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IVE vs. IVW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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IVE vs. IVW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVE
iShares S&P 500 Value ETF
-0.07%13.02%12.03%22.07%-5.41%24.72%1.22%31.62%-9.22%15.24%
IVW
iShares S&P 500 Growth ETF
-8.16%21.95%35.82%29.83%-29.50%31.80%33.19%30.77%-0.21%27.21%

Returns By Period

In the year-to-date period, IVE achieves a -0.07% return, which is significantly higher than IVW's -8.16% return. Over the past 10 years, IVE has underperformed IVW with an annualized return of 11.25%, while IVW has yielded a comparatively higher 15.63% annualized return.


IVE

1D
1.70%
1M
-4.58%
YTD
-0.07%
6M
3.10%
1Y
12.68%
3Y*
13.69%
5Y*
10.30%
10Y*
11.25%

IVW

1D
4.05%
1M
-5.31%
YTD
-8.16%
6M
-6.12%
1Y
22.36%
3Y*
21.71%
5Y*
12.10%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

IVE vs. IVW — Risk / Return Rank

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

IVE
IVE Risk / Return Rank: 5151
Overall Rank
IVE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IVE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IVE Omega Ratio Rank: 5252
Omega Ratio Rank
IVE Calmar Ratio Rank: 4949
Calmar Ratio Rank
IVE Martin Ratio Rank: 5959
Martin Ratio Rank

IVW
IVW Risk / Return Rank: 6666
Overall Rank
IVW Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IVW Sortino Ratio Rank: 6565
Sortino Ratio Rank
IVW Omega Ratio Rank: 6464
Omega Ratio Rank
IVW Calmar Ratio Rank: 6969
Calmar Ratio Rank
IVW Martin Ratio Rank: 6969
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.

IVE vs. IVW - Risk-Adjusted Trends 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.


IVEIVWDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.01

-0.19

Sortino ratio

Return per unit of downside risk

1.23

1.57

-0.34

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.15

1.65

-0.51

Martin ratio

Return relative to average drawdown

5.38

6.48

-1.10

IVE vs. IVW - Sharpe Ratio Comparison

The current IVE Sharpe Ratio is 0.82, which is comparable to the IVW Sharpe Ratio of 1.01. 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.


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Sharpe Ratios by Period


IVEIVWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.01

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.58

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.76

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.41

-0.03

Correlation

The correlation between IVE and IVW is 0.81, 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.


Dividends

IVE vs. IVW - Dividend Comparison

IVE's dividend yield for the trailing twelve months is around 1.64%, more than IVW's 0.43% yield.


TTM20252024202320222021202020192018201720162015
IVE
iShares S&P 500 Value ETF
1.64%1.61%2.04%1.65%2.10%1.81%2.37%2.11%2.74%2.12%2.26%2.44%
IVW
iShares S&P 500 Growth ETF
0.43%0.40%0.43%1.03%0.92%0.46%0.82%1.63%1.28%1.30%1.51%1.51%

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.


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Drawdown Indicators


IVEIVWDifference

Max Drawdown

Largest peak-to-trough decline

-61.32%

-57.33%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-13.75%

+1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-32.72%

+14.68%

Max Drawdown (10Y)

Largest decline over 10 years

-37.04%

-32.72%

-4.32%

Current Drawdown

Current decline from peak

-4.58%

-10.26%

+5.68%

Average Drawdown

Average peak-to-trough decline

-10.17%

-17.73%

+7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.51%

-0.96%

Volatility

IVE vs. IVW - Volatility Comparison

The current volatility for iShares S&P 500 Value ETF (IVE) is 3.82%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 7.14%. 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.


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Volatility by Period


IVEIVWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

7.14%

-3.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

12.61%

-4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

22.25%

-6.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

21.12%

-6.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

20.54%

-3.56%