CTVA vs. IXUS
CTVA (Corteva, Inc.) is a stock, while IXUS (iShares Core MSCI Total International Stock ETF) is Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA IMI Index (Net). Over the past 5 years, CTVA returned 12.21%/yr vs 8.41%/yr for IXUS. At a 0.45 correlation, their price movements are largely independent.
Performance
CTVA vs. IXUS - Performance Comparison
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Returns By Period
In the year-to-date period, CTVA achieves a 16.09% return, which is significantly higher than IXUS's 14.67% return.
CTVA
- 1D
- -0.44%
- 1M
- -7.46%
- YTD
- 16.09%
- 6M
- 17.38%
- 1Y
- 9.57%
- 3Y*
- 12.52%
- 5Y*
- 12.21%
- 10Y*
- —
IXUS
- 1D
- 0.14%
- 1M
- 3.59%
- YTD
- 14.67%
- 6M
- 17.05%
- 1Y
- 31.47%
- 3Y*
- 19.69%
- 5Y*
- 8.41%
- 10Y*
- 9.72%
CTVA vs. IXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CTVA Corteva, Inc. | 16.09% | 18.89% | 20.24% | -17.51% | 25.58% | 23.55% | 33.49% | 2.91% |
IXUS iShares Core MSCI Total International Stock ETF | 14.67% | 32.40% | 5.19% | 15.83% | -16.47% | 8.86% | 10.80% | 12.24% |
Correlation
The correlation between CTVA and IXUS is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since May 28, 2019 | 0.45 |
Over the past year, the correlation between CTVA and IXUS has dropped to 0.20 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
CTVA vs. IXUS — Risk / Return Rank
CTVA
IXUS
CTVA vs. IXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corteva, Inc. (CTVA) and iShares Core MSCI Total International Stock ETF (IXUS). 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.
| CTVA | IXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.38 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 2.78 | -2.32 |
| Martin ratioReturn relative to average drawdown | 1.01 | 10.89 | -9.88 |
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
| CTVA | IXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 2.06 | -1.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.52 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.49 | +0.01 |
Drawdowns
CTVA vs. IXUS - Drawdown Comparison
The maximum CTVA drawdown since its inception was -34.76%, roughly equal to the maximum IXUS drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for CTVA and IXUS.
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Drawdown Indicators
| CTVA | IXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.76% | -36.22% | +1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -20.71% | -11.36% | -9.35% |
Max Drawdown (3Y)Largest decline over 3 years | -25.41% | -13.75% | -11.66% |
Max Drawdown (5Y)Largest decline over 5 years | -34.76% | -30.04% | -4.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.22% | — |
Current DrawdownCurrent decline from peak | -9.15% | -0.87% | -8.28% |
Average DrawdownAverage peak-to-trough decline | -10.51% | -7.50% | -3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.45% | 2.90% | +6.55% |
Volatility
CTVA vs. IXUS - Volatility Comparison
Corteva, Inc. (CTVA) has a higher volatility of 7.19% compared to iShares Core MSCI Total International Stock ETF (IXUS) at 5.50%. This indicates that CTVA's price experiences larger fluctuations and is considered to be riskier than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTVA | IXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.19% | 5.50% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 15.41% | 13.16% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.14% | 15.36% | +7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.91% | 16.21% | +10.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.68% | 17.07% | +15.61% |
Dividends
CTVA vs. IXUS - Dividend Comparison
CTVA's dividend yield for the trailing twelve months is around 0.93%, less than IXUS's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTVA Corteva, Inc. | 0.93% | 1.04% | 1.16% | 1.29% | 0.99% | 1.14% | 1.34% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% |
IXUS iShares Core MSCI Total International Stock ETF | 2.82% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
Frequently Asked Questions
CTVA and IXUS have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTVA has higher volatility (7.19%) compared to IXUS (5.50%). In terms of maximum drawdown, CTVA dropped -34.76% vs IXUS's -36.22%.
IXUS currently has the higher Sharpe Ratio (2.06 vs 0.42), 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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