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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.


-0.50.00.51.00.9

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.

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%JulyAugustSeptemberOctoberNovemberDecember
592.11%
369.33%
IVV
IOO

Key characteristics

Sharpe Ratio

IVV:

2.25

IOO:

2.10

Sortino Ratio

IVV:

2.98

IOO:

2.76

Omega Ratio

IVV:

1.42

IOO:

1.39

Calmar Ratio

IVV:

3.32

IOO:

2.62

Martin Ratio

IVV:

14.68

IOO:

10.71

Ulcer Index

IVV:

1.90%

IOO:

2.72%

Daily Std Dev

IVV:

12.43%

IOO:

13.90%

Max Drawdown

IVV:

-55.25%

IOO:

-55.85%

Current Drawdown

IVV:

-2.52%

IOO:

-1.57%

Returns By Period

In the year-to-date period, IVV achieves a 25.92% return, which is significantly lower than IOO's 27.31% return. Over the past 10 years, IVV has outperformed IOO with an annualized return of 13.05%, while IOO has yielded a comparatively lower 12.38% annualized return.


IVV

YTD

25.92%

1M

0.33%

6M

9.27%

1Y

26.64%

5Y*

14.77%

10Y*

13.05%

IOO

YTD

27.31%

1M

2.55%

6M

5.39%

1Y

27.80%

5Y*

15.42%

10Y*

12.38%

Compare stocks, funds, or ETFs

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


IVV vs. IOO - Expense Ratio Comparison

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


IOO
iShares Global 100 ETF
Expense ratio chart for IOO: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for IVV, currently valued at 2.25, compared to the broader market0.002.004.002.252.10
The chart of Sortino ratio for IVV, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.0010.002.982.76
The chart of Omega ratio for IVV, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.39
The chart of Calmar ratio for IVV, currently valued at 3.32, compared to the broader market0.005.0010.0015.003.322.62
The chart of Martin ratio for IVV, currently valued at 14.68, compared to the broader market0.0020.0040.0060.0080.00100.0014.6810.71
IVV
IOO

The current IVV Sharpe Ratio is 2.25, which is comparable to the IOO Sharpe Ratio of 2.10. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.25
2.10
IVV
IOO

Dividends

IVV vs. IOO - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.29%, more than IOO's 1.07% yield.


TTM20232022202120202019201820172016201520142013
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%
IOO
iShares Global 100 ETF
1.07%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%3.52%2.37%

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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.52%
-1.57%
IVV
IOO

Volatility

IVV vs. IOO - Volatility Comparison

iShares Core S&P 500 ETF (IVV) and iShares Global 100 ETF (IOO) have volatilities of 3.75% and 3.75%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.75%
3.75%
IVV
IOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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