BOE vs. IVV - Drawdown Comparison
The maximum BOE drawdown since its inception was -59.39%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BOE and IVV.
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Drawdown Indicators
| BOE | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.39% | -55.25% | -4.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -12.06% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -26.13% | -24.53% | -1.60% |
Max Drawdown (10Y)Largest decline over 10 years | -36.55% | -33.90% | -2.65% |
Current DrawdownCurrent decline from peak | -8.68% | -6.26% | -2.42% |
Average DrawdownAverage peak-to-trough decline | -9.42% | -10.85% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.53% | +0.30% |
Volatility
BOE vs. IVV - Volatility Comparison
BlackRock Enhanced Global Dividend Trust (BOE) has a higher volatility of 6.10% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. This indicates that BOE's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOE | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 5.30% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 9.45% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 18.31% | -1.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 16.89% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 18.04% | -1.73% |