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ILCB vs. ILCV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ILCB and ILCV is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

ILCB vs. ILCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar U.S. Equity ETF (ILCB) and iShares Morningstar Value ETF (ILCV). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
653.05%
360.51%
ILCB
ILCV

Key characteristics

Sharpe Ratio

ILCB:

0.53

ILCV:

0.44

Sortino Ratio

ILCB:

0.87

ILCV:

0.71

Omega Ratio

ILCB:

1.13

ILCV:

1.10

Calmar Ratio

ILCB:

0.55

ILCV:

0.46

Martin Ratio

ILCB:

2.22

ILCV:

2.00

Ulcer Index

ILCB:

4.70%

ILCV:

3.43%

Daily Std Dev

ILCB:

19.58%

ILCV:

15.76%

Max Drawdown

ILCB:

-51.53%

ILCV:

-58.63%

Current Drawdown

ILCB:

-10.09%

ILCV:

-7.96%

Returns By Period

In the year-to-date period, ILCB achieves a -5.78% return, which is significantly lower than ILCV's -3.12% return. Over the past 10 years, ILCB has outperformed ILCV with an annualized return of 11.41%, while ILCV has yielded a comparatively lower 8.91% annualized return.


ILCB

YTD

-5.78%

1M

-3.11%

6M

-4.06%

1Y

10.88%

5Y*

15.47%

10Y*

11.41%

ILCV

YTD

-3.12%

1M

-4.62%

6M

-3.71%

1Y

7.25%

5Y*

13.43%

10Y*

8.91%

*Annualized

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ILCB vs. ILCV - Expense Ratio Comparison

ILCB has a 0.03% expense ratio, which is lower than ILCV's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for ILCV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILCV: 0.04%
Expense ratio chart for ILCB: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILCB: 0.03%

Risk-Adjusted Performance

ILCB vs. ILCV — Risk-Adjusted Performance Rank

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

ILCB
The Risk-Adjusted Performance Rank of ILCB is 6161
Overall Rank
The Sharpe Ratio Rank of ILCB is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ILCB is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ILCB is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ILCB is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ILCB is 6262
Martin Ratio Rank

ILCV
The Risk-Adjusted Performance Rank of ILCV is 5454
Overall Rank
The Sharpe Ratio Rank of ILCV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ILCV is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ILCV is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ILCV is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ILCV is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ILCB vs. ILCV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar U.S. Equity ETF (ILCB) and iShares Morningstar Value ETF (ILCV). 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.


The chart of Sharpe ratio for ILCB, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.00
ILCB: 0.53
ILCV: 0.44
The chart of Sortino ratio for ILCB, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.00
ILCB: 0.87
ILCV: 0.71
The chart of Omega ratio for ILCB, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
ILCB: 1.13
ILCV: 1.10
The chart of Calmar ratio for ILCB, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.00
ILCB: 0.55
ILCV: 0.46
The chart of Martin ratio for ILCB, currently valued at 2.22, compared to the broader market0.0020.0040.0060.00
ILCB: 2.22
ILCV: 2.00

The current ILCB Sharpe Ratio is 0.53, which is comparable to the ILCV Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of ILCB and ILCV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.53
0.44
ILCB
ILCV

Dividends

ILCB vs. ILCV - Dividend Comparison

ILCB's dividend yield for the trailing twelve months is around 1.31%, less than ILCV's 2.11% yield.


TTM20242023202220212020201920182017201620152014
ILCB
iShares Morningstar U.S. Equity ETF
1.31%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%1.86%
ILCV
iShares Morningstar Value ETF
2.11%2.00%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%2.44%

Drawdowns

ILCB vs. ILCV - Drawdown Comparison

The maximum ILCB drawdown since its inception was -51.53%, smaller than the maximum ILCV drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for ILCB and ILCV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.09%
-7.96%
ILCB
ILCV

Volatility

ILCB vs. ILCV - Volatility Comparison

iShares Morningstar U.S. Equity ETF (ILCB) has a higher volatility of 14.26% compared to iShares Morningstar Value ETF (ILCV) at 11.87%. This indicates that ILCB's price experiences larger fluctuations and is considered to be riskier than ILCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.26%
11.87%
ILCB
ILCV