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IUSV vs. VTVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSV vs. VTVT - 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 vTv Therapeutics Inc. (VTVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSV achieves a 9.97% return, which is significantly higher than VTVT's -21.03% return. Over the past 10 years, IUSV has outperformed VTVT with an annualized return of 11.73%, while VTVT has yielded a comparatively lower -17.64% annualized return.


IUSV

1D
0.15%
1M
1.31%
6M
7.21%
YTD
9.97%
1Y
18.63%
3Y*
14.24%
5Y*
11.41%
10Y*
11.73%

VTVT

1D
-5.70%
1M
-3.62%
6M
-7.44%
YTD
-21.03%
1Y
85.66%
3Y*
3.07%
5Y*
-17.21%
10Y*
-17.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSV vs. VTVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSV
iShares Core S&P U.S. Value ETF
9.97%12.85%12.18%21.73%-5.40%25.22%1.56%31.47%-9.21%15.09%
VTVT
vTv Therapeutics Inc.
-21.03%189.60%20.08%-56.62%-33.39%-46.51%9.41%-35.85%-55.91%24.43%

Correlation

The correlation between IUSV and VTVT is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2015

0.17

The correlation between IUSV and VTVT shifts across timeframes, from 0.05 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUSV vs. VTVT — Risk / Return Rank

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

IUSV
IUSV Risk / Return Rank: 7373
Overall Rank
IUSV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IUSV Sortino Ratio Rank: 7373
Sortino Ratio Rank
IUSV Omega Ratio Rank: 7272
Omega Ratio Rank
IUSV Calmar Ratio Rank: 7373
Calmar Ratio Rank
IUSV Martin Ratio Rank: 7575
Martin Ratio Rank

VTVT
VTVT Risk / Return Rank: 8080
Overall Rank
VTVT Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VTVT Sortino Ratio Rank: 7878
Sortino Ratio Rank
VTVT Omega Ratio Rank: 7676
Omega Ratio Rank
VTVT Calmar Ratio Rank: 8585
Calmar Ratio Rank
VTVT Martin Ratio Rank: 8282
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.

IUSV vs. VTVT - 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 vTv Therapeutics Inc. (VTVT). 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.


IUSVVTVTDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratioReturn relative to maximum drawdown

2.94

2.69

+0.26

Martin ratioReturn relative to average drawdown

11.19

5.90

+5.29

IUSV vs. VTVT - Sharpe Ratio Comparison

The current IUSV Sharpe Ratio is 1.87, which is higher than the VTVT Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IUSV and VTVT, 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. VTVT - Drawdown Comparison

The maximum IUSV drawdown since its inception was -56.88%, smaller than the maximum VTVT drawdown of -98.59%. Use the drawdown chart below to compare losses from any high point for IUSV and VTVT.


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Drawdown Indicators


IUSVVTVTDifference

Max Drawdown

Largest peak-to-trough decline

-56.88%

-98.59%

+41.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.36%

-32.06%

+25.70%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-73.36%

+55.60%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

-90.92%

+72.97%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

-97.48%

+59.94%

Current Drawdown

Current decline from peak

-0.02%

-94.36%

+94.34%

Average Drawdown

Average peak-to-trough decline

-6.27%

-82.84%

+76.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

14.57%

-12.90%

Volatility

IUSV vs. VTVT - Volatility Comparison

The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 2.58%, while vTv Therapeutics Inc. (VTVT) has a volatility of 17.10%. This indicates that IUSV experiences smaller price fluctuations and is considered to be less risky than VTVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSVVTVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

17.10%

-14.52%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

60.85%

-53.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.03%

75.39%

-65.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.50%

96.30%

-81.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

120.44%

-103.46%

Dividends

IUSV vs. VTVT - Dividend Comparison

IUSV's dividend yield for the trailing twelve months is around 1.67%, while VTVT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IUSV
iShares Core S&P U.S. Value ETF
1.67%1.78%2.15%1.75%2.22%1.87%2.40%2.19%2.67%1.93%4.44%7.63%
VTVT
vTv Therapeutics Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUSV and VTVT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VTVT has higher volatility (17.10%) compared to IUSV (2.58%). In terms of maximum drawdown, IUSV dropped -56.88% vs VTVT's -98.59%.

IUSV currently has the higher Sharpe Ratio (1.87 vs 1.14), 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.

Portfolio Optimizer

Find the right allocation for IUSV and VTVT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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