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DEEP vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DEEP vs. IVV

Last updated May 12, 2025

Compare and contrast key facts about Roundhill Acquirers Deep Value ETF (DEEP) and iShares Core S&P 500 ETF (IVV).

DEEP and IVV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEEP is a passively managed fund by Exchange Traded Concepts that tracks the performance of the DEEP-US - Acquirers Deep Value Index. It was launched on Sep 23, 2014. 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. Both DEEP and IVV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEEP or IVV.

Correlation

The correlation between DEEP and IVV is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

DEEP vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Acquirers Deep Value ETF (DEEP) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DEEP:

20.17%

IVV:

10.15%

Max Drawdown

DEEP:

-0.44%

IVV:

-0.82%

Current Drawdown

DEEP:

0.00%

IVV:

-0.08%

Returns By Period

DEEP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IVV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DEEP vs. IVV - Expense Ratio Comparison

DEEP has a 0.80% expense ratio, which is higher than IVV's 0.03% expense ratio.

DEEP
Roundhill Acquirers Deep Value ETF
IVV
iShares Core S&P 500 ETF

Risk-Adjusted Performance

DEEP vs. IVV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DEEP
The Risk-Adjusted Performance Rank of DEEP is 77
Overall Rank
The Sharpe Ratio Rank of DEEP is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of DEEP is 77
Sortino Ratio Rank
The Omega Ratio Rank of DEEP is 77
Omega Ratio Rank
The Calmar Ratio Rank of DEEP is 66
Calmar Ratio Rank
The Martin Ratio Rank of DEEP is 88
Martin Ratio Rank
IVV
The Risk-Adjusted Performance Rank of IVV is 6464
Overall Rank
The Sharpe Ratio Rank of IVV is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6262
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6565
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6767
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DEEP vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) 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.

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Dividends

DEEP vs. IVV - Dividend Comparison

DEEP has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.37%.

TTM20242023202220212020201920182017201620152014
DEEP
Roundhill Acquirers Deep Value ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF		1.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DEEP vs. IVV - Drawdown Comparison

The maximum DEEP drawdown since its inception was -0.44%, smaller than the maximum IVV drawdown of -0.82%. Use the drawdown chart below to compare losses from any high point for DEEP and IVV. For additional features, visit the drawdowns tool.

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Volatility

DEEP vs. IVV - Volatility Comparison

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