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IVV vs. IOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVV and IOO is 0.91, 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.


Performance

IVV vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IVV:

0.59

IOO:

0.49

Sortino Ratio

IVV:

0.88

IOO:

0.79

Omega Ratio

IVV:

1.13

IOO:

1.11

Calmar Ratio

IVV:

0.56

IOO:

0.49

Martin Ratio

IVV:

2.13

IOO:

1.87

Ulcer Index

IVV:

4.91%

IOO:

5.08%

Daily Std Dev

IVV:

19.64%

IOO:

20.67%

Max Drawdown

IVV:

-55.25%

IOO:

-55.85%

Current Drawdown

IVV:

-5.20%

IOO:

-4.01%

Returns By Period

In the year-to-date period, IVV achieves a -0.83% return, which is significantly lower than IOO's 0.13% return. Both investments have delivered pretty close results over the past 10 years, with IVV having a 12.63% annualized return and IOO not far behind at 12.09%.


IVV

YTD

-0.83%

1M

5.97%

6M

-2.10%

1Y

10.85%

3Y*

15.44%

5Y*

16.17%

10Y*

12.63%

IOO

YTD

0.13%

1M

6.17%

6M

2.27%

1Y

9.29%

3Y*

16.01%

5Y*

16.93%

10Y*

12.09%

*Annualized

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iShares Core S&P 500 ETF

iShares Global 100 ETF

IVV vs. IOO - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is lower than IOO's 0.40% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IVV vs. IOO — Risk-Adjusted Performance Rank

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

IVV
The Risk-Adjusted Performance Rank of IVV is 6262
Overall Rank
The Sharpe Ratio Rank of IVV is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6060
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6565
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6363
Martin Ratio Rank

IOO
The Risk-Adjusted Performance Rank of IOO is 5555
Overall Rank
The Sharpe Ratio Rank of IOO is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of IOO is 5353
Sortino Ratio Rank
The Omega Ratio Rank of IOO is 5454
Omega Ratio Rank
The Calmar Ratio Rank of IOO is 6060
Calmar Ratio Rank
The Martin Ratio Rank of IOO is 5858
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.

IVV vs. IOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) and iShares Global 100 ETF (IOO). 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 current IVV Sharpe Ratio is 0.59, which is comparable to the IOO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of IVV and IOO, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IVV vs. IOO - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.33%, more than IOO's 1.08% yield.


TTM20242023202220212020201920182017201620152014
IVV
iShares Core S&P 500 ETF
1.33%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%
IOO
iShares Global 100 ETF
1.08%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%3.52%

Drawdowns

IVV vs. IOO - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, roughly equal to the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for IVV and IOO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IVV vs. IOO - Volatility Comparison

iShares Core S&P 500 ETF (IVV) and iShares Global 100 ETF (IOO) have volatilities of 4.42% and 4.21%, 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.


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