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EUIG vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUIG vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Euro Investment Grade Corporate Bond USD Hedged ETF (EUIG) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUIG achieves a 2.27% return, which is significantly lower than IVV's 7.17% return.


EUIG

1D
0.19%
1M
1.01%
YTD
2.27%
6M
2.18%
1Y
3Y*
5Y*
10Y*

IVV

1D
-0.86%
1M
-2.92%
YTD
7.17%
6M
5.89%
1Y
20.19%
3Y*
20.14%
5Y*
12.83%
10Y*
15.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUIG vs. IVV - Yearly Performance Comparison


Correlation

The correlation between EUIG and IVV is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 6, 2025

0.39

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Return for Risk

EUIG vs. IVV — Risk / Return Rank

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

EUIG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IVV
IVV Risk / Return Rank: 5454
Overall Rank
IVV Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5151
Sortino Ratio Rank
IVV Omega Ratio Rank: 5252
Omega Ratio Rank
IVV Calmar Ratio Rank: 5252
Calmar Ratio Rank
IVV Martin Ratio Rank: 6262
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.

EUIG vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Investment Grade Corporate Bond USD Hedged ETF (EUIG) 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.


EUIGIVVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.28

Martin ratioReturn relative to average drawdown

10.01

EUIG vs. IVV - Sharpe Ratio Comparison


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Drawdowns

EUIG vs. IVV - Drawdown Comparison

The maximum EUIG drawdown since its inception was -2.32%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for EUIG and IVV.


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Drawdown Indicators


EUIGIVVDifference

Max Drawdown

Largest peak-to-trough decline

-2.32%

-55.25%

+52.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

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

0.00%

-4.05%

+4.05%

Average Drawdown

Average peak-to-trough decline

-0.53%

-10.76%

+10.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

Volatility

EUIG vs. IVV - Volatility Comparison


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Volatility by Period


EUIGIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

12.44%

-9.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.14%

16.98%

-13.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.14%

18.05%

-14.91%

EUIG vs. IVV - Expense Ratio Comparison

EUIG has a 0.18% expense ratio, which is higher than IVV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUIG vs. IVV - Dividend Comparison

EUIG's dividend yield for the trailing twelve months is around 1.59%, more than IVV's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
EUIG
iShares Euro Investment Grade Corporate Bond USD Hedged ETF
1.59%0.43%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
1.12%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


EUIG and IVV have a correlation of 0.39, 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 0.18% for EUIG.

EUIG has the higher dividend yield at 1.59%, compared with 1.12% for IVV.

EUIG is categorized as European Corporate Bonds, while IVV is S&P 500. EUIG tracks BBG Euro Corporate Index, 100% USD Hedged, while IVV tracks S&P 500 Index. Their fees differ too: 0.18% for EUIG and 0.03% for IVV.

Portfolio Optimizer

Find the right allocation for EUIG 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.

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