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IPPP vs. ICVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPPP vs. ICVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Preferred-Plus ETF (IPPP) and iShares Convertible Bond ETF (ICVT). The values are adjusted to include any dividend payments, if applicable.

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IPPP vs. ICVT - Yearly Performance Comparison


Returns By Period


IPPP

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

ICVT

1D
2.66%
1M
-2.73%
YTD
3.58%
6M
2.56%
1Y
23.90%
3Y*
14.18%
5Y*
3.55%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPPP vs. ICVT - Expense Ratio Comparison

IPPP has a 1.27% expense ratio, which is higher than ICVT's 0.20% expense ratio.


Return for Risk

IPPP vs. ICVT — Risk / Return Rank

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

IPPP

ICVT
ICVT Risk / Return Rank: 8787
Overall Rank
ICVT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 8787
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8383
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IPPP vs. ICVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Preferred-Plus ETF (IPPP) and iShares Convertible Bond ETF (ICVT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IPPP vs. ICVT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPPPICVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

Dividends

IPPP vs. ICVT - Dividend Comparison

IPPP has not paid dividends to shareholders, while ICVT's dividend yield for the trailing twelve months is around 1.62%.


TTM20252024202320222021202020192018201720162015
IPPP
Preferred-Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICVT
iShares Convertible Bond ETF
1.62%1.73%2.19%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%

Drawdowns

IPPP vs. ICVT - Drawdown Comparison

The maximum IPPP drawdown since its inception was 0.00%, smaller than the maximum ICVT drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for IPPP and ICVT.


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Drawdown Indicators


IPPPICVTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-33.25%

+33.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.25%

Current Drawdown

Current decline from peak

0.00%

-3.67%

+3.67%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.64%

+9.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

Volatility

IPPP vs. ICVT - Volatility Comparison


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Volatility by Period


IPPPICVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

14.02%

-14.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

13.20%

-13.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

15.54%

-15.54%