IBMS vs. IVV
IBMS (iShares iBonds Dec 2030 Term Muni Bond ETF) and IVV (iShares Core S&P 500 ETF) are both exchange-traded funds - IBMS is a Municipal Bonds fund tracking the S&P AMT-Free Municipal Series Callable-Adjusted Dec 2030 Index, while IVV is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, IBMS returned 4.50% vs 28.00% for IVV. At a 0.15 correlation, their price movements are largely independent. IBMS charges 0.18%/yr vs 0.03%/yr for IVV.
Performance
IBMS vs. IVV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBMS achieves a 0.35% return, which is significantly lower than IVV's 10.85% return.
IBMS
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 0.35%
- 6M
- 0.87%
- 1Y
- 4.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVV
- 1D
- -0.76%
- 1M
- 4.97%
- YTD
- 10.85%
- 6M
- 10.87%
- 1Y
- 28.00%
- 3Y*
- 22.43%
- 5Y*
- 13.88%
- 10Y*
- 15.54%
IBMS vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBMS iShares iBonds Dec 2030 Term Muni Bond ETF | 0.35% | 5.36% | 3.03% |
IVV iShares Core S&P 500 ETF | 10.85% | 17.85% | 11.78% |
Correlation
The correlation between IBMS and IVV is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 28, 2024 | 0.15 |
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
IBMS vs. IVV — Risk / Return Rank
IBMS
IVV
IBMS vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Muni Bond ETF (IBMS) 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.
| IBMS | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.43 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 3.17 | -1.16 |
| Martin ratioReturn relative to average drawdown | 5.41 | 14.71 | -9.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IBMS | IVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 2.39 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.42 | 0.45 | +0.97 |
Drawdowns
IBMS vs. IVV - Drawdown Comparison
The maximum IBMS drawdown since its inception was -3.01%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IBMS and IVV.
Loading charts...
Drawdown Indicators
| IBMS | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.01% | -55.25% | +52.24% |
Max Drawdown (1Y)Largest decline over 1 year | -2.25% | -8.89% | +6.64% |
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 DrawdownCurrent decline from peak | -1.17% | -0.76% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -0.70% | -10.78% | +10.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 1.91% | -1.08% |
Volatility
IBMS vs. IVV - Volatility Comparison
The current volatility for iShares iBonds Dec 2030 Term Muni Bond ETF (IBMS) is 0.59%, while iShares Core S&P 500 ETF (IVV) has a volatility of 2.87%. This indicates that IBMS 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
| IBMS | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 2.87% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 8.90% | -7.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.03% | 11.80% | -9.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.07% | 16.88% | -13.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.07% | 18.05% | -14.98% |
IBMS vs. IVV - Expense Ratio Comparison
IBMS 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
IBMS vs. IVV - Dividend Comparison
IBMS's dividend yield for the trailing twelve months is around 2.52%, more than IVV's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBMS iShares iBonds Dec 2030 Term Muni Bond ETF | 2.52% | 2.49% | 1.38% | 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 | 1.06% | 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
IBMS and IVV have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVV has higher volatility (2.87%) compared to IBMS (0.59%). In terms of maximum drawdown, IBMS dropped -3.01% vs IVV's -55.25%.
On 1-year performance, IVV leads with 28.00% vs 4.50% for IBMS. On fees, IVV is cheaper at 0.03% per year. On volatility, IBMS has been the lower-risk option at 0.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IVV has performed better with a 28.00% return vs 4.50%. 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 0.18% for IBMS.
IBMS has the higher dividend yield at 2.52%, compared with 1.06% for IVV.
IBMS is categorized as Municipal Bonds, while IVV is S&P 500. IBMS tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2030 Index, while IVV tracks S&P 500 Index. Their fees differ too: 0.18% for IBMS and 0.03% for IVV.
IVV currently has the higher Sharpe Ratio (2.39 vs 2.23), 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.
Find the right allocation for IBMS 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