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IUSV vs. IVE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSV vs. IVE

Last updated Aug 2, 2026
Documentation

IUSV (iShares Core S&P U.S. Value ETF) and IVE (iShares S&P 500 Value ETF) are both Large Cap Value Equities funds from iShares - IUSV tracks the S&P 900 Value Index while IVE tracks the S&P 500 Value Index. Both are passively managed. Over the past 10 years, IUSV returned 11.91%/yr vs 11.78%/yr for IVE. Their correlation of 0.95 means they have usually moved in the same direction. IUSV charges 0.04%/yr vs 0.18%/yr for IVE.

Performance

IUSV vs. IVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Value ETF (IUSV) and iShares S&P 500 Value ETF (IVE). 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 stocks are quite close, with IUSV having a 10.38% return and IVE slightly lower at 10.10%. Both investments have delivered pretty close results over the past 10 years, with IUSV having a 11.91% annualized return and IVE not far behind at 11.78%.

IUSV

1D
-0.22%
1M
0.64%
6M
7.56%
YTD
10.38%
1Y
21.41%
3Y*
13.80%
5Y*
11.39%
10Y*
11.91%
ALL TIME*
11.49%

IVE

1D
-0.19%
1M
0.66%
6M
7.48%
YTD
10.10%
1Y
21.16%
3Y*
13.76%
5Y*
11.36%
10Y*
11.78%
ALL TIME*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IUSV

iShares Core S&P U.S. Value ETF
$60.14M$63.62M$70.42M

IVE

iShares S&P 500 Value ETF
$168.69M$149.09M$229.92M

IUSV vs. IVE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSV
iShares Core S&P U.S. Value ETF		10.38%12.85%12.18%21.73%-5.40%25.22%1.56%31.47%-9.21%15.09%
IVE
iShares S&P 500 Value ETF		10.10%13.02%12.03%22.07%-5.41%24.72%1.22%31.62%-9.22%15.24%

Correlation

The correlation between IUSV and IVE is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

1.00

Correlation (3Y)
Balances recent behavior with more history.

1.00

Correlation (5Y)
Shows whether the relationship held over a longer period.

1.00

Correlation (10Y)
Provides a long-term view across more market conditions.

1.00

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2000

0.95

The correlation between IUSV and IVE has been stable across timeframes, ranging from 0.95 to 1.00 - a consistent structural relationship.

IUSV vs. IVE - Sectors Allocation Comparison

Sectors
IUSV
IVE

Technology

20.4%
21.7%

Financial Services

16.1%
15.0%

Healthcare

11.9%
12.2%

Industrials

11.2%
10.9%

Consumer Cyclical

10.0%
10.6%

Consumer Defensive

8.5%
8.8%

Energy

7.3%
6.6%

Utilities

4.4%
4.5%

Real Estate

3.8%
3.3%

Basic Materials

3.6%
3.3%

Communication Services

2.7%
2.9%

Technology

IUSV
20.4%
IVE
21.7%

Financial Services

IUSV
16.1%
IVE
15.0%

Healthcare

IUSV
11.9%
IVE
12.2%

Industrials

IUSV
11.2%
IVE
10.9%

Consumer Cyclical

IUSV
10.0%
IVE
10.6%

Consumer Defensive

IUSV
8.5%
IVE
8.8%

Energy

IUSV
7.3%
IVE
6.6%

Utilities

IUSV
4.4%
IVE
4.5%

Real Estate

IUSV
3.8%
IVE
3.3%

Basic Materials

IUSV
3.6%
IVE
3.3%

Communication Services

IUSV
2.7%
IVE
2.9%

Compare stocks, funds, or ETFs

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

iShares Core S&P U.S. Value ETF

iShares S&P 500 Value ETF

Often compared with IUSV:
IUSV vs. IUSGIUSV vs. VTVIUSV vs. SPYIUSV vs. VOOIUSV vs. SCHDIUSV vs. VLUEIUSV vs. DGRO
Often compared with IVE:
IVE vs. IVWIVE vs. IVVIVE vs. VTVIVE vs. SPYIVE vs. QQQIVE vs. VOOIVE vs. VOOV

