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

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.


-0.50.00.51.00.9

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.

-100.00%-99.50%-99.00%-98.50%-98.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-98.14%
ILCB
ILCV

Key characteristics

Sharpe Ratio

ILCB:

2.24

ILCV:

1.93

Sortino Ratio

ILCB:

2.97

ILCV:

2.64

Omega Ratio

ILCB:

1.41

ILCV:

1.36

Calmar Ratio

ILCB:

0.28

ILCV:

0.20

Martin Ratio

ILCB:

14.36

ILCV:

11.64

Ulcer Index

ILCB:

1.97%

ILCV:

1.69%

Daily Std Dev

ILCB:

12.61%

ILCV:

10.20%

Max Drawdown

ILCB:

-100.00%

ILCV:

-99.74%

Current Drawdown

ILCB:

-99.99%

ILCV:

-98.14%

Returns By Period

In the year-to-date period, ILCB achieves a 26.16% return, which is significantly higher than ILCV's 17.21% return. Over the past 10 years, ILCB has outperformed ILCV with an annualized return of 12.13%, while ILCV has yielded a comparatively lower 9.34% annualized return.


ILCB

YTD

26.16%

1M

0.41%

6M

9.75%

1Y

26.84%

5Y*

13.96%

10Y*

12.13%

ILCV

YTD

17.21%

1M

-1.97%

6M

7.37%

1Y

18.39%

5Y*

9.39%

10Y*

9.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


ILCV
iShares Morningstar Value ETF
Expense ratio chart for ILCV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for ILCB: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for ILCB, currently valued at 2.24, compared to the broader market0.002.004.002.241.93
The chart of Sortino ratio for ILCB, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.0010.002.972.64
The chart of Omega ratio for ILCB, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.001.411.36
The chart of Calmar ratio for ILCB, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.280.20
The chart of Martin ratio for ILCB, currently valued at 14.36, compared to the broader market0.0020.0040.0060.0080.00100.0014.3611.64
ILCB
ILCV

The current ILCB Sharpe Ratio is 2.24, which is comparable to the ILCV Sharpe Ratio of 1.93. 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.24
1.93
ILCB
ILCV

Dividends

ILCB vs. ILCV - Dividend Comparison

ILCB's dividend yield for the trailing twelve months is around 1.18%, less than ILCV's 1.99% yield.


TTM20232022202120202019201820172016201520142013
ILCB
iShares Morningstar U.S. Equity ETF
1.18%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
1.99%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 -99.74%. Use the drawdown chart below to compare losses from any high point for ILCB and ILCV. For additional features, visit the drawdowns tool.


-100.00%-99.50%-99.00%-98.50%-98.00%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-98.14%
ILCB
ILCV

Volatility

ILCB vs. ILCV - Volatility Comparison

iShares Morningstar U.S. Equity ETF (ILCB) has a higher volatility of 3.98% compared to iShares Morningstar Value ETF (ILCV) at 3.41%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.98%
3.41%
ILCB
ILCV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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