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CRQ.NEO vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRQ.NEO vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Fundamental Index ETF (CRQ.NEO) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CRQ.NEO is traded in CAD, while IVV is traded in USD. To make them comparable, the IVV values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRQ.NEO achieves a 15.93% return, which is significantly higher than IVV's 12.26% return. Over the past 10 years, CRQ.NEO has underperformed IVV with an annualized return of 13.44%, while IVV has yielded a comparatively higher 16.41% annualized return.


CRQ.NEO

1D
-0.32%
1M
3.58%
YTD
15.93%
6M
18.90%
1Y
42.87%
3Y*
26.01%
5Y*
17.59%
10Y*
13.44%

IVV

1D
0.00%
1M
6.28%
YTD
12.26%
6M
10.28%
1Y
30.08%
3Y*
23.86%
5Y*
17.14%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRQ.NEO vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRQ.NEO
iShares Canadian Fundamental Index ETF
15.93%31.87%22.17%9.76%0.89%33.95%-2.73%19.66%-10.18%6.98%
IVV
iShares Core S&P 500 ETF
12.26%12.44%35.67%23.52%-12.33%27.59%16.40%24.63%3.61%14.00%

Correlation

The correlation between CRQ.NEO and IVV is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.39

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

0.37

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

0.47

The correlation between CRQ.NEO and IVV shifts across timeframes, from 0.32 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CRQ.NEO vs. IVV — Risk / Return Rank

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

CRQ.NEO
CRQ.NEO Risk / Return Rank: 9696
Overall Rank
CRQ.NEO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CRQ.NEO Sortino Ratio Rank: 9797
Sortino Ratio Rank
CRQ.NEO Omega Ratio Rank: 9898
Omega Ratio Rank
CRQ.NEO Calmar Ratio Rank: 9292
Calmar Ratio Rank
CRQ.NEO Martin Ratio Rank: 9595
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 7474
Overall Rank
IVV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7575
Sortino Ratio Rank
IVV Omega Ratio Rank: 7575
Omega Ratio Rank
IVV Calmar Ratio Rank: 6666
Calmar Ratio Rank
IVV Martin Ratio Rank: 7979
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.

CRQ.NEO vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Fundamental Index ETF (CRQ.NEO) 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.


CRQ.NEOIVVDifference
Sharpe ratioReturn per unit of total volatility

+1.81

Sortino ratioReturn per unit of downside risk

+2.68

Omega ratioGain probability vs. loss probability

2.00

1.49

+0.51

Calmar ratioReturn relative to maximum drawdown

6.30

3.52

+2.78

Martin ratioReturn relative to average drawdown

30.78

13.38

+17.40

CRQ.NEO vs. IVV - Sharpe Ratio Comparison

The current CRQ.NEO Sharpe Ratio is 4.41, which is higher than the IVV Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of CRQ.NEO 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


CRQ.NEOIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.41

2.60

+1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.43

1.15

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

1.01

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.13

-0.44

Drawdowns

CRQ.NEO vs. IVV - Drawdown Comparison

The maximum CRQ.NEO drawdown since its inception was -41.75%, which is greater than IVV's maximum drawdown of -27.53%. Use the drawdown chart below to compare losses from any high point for CRQ.NEO and IVV.


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Drawdown Indicators


CRQ.NEOIVVDifference

Max Drawdown

Largest peak-to-trough decline

-41.75%

-27.53%

-14.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.84%

-8.59%

+1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-11.70%

-19.00%

+7.30%

Max Drawdown (5Y)

Largest decline over 5 years

-15.82%

-22.10%

+6.28%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

-27.53%

-14.22%

Current Drawdown

Current decline from peak

-0.32%

-0.35%

+0.03%

Average Drawdown

Average peak-to-trough decline

-5.62%

-3.21%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

2.25%

-0.85%

Volatility

CRQ.NEO vs. IVV - Volatility Comparison

iShares Canadian Fundamental Index ETF (CRQ.NEO) has a higher volatility of 2.99% compared to iShares Core S&P 500 ETF (IVV) at 2.75%. This indicates that CRQ.NEO'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


CRQ.NEOIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

2.75%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

8.82%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

9.76%

11.64%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.41%

14.97%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

16.31%

-0.04%

CRQ.NEO vs. IVV - Expense Ratio Comparison

CRQ.NEO has a 0.72% expense ratio, which is higher than IVV's 0.03% expense ratio.


Dividends

CRQ.NEO vs. IVV - Dividend Comparison

CRQ.NEO's dividend yield for the trailing twelve months is around 1.90%, more than IVV's 1.06% yield.


PositionTTM20252024202320222021202020192018201720162015
CRQ.NEO
iShares Canadian Fundamental Index ETF
1.90%2.18%2.72%2.97%2.90%2.17%2.98%2.71%2.46%1.91%1.89%3.09%
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


CRQ.NEO and IVV have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.72% for CRQ.NEO.

CRQ.NEO is categorized as Canada Equities, while IVV is S&P 500. CRQ.NEO tracks FTSE RAFI Canada Index, while IVV tracks S&P 500 Index. Their fees differ too: 0.72% for CRQ.NEO and 0.03% for IVV.

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