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IFEB vs. IVVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFEB vs. IVVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator International Developed Power Buffer ETF - February (IFEB) and iShares Large Cap Deep Buffer ETF (IVVB). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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


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

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

IFEB
IFEB Risk / Return Rank: 6262
Overall Rank
IFEB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IFEB Sortino Ratio Rank: 6464
Sortino Ratio Rank
IFEB Omega Ratio Rank: 7272
Omega Ratio Rank
IFEB Calmar Ratio Rank: 5050
Calmar Ratio Rank
IFEB Martin Ratio Rank: 6161
Martin Ratio Rank

IVVB
IVVB Risk / Return Rank: 6464
Overall Rank
IVVB Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IVVB Sortino Ratio Rank: 6464
Sortino Ratio Rank
IVVB Omega Ratio Rank: 6464
Omega Ratio Rank
IVVB Calmar Ratio Rank: 5757
Calmar Ratio Rank
IVVB Martin Ratio Rank: 6969
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.

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.


IFEBIVVBDifference
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

IFEB vs. IVVB - Sharpe Ratio Comparison

The current IFEB Sharpe Ratio is 1.47, which is comparable to the IVVB Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of IFEB and IVVB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


IFEBIVVBDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.16%

-0.52%

+0.36%

Average Drawdown

Average peak-to-trough decline

-1.61%

-1.55%

-0.06%

Ulcer Index

Depth 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


IFEBIVVBDifference

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%.


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.

Portfolio Optimizer

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