PortfoliosLab logoPortfoliosLab logo
IVV vs. GLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. GLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and abrdn Physical Precious Metals Basket Shares ETF (GLTR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IVV achieves a 9.08% return, which is significantly higher than GLTR's -4.66% return. Over the past 10 years, IVV has outperformed GLTR with an annualized return of 15.47%, while GLTR has yielded a comparatively lower 12.08% annualized return.


IVV

1D
0.55%
1M
0.36%
YTD
9.08%
6M
9.43%
1Y
25.77%
3Y*
20.95%
5Y*
13.42%
10Y*
15.47%

GLTR

1D
0.30%
1M
-9.08%
YTD
-4.66%
6M
0.76%
1Y
38.86%
3Y*
29.97%
5Y*
14.04%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV vs. GLTR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVV
iShares Core S&P 500 ETF
9.08%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%
GLTR
abrdn Physical Precious Metals Basket Shares ETF
-4.66%87.25%20.63%2.01%-0.25%-9.60%29.52%20.96%-2.85%12.94%

Correlation

The correlation between IVV and GLTR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.23

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

0.21

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2010

0.16

The correlation between IVV and GLTR shifts across timeframes, from 0.16 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IVV vs. GLTR — Risk / Return Rank

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

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVV Martin Ratio Rank: 7676
Martin Ratio Rank

GLTR
GLTR Risk / Return Rank: 3030
Overall Rank
GLTR Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLTR Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLTR Omega Ratio Rank: 3838
Omega Ratio Rank
GLTR Calmar Ratio Rank: 2727
Calmar Ratio Rank
GLTR Martin Ratio Rank: 2525
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.

IVV vs. GLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) and abrdn Physical Precious Metals Basket Shares ETF (GLTR). 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.


IVVGLTRDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.36

1.22

+0.14

Calmar ratioReturn relative to maximum drawdown

2.76

1.17

+1.58

Martin ratioReturn relative to average drawdown

12.43

2.88

+9.56

IVV vs. GLTR - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.00, which is higher than the GLTR Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of IVV and GLTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IVV vs. GLTR - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, roughly equal to the maximum GLTR drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for IVV and GLTR.


Loading charts...

Drawdown Indicators


IVVGLTRDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-55.70%

+0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-34.09%

+25.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-34.09%

+15.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-34.09%

+9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-34.09%

+0.19%

Current Drawdown

Current decline from peak

-2.35%

-31.27%

+28.92%

Average Drawdown

Average peak-to-trough decline

-10.77%

-28.82%

+18.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

13.86%

-11.89%

Volatility

IVV vs. GLTR - Volatility Comparison

The current volatility for iShares Core S&P 500 ETF (IVV) is 4.37%, while abrdn Physical Precious Metals Basket Shares ETF (GLTR) has a volatility of 10.43%. This indicates that IVV experiences smaller price fluctuations and is considered to be less risky than GLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IVVGLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

10.43%

-6.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

36.24%

-26.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

38.40%

-26.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

23.87%

-6.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

20.64%

-2.56%

IVV vs. GLTR - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is lower than GLTR's 0.60% expense ratio.


Dividends

IVV vs. GLTR - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.08%, while GLTR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GLTR
abrdn Physical Precious Metals Basket Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.08%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


IVV and GLTR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLTR has higher volatility (10.43%) compared to IVV (4.37%). In terms of maximum drawdown, IVV dropped -55.25% vs GLTR's -55.70%.

On 10-year performance, IVV leads with 15.47% vs 12.08% for GLTR. On fees, IVV is cheaper at 0.03% per year. On volatility, IVV has been the lower-risk option at 4.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IVV has performed better with a 15.47% return vs 12.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVV is cheaper with a 0.03% expense ratio, compared with 0.60% for GLTR.

IVV has the higher dividend yield at 1.08%, compared with 0.00% for GLTR.

IVV is categorized as S&P 500, while GLTR is Precious Metals. IVV tracks S&P 500 Index, while GLTR tracks ETFS Physical Precious Metals Basket Index. They also come from different issuers: iShares and abrdn. Their fees differ too: 0.03% for IVV and 0.60% for GLTR.

IVV currently has the higher Sharpe Ratio (2.00 vs 1.04), 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 IVV and GLTR

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

Open Portfolio Optimizer