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CMBS vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMBS vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares CMBS ETF (CMBS) 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, CMBS achieves a 0.14% return, which is significantly lower than IVV's 10.85% return. Over the past 10 years, CMBS has underperformed IVV with an annualized return of 2.06%, while IVV has yielded a comparatively higher 15.54% annualized return.


CMBS

1D
-0.04%
1M
-0.05%
YTD
0.14%
6M
0.28%
1Y
4.26%
3Y*
5.15%
5Y*
0.79%
10Y*
2.06%

IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMBS vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMBS
iShares CMBS ETF
0.14%7.67%4.27%5.06%-11.21%-1.82%7.86%7.94%0.77%2.95%
IVV
iShares Core S&P 500 ETF
10.85%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between CMBS and IVV is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

-0.05

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2012

-0.07

The correlation between CMBS and IVV shifts across timeframes, from -0.07 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CMBS vs. IVV — Risk / Return Rank

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

CMBS
CMBS Risk / Return Rank: 3232
Overall Rank
CMBS Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CMBS Sortino Ratio Rank: 3333
Sortino Ratio Rank
CMBS Omega Ratio Rank: 2929
Omega Ratio Rank
CMBS Calmar Ratio Rank: 3535
Calmar Ratio Rank
CMBS Martin Ratio Rank: 3232
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

CMBS vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares CMBS ETF (CMBS) 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.


CMBSIVVDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.20

1.43

-0.23

Calmar ratioReturn relative to maximum drawdown

1.76

3.17

-1.41

Martin ratioReturn relative to average drawdown

4.90

14.71

-9.81

CMBS vs. IVV - Sharpe Ratio Comparison

The current CMBS Sharpe Ratio is 1.16, which is lower than the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of CMBS and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CMBSIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.39

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.83

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.86

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.45

-0.02

Drawdowns

CMBS vs. IVV - Drawdown Comparison

The maximum CMBS drawdown since its inception was -15.87%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for CMBS and IVV.


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Drawdown Indicators


CMBSIVVDifference

Max Drawdown

Largest peak-to-trough decline

-15.87%

-55.25%

+39.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-8.89%

+6.45%

Max Drawdown (3Y)

Largest decline over 3 years

-3.29%

-18.75%

+15.46%

Max Drawdown (5Y)

Largest decline over 5 years

-15.87%

-24.53%

+8.66%

Max Drawdown (10Y)

Largest decline over 10 years

-15.87%

-33.90%

+18.03%

Current Drawdown

Current decline from peak

-1.77%

-0.76%

-1.01%

Average Drawdown

Average peak-to-trough decline

-2.95%

-10.78%

+7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

1.91%

-1.04%

Volatility

CMBS vs. IVV - Volatility Comparison

The current volatility for iShares CMBS ETF (CMBS) is 1.11%, while iShares Core S&P 500 ETF (IVV) has a volatility of 2.87%. This indicates that CMBS 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.


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Volatility by Period


CMBSIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

2.87%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

8.90%

-6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

11.80%

-8.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

16.88%

-11.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

18.05%

-12.28%

CMBS vs. IVV - Expense Ratio Comparison

CMBS has a 0.25% 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%.


Dividends

CMBS vs. IVV - Dividend Comparison

CMBS's dividend yield for the trailing twelve months is around 3.58%, more than IVV's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
CMBS
iShares CMBS ETF
3.58%3.45%3.31%2.97%2.65%2.46%2.83%2.74%2.70%2.50%2.29%2.31%
IVV
iShares Core S&P 500 ETF
1.06%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


CMBS and IVV have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVV has higher volatility (2.87%) compared to CMBS (1.11%). In terms of maximum drawdown, CMBS dropped -15.87% vs IVV's -55.25%.

On 10-year performance, IVV leads with 15.54% vs 2.06% for CMBS. On fees, IVV is cheaper at 0.03% per year. On volatility, CMBS has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVV has performed better with a 15.54% return vs 2.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVV is cheaper with a 0.03% expense ratio, compared with 0.25% for CMBS.

CMBS has the higher dividend yield at 3.58%, compared with 1.06% for IVV.

CMBS is categorized as Mortgage Backed Securities, while IVV is S&P 500. CMBS tracks Barclays Capital U.S. CMBS (ERISA Only) Index, while IVV tracks S&P 500 Index. Their fees differ too: 0.25% for CMBS and 0.03% for IVV.

IVV currently has the higher Sharpe Ratio (2.39 vs 1.16), 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.

Portfolio Optimizer

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