IUSV vs. SPY
Compare and contrast key facts about iShares Core S&P U.S. Value ETF (IUSV) and SPDR S&P 500 ETF (SPY).
IUSV and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSV is a passively managed fund by iShares that tracks the performance of the Russell 2500 Value Index. It was launched on Aug 4, 2000. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both IUSV and SPY 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: IUSV or SPY.
Performance
IUSV vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, IUSV achieves a 16.63% return, which is significantly lower than SPY's 24.91% return. Over the past 10 years, IUSV has underperformed SPY with an annualized return of 10.36%, while SPY has yielded a comparatively higher 13.04% annualized return.
IUSV
16.63%
-0.45%
8.75%
24.77%
12.25%
10.36%
SPY
24.91%
0.61%
11.66%
32.24%
15.43%
13.04%
Key characteristics
| IUSV | SPY | |
|---|---|---|
| Sharpe Ratio | 2.49 | 2.67 |
| Sortino Ratio | 3.51 | 3.56 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 4.57 | 3.85 |
| Martin Ratio | 14.63 | 17.38 |
| Ulcer Index | 1.74% | 1.86% |
| Daily Std Dev | 10.25% | 12.17% |
| Max Drawdown | -60.18% | -55.19% |
| Current Drawdown | -1.54% | -1.77% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IUSV vs. SPY - Expense Ratio Comparison
IUSV has a 0.04% expense ratio, which is lower than SPY's 0.09% 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 IUSV and SPY 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.
Risk-Adjusted Performance
IUSV vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Value ETF (IUSV) and SPDR S&P 500 ETF (SPY). 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
IUSV vs. SPY - Dividend Comparison
IUSV's dividend yield for the trailing twelve months is around 1.91%, more than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSV iShares Core S&P U.S. Value ETF | 1.91% | 1.75% | 2.22% | 1.87% | 2.40% | 2.19% | 2.66% | 1.93% | 2.18% | 2.54% | 1.86% | 1.95% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
IUSV vs. SPY - Drawdown Comparison
The maximum IUSV drawdown since its inception was -60.18%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IUSV and SPY. For additional features, visit the drawdowns tool.
Volatility
IUSV vs. SPY - Volatility Comparison
The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 3.45%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that IUSV experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.