PortfoliosLab logoPortfoliosLab logo
ERET vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ERET vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Environmentally Aware Real Estate ETF (ERET) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with ERET having a 11.91% return and IVV slightly lower at 11.75%.


ERET

1D
-0.24%
1M
1.31%
6M
8.69%
YTD
11.91%
1Y
17.44%
3Y*
10.14%
5Y*
10Y*
ALL TIME*
8.91%

IVV

1D
1.47%
1M
1.72%
6M
9.57%
YTD
11.75%
1Y
23.34%
3Y*
20.85%
5Y*
13.13%
10Y*
15.14%
ALL TIME*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$79.74K$48.03K$74.82K
$3.33B$3.25B$5.92B

ERET vs. IVV - Yearly Performance Comparison


2026 (YTD)2025202420232022
ERET
Ishares Environmentally Aware Real Estate ETF
11.91%10.26%0.60%10.25%0.29%
IVV
iShares Core S&P 500 ETF
11.75%17.85%24.93%26.31%-2.86%

Correlation

The correlation between ERET and IVV is 0.30, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.30

Correlation (3Y)
Balances recent behavior with more history.

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2022

0.54

Over the past year, the correlation between ERET and IVV has dropped to 0.30 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ERET vs. IVV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ERET
ERET Risk / Return Rank: 5252
Overall Rank
ERET Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ERET Sortino Ratio Rank: 5454
Sortino Ratio Rank
ERET Omega Ratio Rank: 5555
Omega Ratio Rank
ERET Calmar Ratio Rank: 4444
Calmar Ratio Rank
ERET Martin Ratio Rank: 5050
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 7878
Overall Rank
IVV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7777
Sortino Ratio Rank
IVV Omega Ratio Rank: 7878
Omega Ratio Rank
IVV Calmar Ratio Rank: 7474
Calmar Ratio Rank
IVV Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ERET vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Environmentally Aware Real Estate ETF (ERET) 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.

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.


ERETIVVDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.50

Omega ratioGain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratioReturn relative to maximum drawdown

1.67

2.64

-0.96

Martin ratioReturn relative to average drawdown

6.25

11.23

-4.98

ERET vs. IVV - Sharpe Ratio Comparison

The current ERET Sharpe Ratio is 1.43, which is comparable to the IVV Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of ERET 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.


Loading charts...

Drawdowns

ERET vs. IVV - Drawdown Comparison

The maximum ERET drawdown since its inception was -20.30%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ERET and IVV.


Loading charts...

Drawdown Indicators


ERETIVVDifference

Max Drawdown

Largest peak-to-trough decline

-20.30%

-55.25%

+34.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-8.89%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-17.61%

-18.75%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-1.62%

0.00%

-1.62%

Average Drawdown

Average peak-to-trough decline

-5.63%

-10.72%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.08%

+0.72%

Volatility

ERET vs. IVV - Volatility Comparison

The current volatility for Ishares Environmentally Aware Real Estate ETF (ERET) is 3.32%, while iShares Core S&P 500 ETF (IVV) has a volatility of 3.81%. This indicates that ERET 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.


Loading charts...

Volatility by Period


ERETIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

3.81%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

10.27%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

12.87%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

17.03%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

18.07%

-2.42%

ERET vs. IVV - Expense Ratio Comparison

ERET has a 0.30% expense ratio, which is higher than IVV's 0.03% expense ratio.


Dividends

ERET vs. IVV - Dividend Comparison

ERET's dividend yield for the trailing twelve months is around 3.25%, more than IVV's 1.08% yield.


PositionTTM20252024202320222021202020192018201720162015
ERET
Ishares Environmentally Aware Real Estate ETF
3.25%3.79%4.26%3.67%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.08%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


ERET and IVV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVV has higher volatility (3.81%) compared to ERET (3.32%). In terms of maximum drawdown, ERET dropped -20.30% vs IVV's -55.25%.

On 3-year performance, IVV leads with 20.85% vs 10.14% for ERET. On fees, IVV is cheaper at 0.03% per year. On volatility, ERET has been the lower-risk option at 3.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IVV has performed better with a 20.85% return vs 10.14%. 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 0.30% for ERET.

ERET has the higher dividend yield at 3.25%, compared with 1.08% for IVV.

ERET is categorized as REIT, while IVV is S&P 500. ERET tracks FTSE EPRA Nareit Developed Green Target Index, while IVV tracks S&P 500 Index. Their fees differ too: 0.30% for ERET and 0.03% for IVV.

IVV currently has the higher Sharpe Ratio (1.82 vs 1.43), 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

Find the right allocation for ERET and IVV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer