ILCB vs. ILCV
Compare and contrast key facts about iShares Morningstar U.S. Equity ETF (ILCB) and iShares Morningstar Value ETF (ILCV).
ILCB and ILCV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Index. It was launched on Jun 28, 2004. ILCV is a passively managed fund by iShares that tracks the performance of the ILCV-US - Morningstar US Large-Mid Cap Broad Value Index. It was launched on Jun 28, 2004. Both ILCB and ILCV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ILCB or ILCV.
Performance
ILCB vs. ILCV - Performance Comparison
Returns By Period
In the year-to-date period, ILCB achieves a 26.40% return, which is significantly higher than ILCV's 20.60% return. Over the past 10 years, ILCB has outperformed ILCV with an annualized return of 12.39%, while ILCV has yielded a comparatively lower 9.72% annualized return.
ILCB
26.40%
2.25%
14.02%
33.08%
14.88%
12.39%
ILCV
20.60%
1.21%
11.88%
28.20%
10.63%
9.72%
Key characteristics
| ILCB | ILCV | |
|---|---|---|
| Sharpe Ratio | 2.73 | 2.85 |
| Sortino Ratio | 3.63 | 3.90 |
| Omega Ratio | 1.50 | 1.52 |
| Calmar Ratio | 0.34 | 0.29 |
| Martin Ratio | 17.39 | 18.61 |
| Ulcer Index | 1.93% | 1.55% |
| Daily Std Dev | 12.29% | 10.12% |
| Max Drawdown | -100.00% | -100.00% |
| Current Drawdown | -99.99% | -99.97% |
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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%.
Correlation
The correlation between ILCB and ILCV is 0.86, 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.
Risk-Adjusted Performance
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.
Dividends
ILCB vs. ILCV - Dividend Comparison
ILCB's dividend yield for the trailing twelve months is around 1.19%, less than ILCV's 1.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% | 1.86% | 1.89% |
ILCV iShares Morningstar Value ETF | 1.98% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% | 2.44% | 2.51% |
Drawdowns
ILCB vs. ILCV - Drawdown Comparison
The maximum ILCB drawdown since its inception was -100.00%, roughly equal to the maximum ILCV drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ILCB and ILCV. For additional features, visit the drawdowns tool.
Volatility
ILCB vs. ILCV - Volatility Comparison
iShares Morningstar U.S. Equity ETF (ILCB) has a higher volatility of 3.97% compared to iShares Morningstar Value ETF (ILCV) at 3.27%. 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.