IFEB vs. IVVB
IFEB (Innovator International Developed Power Buffer ETF - February) and IVVB (iShares Large Cap Deep Buffer ETF) are both Options Trading funds. Both are actively managed. Over the past year, IFEB returned 11.77% vs 12.56% for IVVB. Their 0.64 correlation means they have sometimes moved together and sometimes differently. IFEB charges 0.85%/yr vs 0.50%/yr for IVVB.
Performance
IFEB vs. IVVB - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IFEB having a 4.84% return and IVVB slightly higher at 4.99%.
IFEB
- 1D
- -0.16%
- 1M
- 1.00%
- 6M
- 3.90%
- YTD
- 4.84%
- 1Y
- 11.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.87%
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) |
|---|---|---|---|
| $236.38K | $418.05K | $331.11K | |
| $448.03K | $518.51K | $884.48K |
IFEB vs. IVVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IFEB Innovator International Developed Power Buffer ETF - February | 4.84% | 19.46% | 0.98% |
IVVB iShares Large Cap Deep Buffer ETF | 4.99% | 9.60% | 17.04% |
Correlation
The correlation between IFEB and IVVB is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024 | 0.64 |
The correlation between IFEB and IVVB has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.
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Return for Risk
IFEB vs. IVVB — Risk / Return Rank
IFEB
IVVB
IFEB vs. IVVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator International Developed Power Buffer ETF - February (IFEB) 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.
| IFEB | IVVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.01 | -0.19 |
| Martin ratioReturn relative to average drawdown | 7.42 | 8.40 | -0.98 |
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Drawdowns
IFEB vs. IVVB - Drawdown Comparison
The maximum IFEB drawdown since its inception was -8.84%, smaller than the maximum IVVB drawdown of -13.08%. Use the drawdown chart below to compare losses from any high point for IFEB and IVVB.
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Drawdown Indicators
| IFEB | IVVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.84% | -13.08% | +4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -5.75% | -0.72% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.08% | — |
Current DrawdownCurrent decline from peak | -0.16% | -0.52% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -1.55% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.37% | +0.21% |
Volatility
IFEB vs. IVVB - Volatility Comparison
Innovator International Developed Power Buffer ETF - February (IFEB) and iShares Large Cap Deep Buffer ETF (IVVB) have volatilities of 2.30% 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
| IFEB | IVVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 2.39% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 5.46% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.98% | 7.70% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.07% | 9.19% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.07% | 9.19% | -0.12% |
IFEB vs. IVVB - Expense Ratio Comparison
IFEB has a 0.85% expense ratio, which is higher than IVVB's 0.50% expense ratio.
Dividends
IFEB vs. IVVB - Dividend Comparison
IFEB has not paid dividends to shareholders, while IVVB's dividend yield for the trailing twelve months is around 1.17%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
IFEB Innovator International Developed Power Buffer ETF - February | 0.00% | 0.00% | 0.00% |
IVVB iShares Large Cap Deep Buffer ETF | 1.17% | 1.22% | 0.87% |
Frequently Asked Questions
IFEB and IVVB have a correlation of 0.68, 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 IFEB (2.30%). In terms of maximum drawdown, IFEB dropped -8.84% vs IVVB's -13.08%.
On 1-year performance, IVVB leads with 12.56% vs 11.77% for IFEB. 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 1-year period, IVVB has performed better with a 12.56% return vs 11.77%. 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 0.85% for IFEB.
IVVB has the higher dividend yield at 1.17%, compared with 0.00% for IFEB.
They also come from different issuers: Innovator and iShares. Their fees differ too: 0.85% for IFEB and 0.50% for IVVB.
IVVB currently has the higher Sharpe Ratio (1.50 vs 1.47), 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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