IVE vs. ABEQ

Last updated Jun 4, 2026

IVE (iShares S&P 500 Value ETF) and ABEQ (Absolute Select Value ETF) are both Large Cap Value Equities funds. IVE is passively managed, while ABEQ is actively managed. Over the past 5 years, IVE returned 10.54%/yr vs 7.06%/yr for ABEQ. Their correlation of 0.81 suggests significant overlap in exposure. IVE charges 0.18%/yr vs 0.85%/yr for ABEQ.

Performance

IVE vs. ABEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Value ETF (IVE) and Absolute Select Value ETF (ABEQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IVE achieves a 7.46% return, which is significantly higher than ABEQ's 3.44% return.

IVE

• 1D: -0.35%
• 1M: 2.24%
• YTD: 7.46%
• 6M: 7.74%
• 1Y: 21.15%
• 3Y*: 15.57%
• 5Y*: 10.54%
• 10Y*: 11.76%

ABEQ

• 1D: -0.17%
• 1M: -0.34%
• YTD: 3.44%
• 6M: 3.43%
• 1Y: 8.87%
• 3Y*: 11.57%
• 5Y*: 7.06%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IVE vs. ABEQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IVE iShares S&P 500 Value ETF	7.46%	13.02%	12.03%	22.07%	-5.41%	24.72%	0.27%
ABEQ Absolute Select Value ETF	3.44%	15.32%	12.68%	4.63%	-1.00%	12.49%	2.51%

Correlation

The correlation between IVE and ABEQ is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020	0.81

The correlation between IVE and ABEQ shifts across timeframes, from 0.67 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

IVE vs. ABEQ - Sectors Allocation Comparison

Sectors	IVE	ABEQ
Technology	19.6%	4.4%
Financial Services	15.2%	24.8%
Healthcare	11.6%	7.2%
Consumer Cyclical	11.0%	-
Industrials	10.7%	8.3%
Consumer Defensive	9.5%	10.9%
Energy	7.6%	10.3%
Utilities	4.6%	1.4%
Real Estate	3.5%	-
Basic Materials	3.4%	17.0%
Communication Services	3.3%	3.0%

Return for Risk

IVE vs. ABEQ — Risk / Return Rank

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

IVE

IVE Risk / Return Rank: 66
IVE Sharpe Ratio Rank: 64
IVE Sortino Ratio Rank: 64
IVE Omega Ratio Rank: 63
IVE Calmar Ratio Rank: 68
IVE Martin Ratio Rank: 69

ABEQ

ABEQ Risk / Return Rank: 25
ABEQ Sharpe Ratio Rank: 27
ABEQ Sortino Ratio Rank: 26
ABEQ Omega Ratio Rank: 26
ABEQ Calmar Ratio Rank: 24
ABEQ Martin Ratio Rank: 22

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.

IVE vs. ABEQ - Risk-Adjusted Trends Comparison

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

	IVE	ABEQ	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.00	+1.17
Sortino ratio: Return per unit of downside risk	3.03	1.46	+1.57
Omega ratio: Gain probability vs. loss probability	1.39	1.18	+0.21
Calmar ratio: Return relative to maximum drawdown	3.43	1.13	+2.30
Martin ratio: Return relative to average drawdown	13.10	2.78	+10.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IVE vs. ABEQ - Sharpe Ratio Comparison

The current IVE Sharpe Ratio is 2.17, which is higher than the ABEQ Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of IVE and ABEQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IVE	ABEQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	1.00	+1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.66	+0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.56	-0.17

Drawdowns

IVE vs. ABEQ - Drawdown Comparison

The maximum IVE drawdown since its inception was -61.32%, which is greater than ABEQ's maximum drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for IVE and ABEQ.

Drawdown Indicators

	IVE	ABEQ	Difference
Max Drawdown Largest peak-to-trough decline	-61.32%	-27.82%	-33.50%
Max Drawdown (1Y) Largest decline over 1 year	-6.19%	-7.89%	+1.70%
Max Drawdown (3Y) Largest decline over 3 years	-17.58%	-7.95%	-9.63%
Max Drawdown (5Y) Largest decline over 5 years	-18.04%	-17.26%	-0.78%
Max Drawdown (10Y) Largest decline over 10 years	-37.04%	—	—
Current Drawdown Current decline from peak	-0.55%	-7.43%	+6.88%
Average Drawdown Average peak-to-trough decline	-10.10%	-4.07%	-6.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.62%	3.20%	-1.58%

Volatility

IVE vs. ABEQ - Volatility Comparison

iShares S&P 500 Value ETF (IVE) and Absolute Select Value ETF (ABEQ) have volatilities of 2.00% and 1.98%, 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.

Volatility by Period

	IVE	ABEQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.00%	1.98%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	7.02%	6.69%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	9.79%	8.91%	+0.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.40%	10.81%	+3.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.96%	13.84%	+3.12%

IVE vs. ABEQ - Expense Ratio Comparison

IVE has a 0.18% expense ratio, which is lower than ABEQ's 0.85% expense ratio.

Dividends

IVE vs. ABEQ - Dividend Comparison

IVE's dividend yield for the trailing twelve months is around 1.52%, more than ABEQ's 1.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABEQ Absolute Select Value ETF	1.21%	1.25%	1.48%	2.60%	1.20%	0.60%	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%
IVE iShares S&P 500 Value ETF	1.52%	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

Can I hold both IVE and ABEQ in my portfolio?

IVE and ABEQ have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IVE or ABEQ?

IVE has higher volatility (2.00%) compared to ABEQ (1.98%). In terms of maximum drawdown, IVE dropped -61.32% vs ABEQ's -27.82%.

Which ETF is better, IVE or ABEQ?

On 5-year performance, IVE leads with 10.54% vs 7.06% for ABEQ. On fees, IVE is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IVE or ABEQ?

Over the 5-year period, IVE has performed better with a 10.54% return vs 7.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IVE or ABEQ?

IVE is cheaper with a 0.18% expense ratio, compared with 0.85% for ABEQ.

Which ETF pays a higher dividend yield, IVE or ABEQ?

IVE has the higher dividend yield at 1.52%, compared with 1.21% for ABEQ.

What is the main difference between IVE and ABEQ?

They also come from different issuers: iShares and Absolute Investment Advisers LLC. Their fees differ too: 0.18% for IVE and 0.85% for ABEQ.

Which has better risk-adjusted returns?

IVE currently has the higher Sharpe Ratio (2.17 vs 1.00), 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.