GTR vs. IVVB
GTR (WisdomTree Target Range Fund) and IVVB (iShares Large Cap Deep Buffer ETF) are both Options Trading funds. Both are actively managed. Over the past 3 years, GTR returned 11.32%/yr vs 11.17%/yr for IVVB. Their correlation of 0.84 means they have usually moved in the same direction. GTR charges 0.70%/yr vs 0.50%/yr for IVVB.
Performance
GTR vs. IVVB - Performance Comparison
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Returns By Period
In the year-to-date period, GTR achieves a 9.02% return, which is significantly higher than IVVB's 4.99% return.
GTR
- 1D
- 0.24%
- 1M
- 0.39%
- 6M
- 6.33%
- YTD
- 9.02%
- 1Y
- 18.13%
- 3Y*
- 11.32%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.81%
IVVB
- 1D
- 0.62%
- 1M
- 0.35%
- 6M
- 3.77%
- YTD
- 4.99%
- 1Y
- 12.56%
- 3Y*
- 11.17%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $110.65K | $156.60K | $150.88K | |
| $448.03K | $518.51K | $884.48K |
GTR vs. IVVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GTR WisdomTree Target Range Fund | 9.02% | 12.90% | 8.41% | 6.35% |
IVVB iShares Large Cap Deep Buffer ETF | 4.99% | 9.60% | 18.66% | 2.64% |
Correlation
The correlation between GTR and IVVB is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.84 |
The correlation between GTR and IVVB has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
GTR vs. IVVB — Risk / Return Rank
GTR
IVVB
GTR vs. IVVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Target Range Fund (GTR) and iShares Large Cap Deep Buffer ETF (IVVB). 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.
| GTR | IVVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.27 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.01 | +0.86 |
| Martin ratioReturn relative to average drawdown | 11.32 | 8.40 | +2.91 |
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Drawdowns
GTR vs. IVVB - Drawdown Comparison
The maximum GTR drawdown since its inception was -21.44%, which is greater than IVVB's maximum drawdown of -13.08%. Use the drawdown chart below to compare losses from any high point for GTR and IVVB.
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Drawdown Indicators
| GTR | IVVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.44% | -13.08% | -8.36% |
Max Drawdown (1Y)Largest decline over 1 year | -5.97% | -5.75% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | -13.08% | +0.20% |
Current DrawdownCurrent decline from peak | -0.15% | -0.52% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -8.37% | -1.55% | -6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.37% | +0.14% |
Volatility
GTR vs. IVVB - Volatility Comparison
WisdomTree Target Range Fund (GTR) and iShares Large Cap Deep Buffer ETF (IVVB) have volatilities of 2.34% and 2.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GTR | IVVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 2.39% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 5.46% | +1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.75% | 7.70% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.82% | 9.19% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.82% | 9.19% | +1.63% |
GTR vs. IVVB - Expense Ratio Comparison
GTR has a 0.70% expense ratio, which is higher than IVVB's 0.50% expense ratio.
Dividends
GTR vs. IVVB - Dividend Comparison
GTR's dividend yield for the trailing twelve months is around 5.32%, more than IVVB's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GTR WisdomTree Target Range Fund | 5.32% | 5.74% | 5.30% | 2.85% | 0.46% |
IVVB iShares Large Cap Deep Buffer ETF | 1.17% | 1.22% | 0.87% | 0.00% | 0.00% |
Frequently Asked Questions
GTR and IVVB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVVB has higher volatility (2.39%) compared to GTR (2.34%). In terms of maximum drawdown, GTR dropped -21.44% vs IVVB's -13.08%.
On 3-year performance, GTR leads with 11.32% vs 11.17% for IVVB. On fees, IVVB is cheaper at 0.50% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GTR has performed better with a 11.32% return vs 11.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IVVB is cheaper with a 0.50% expense ratio, compared with 0.70% for GTR.
GTR has the higher dividend yield at 5.32%, compared with 1.17% for IVVB.
They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.70% for GTR and 0.50% for IVVB.
GTR currently has the higher Sharpe Ratio (1.76 vs 1.50), 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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