IVE vs. CSTK
IVE (iShares S&P 500 Value ETF) and CSTK (Invesco Comstock Contrarian Equity ETF) are both Large Cap Value Equities funds. IVE is passively managed, while CSTK is actively managed. Over the past year, IVE returned 21.15% vs 26.71% for CSTK. Their correlation of 0.93 suggests significant overlap in exposure. IVE charges 0.18%/yr vs 0.35%/yr for CSTK.
Performance
IVE vs. CSTK - Performance Comparison
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Returns By Period
In the year-to-date period, IVE achieves a 7.46% return, which is significantly lower than CSTK's 11.29% 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%
CSTK
- 1D
- 0.07%
- 1M
- 3.59%
- YTD
- 11.29%
- 6M
- 13.04%
- 1Y
- 26.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVE vs. CSTK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IVE iShares S&P 500 Value ETF | 7.46% | 16.52% |
CSTK Invesco Comstock Contrarian Equity ETF | 11.29% | 18.33% |
Correlation
The correlation between IVE and CSTK is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 8, 2025 | 0.93 |
The correlation between IVE and CSTK has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.
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Return for Risk
IVE vs. CSTK — Risk / Return Rank
IVE
CSTK
IVE vs. CSTK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) and Invesco Comstock Contrarian Equity ETF (CSTK). 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 | CSTK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 3.02 | +0.41 |
| Martin ratioReturn relative to average drawdown | 13.10 | 11.85 | +1.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IVE | CSTK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.38 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | — | — |
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 | 2.54 | -2.15 |
Drawdowns
IVE vs. CSTK - Drawdown Comparison
The maximum IVE drawdown since its inception was -61.32%, which is greater than CSTK's maximum drawdown of -8.87%. Use the drawdown chart below to compare losses from any high point for IVE and CSTK.
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Drawdown Indicators
| IVE | CSTK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -8.87% | -52.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -8.87% | +2.68% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.04% | — | — |
Current DrawdownCurrent decline from peak | -0.55% | -0.60% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -10.10% | -1.28% | -8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.26% | -0.64% |
Volatility
IVE vs. CSTK - Volatility Comparison
The current volatility for iShares S&P 500 Value ETF (IVE) is 2.00%, while Invesco Comstock Contrarian Equity ETF (CSTK) has a volatility of 2.68%. This indicates that IVE experiences smaller price fluctuations and is considered to be less risky than CSTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVE | CSTK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.00% | 2.68% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.02% | 8.45% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.79% | 11.28% | -1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 11.60% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 11.60% | +5.36% |
IVE vs. CSTK - Expense Ratio Comparison
IVE has a 0.18% expense ratio, which is lower than CSTK's 0.35% expense ratio.
Dividends
IVE vs. CSTK - Dividend Comparison
IVE's dividend yield for the trailing twelve months is around 1.52%, less than CSTK's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSTK Invesco Comstock Contrarian Equity ETF | 1.77% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
With a correlation of 0.93, IVE and CSTK 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.
CSTK has higher volatility (2.68%) compared to IVE (2.00%). In terms of maximum drawdown, IVE dropped -61.32% vs CSTK's -8.87%.
On 1-year performance, CSTK leads with 26.71% vs 21.15% for IVE. On fees, IVE is cheaper at 0.18% per year. On volatility, IVE has been the lower-risk option at 2.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CSTK has performed better with a 26.71% return vs 21.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IVE is cheaper with a 0.18% expense ratio, compared with 0.35% for CSTK.
CSTK has the higher dividend yield at 1.77%, compared with 1.52% for IVE.
They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for IVE and 0.35% for CSTK.
CSTK currently has the higher Sharpe Ratio (2.38 vs 2.17), 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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