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IVE vs. IVW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVE and IVW is 0.93, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

IVE vs. IVW - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
431.84%
534.35%
IVE
IVW

Key characteristics

Sharpe Ratio

IVE:

0.16

IVW:

0.65

Sortino Ratio

IVE:

0.33

IVW:

1.04

Omega Ratio

IVE:

1.05

IVW:

1.15

Calmar Ratio

IVE:

0.14

IVW:

0.73

Martin Ratio

IVE:

0.52

IVW:

2.57

Ulcer Index

IVE:

4.78%

IVW:

6.28%

Daily Std Dev

IVE:

15.83%

IVW:

24.83%

Max Drawdown

IVE:

-61.32%

IVW:

-57.33%

Current Drawdown

IVE:

-10.97%

IVW:

-11.69%

Returns By Period

In the year-to-date period, IVE achieves a -4.36% return, which is significantly higher than IVW's -7.20% return. Over the past 10 years, IVE has underperformed IVW with an annualized return of 9.18%, while IVW has yielded a comparatively higher 13.72% annualized return.


IVE

YTD

-4.36%

1M

-5.10%

6M

-6.51%

1Y

2.78%

5Y*

14.16%

10Y*

9.18%

IVW

YTD

-7.20%

1M

-1.46%

6M

-3.30%

1Y

16.78%

5Y*

16.37%

10Y*

13.72%

*Annualized

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IVE vs. IVW - Expense Ratio Comparison

Both IVE and IVW have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for IVE: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVE: 0.18%
Expense ratio chart for IVW: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVW: 0.18%

Risk-Adjusted Performance

IVE vs. IVW — Risk-Adjusted Performance Rank

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

IVE
The Risk-Adjusted Performance Rank of IVE is 3030
Overall Rank
The Sharpe Ratio Rank of IVE is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of IVE is 2929
Sortino Ratio Rank
The Omega Ratio Rank of IVE is 2929
Omega Ratio Rank
The Calmar Ratio Rank of IVE is 3131
Calmar Ratio Rank
The Martin Ratio Rank of IVE is 3030
Martin Ratio Rank

IVW
The Risk-Adjusted Performance Rank of IVW is 6868
Overall Rank
The Sharpe Ratio Rank of IVW is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IVW is 6767
Sortino Ratio Rank
The Omega Ratio Rank of IVW is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IVW is 7474
Calmar Ratio Rank
The Martin Ratio Rank of IVW is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IVE vs. IVW - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for IVE, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.00
IVE: 0.16
IVW: 0.65
The chart of Sortino ratio for IVE, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.00
IVE: 0.33
IVW: 1.04
The chart of Omega ratio for IVE, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
IVE: 1.05
IVW: 1.15
The chart of Calmar ratio for IVE, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.0012.00
IVE: 0.14
IVW: 0.73
The chart of Martin ratio for IVE, currently valued at 0.52, compared to the broader market0.0020.0040.0060.00
IVE: 0.52
IVW: 2.57

The current IVE Sharpe Ratio is 0.16, which is lower than the IVW Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of IVE and IVW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.16
0.65
IVE
IVW

Dividends

IVE vs. IVW - Dividend Comparison

IVE's dividend yield for the trailing twelve months is around 2.09%, more than IVW's 0.49% yield.


TTM20242023202220212020201920182017201620152014
IVE
iShares S&P 500 Value ETF
2.09%2.04%1.65%2.10%1.81%2.37%2.11%2.74%2.12%2.26%2.45%2.14%
IVW
iShares S&P 500 Growth ETF
0.49%0.43%1.03%0.89%0.46%0.82%1.63%1.28%1.30%1.51%1.51%1.37%

Drawdowns

IVE vs. IVW - Drawdown Comparison

The maximum IVE drawdown since its inception was -61.32%, which is greater than IVW's maximum drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for IVE and IVW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.97%
-11.69%
IVE
IVW

Volatility

IVE vs. IVW - Volatility Comparison

The current volatility for iShares S&P 500 Value ETF (IVE) is 12.14%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 16.36%. This indicates that IVE experiences smaller price fluctuations and is considered to be less risky than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
12.14%
16.36%
IVE
IVW