Return for Risk

IUSV vs. IVE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IUSV
IUSV Risk / Return Rank: 8585
Overall Rank
IUSV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IUSV Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSV Omega Ratio Rank: 8484
Omega Ratio Rank
IUSV Calmar Ratio Rank: 8484
Calmar Ratio Rank
IUSV Martin Ratio Rank: 8686
Martin Ratio Rank
IVE
IVE Risk / Return Rank: 8585
Overall Rank
IVE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IVE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IVE Omega Ratio Rank: 8484
Omega Ratio Rank
IVE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IVE Martin Ratio Rank: 8686
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.

IUSV vs. IVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Value ETF (IUSV) and iShares S&P 500 Value ETF (IVE). 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.

IUSVIVEDifference
Sharpe ratioReturn per unit of total volatility
1.98
1.99

-0.01

Sortino ratioReturn per unit of downside risk
2.78
2.78

0.00

Omega ratioGain probability vs. loss probability

1.36

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

3.13

3.18

-0.04

Martin ratioReturn relative to average drawdown

12.16

12.27

-0.11

IUSV vs. IVE - Sharpe Ratio Comparison

The current IUSV Sharpe Ratio is 1.98, which is comparable to the IVE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IUSV and IVE, 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

IUSV vs. IVE - Drawdown Comparison

The maximum IUSV drawdown since its inception was -56.88%, smaller than the maximum IVE drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for IUSV and IVE.

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Drawdown Indicators

IUSVIVEDifference

Max Drawdown

Largest peak-to-trough decline

-56.88%

-61.32%

+4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-6.19%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-17.58%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

-18.04%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

-37.04%

-0.50%

Current Drawdown

Current decline from peak

-1.12%

-1.16%

+0.04%

Average Drawdown

Average peak-to-trough decline

-6.26%

-10.04%

+3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.60%

+0.04%

Volatility

IUSV vs. IVE - Volatility Comparison

iShares Core S&P U.S. Value ETF (IUSV) and iShares S&P 500 Value ETF (IVE) have volatilities of 2.67% and 2.67%, 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

IUSVIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

2.67%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.24%

7.13%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

10.10%

9.93%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

14.31%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

16.89%

+0.10%

IUSV vs. IVE - Expense Ratio Comparison

IUSV has a 0.04% expense ratio, which is lower than IVE's 0.18% 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%.

Dividends

IUSV vs. IVE - Dividend Comparison

IUSV's dividend yield for the trailing twelve months is around 1.66%, more than IVE's 1.53% yield.

PositionTTM20252024202320222021202020192018201720162015
IUSV
iShares Core S&P U.S. Value ETF		1.66%1.78%2.15%1.75%2.22%1.87%2.40%2.19%2.67%1.93%4.44%7.63%
IVE
iShares S&P 500 Value ETF		1.53%1.61%2.04%1.65%2.10%1.81%2.37%2.11%2.74%2.12%2.26%2.44%

Frequently Asked Questions

With a correlation of 1.00, IUSV and IVE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IVE has higher volatility (2.67%) compared to IUSV (2.67%). In terms of maximum drawdown, IUSV dropped -56.88% vs IVE's -61.32%.

On 10-year performance, IUSV leads with 11.91% vs 11.78% for IVE. On fees, IUSV is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IUSV has performed better with a 11.91% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSV is cheaper with a 0.04% expense ratio, compared with 0.18% for IVE.

IUSV has the higher dividend yield at 1.66%, compared with 1.53% for IVE.

IUSV tracks S&P 900 Value Index, while IVE tracks S&P 500 Value Index. Their fees differ too: 0.04% for IUSV and 0.18% for IVE.

IVE currently has the higher Sharpe Ratio (1.99 vs 1.98), 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.

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