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CVY vs. IWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CVY vs. IWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Zacks Multi-Asset Income ETF (CVY) and iShares Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CVY achieves a 9.65% return, which is significantly higher than IWY's 1.47% return. Over the past 10 years, CVY has underperformed IWY with an annualized return of 8.84%, while IWY has yielded a comparatively higher 19.34% annualized return.


CVY

1D
0.21%
1M
0.96%
YTD
9.65%
6M
9.33%
1Y
17.75%
3Y*
16.08%
5Y*
7.84%
10Y*
8.84%

IWY

1D
-1.59%
1M
-4.29%
YTD
1.47%
6M
0.28%
1Y
19.00%
3Y*
22.32%
5Y*
14.18%
10Y*
19.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVY vs. IWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CVY
Invesco Zacks Multi-Asset Income ETF
9.65%11.00%10.28%17.87%-9.27%25.31%-10.56%25.97%-10.77%15.91%
IWY
iShares Russell Top 200 Growth ETF
1.47%18.19%34.89%46.49%-29.91%31.05%39.01%36.20%-0.72%31.69%

Correlation

The correlation between CVY and IWY is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.37

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

0.51

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

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2009

0.62

Over the past year, the correlation between CVY and IWY has dropped to 0.33 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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Return for Risk

CVY vs. IWY — Risk / Return Rank

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

CVY
CVY Risk / Return Rank: 5050
Overall Rank
CVY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CVY Sortino Ratio Rank: 5252
Sortino Ratio Rank
CVY Omega Ratio Rank: 4747
Omega Ratio Rank
CVY Calmar Ratio Rank: 5252
Calmar Ratio Rank
CVY Martin Ratio Rank: 5151
Martin Ratio Rank

IWY
IWY Risk / Return Rank: 3030
Overall Rank
IWY Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 3232
Sortino Ratio Rank
IWY Omega Ratio Rank: 3232
Omega Ratio Rank
IWY Calmar Ratio Rank: 2424
Calmar Ratio Rank
IWY Martin Ratio Rank: 2828
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.

CVY vs. IWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Zacks Multi-Asset Income ETF (CVY) and iShares Russell Top 200 Growth ETF (IWY). 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.


CVYIWYDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.28

1.21

+0.08

Calmar ratioReturn relative to maximum drawdown

2.40

1.15

+1.25

Martin ratioReturn relative to average drawdown

8.02

3.65

+4.37

CVY vs. IWY - Sharpe Ratio Comparison

The current CVY Sharpe Ratio is 1.61, which is higher than the IWY Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CVY and IWY, 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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Drawdowns

CVY vs. IWY - Drawdown Comparison

The maximum CVY drawdown since its inception was -66.86%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for CVY and IWY.


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Drawdown Indicators


CVYIWYDifference

Max Drawdown

Largest peak-to-trough decline

-66.86%

-32.68%

-34.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-16.63%

+9.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.79%

-23.22%

+6.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.58%

-32.68%

+11.10%

Max Drawdown (10Y)

Largest decline over 10 years

-50.47%

-32.68%

-17.79%

Current Drawdown

Current decline from peak

-0.72%

-7.07%

+6.35%

Average Drawdown

Average peak-to-trough decline

-10.38%

-4.75%

-5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

5.22%

-3.00%

Volatility

CVY vs. IWY - Volatility Comparison

The current volatility for Invesco Zacks Multi-Asset Income ETF (CVY) is 2.99%, while iShares Russell Top 200 Growth ETF (IWY) has a volatility of 6.08%. This indicates that CVY experiences smaller price fluctuations and is considered to be less risky than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CVYIWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

6.08%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.94%

12.61%

-4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

16.30%

-5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

21.60%

-5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

21.03%

-1.51%

CVY vs. IWY - Expense Ratio Comparison

CVY has a 1.21% expense ratio, which is higher than IWY's 0.20% expense ratio.


Dividends

CVY vs. IWY - Dividend Comparison

CVY's dividend yield for the trailing twelve months is around 4.33%, more than IWY's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
CVY
Invesco Zacks Multi-Asset Income ETF
4.33%3.99%4.07%4.41%5.18%2.37%3.40%3.22%4.44%3.94%4.50%5.89%
IWY
iShares Russell Top 200 Growth ETF
0.36%0.36%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%

Frequently Asked Questions


CVY and IWY have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWY has higher volatility (6.08%) compared to CVY (2.99%). In terms of maximum drawdown, CVY dropped -66.86% vs IWY's -32.68%.

On 10-year performance, IWY leads with 19.34% vs 8.84% for CVY. On fees, IWY is cheaper at 0.20% per year. On volatility, CVY has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IWY has performed better with a 19.34% return vs 8.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IWY is cheaper with a 0.20% expense ratio, compared with 1.21% for CVY.

CVY has the higher dividend yield at 4.33%, compared with 0.36% for IWY.

CVY is categorized as Diversified Portfolio, while IWY is Large Cap Growth Equities. CVY tracks Zacks Multi-Asset Income Index, while IWY tracks Russell Top 200 Growth Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 1.21% for CVY and 0.20% for IWY.

CVY currently has the higher Sharpe Ratio (1.61 vs 1.17), 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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