IVV vs. IOO
Compare and contrast key facts about iShares Core S&P 500 ETF (IVV) and iShares Global 100 ETF (IOO).
IVV and IOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000. Both IVV and IOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVV or IOO.
Performance
IVV vs. IOO - Performance Comparison
Returns By Period
In the year-to-date period, IVV achieves a 25.50% return, which is significantly higher than IOO's 24.15% return. Over the past 10 years, IVV has outperformed IOO with an annualized return of 13.13%, while IOO has yielded a comparatively lower 11.99% annualized return.
IVV
25.50%
1.17%
12.21%
32.17%
15.57%
13.13%
IOO
24.15%
-1.45%
7.80%
28.46%
15.79%
11.99%
Key characteristics
| IVV | IOO | |
|---|---|---|
| Sharpe Ratio | 2.62 | 2.05 |
| Sortino Ratio | 3.51 | 2.74 |
| Omega Ratio | 1.49 | 1.38 |
| Calmar Ratio | 3.79 | 2.51 |
| Martin Ratio | 17.04 | 10.37 |
| Ulcer Index | 1.87% | 2.69% |
| Daily Std Dev | 12.16% | 13.64% |
| Max Drawdown | -55.25% | -55.85% |
| Current Drawdown | -1.35% | -2.28% |
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IVV vs. IOO - Expense Ratio Comparison
IVV has a 0.03% expense ratio, which is lower than IOO's 0.40% expense ratio.
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.
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.
Dividends
IVV vs. IOO - Dividend Comparison
IVV's dividend yield for the trailing twelve months is around 1.25%, more than IOO's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.25% | 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 | 1.09% | 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.
Volatility
IVV vs. IOO - Volatility Comparison
iShares Core S&P 500 ETF (IVV) and iShares Global 100 ETF (IOO) have volatilities of 4.09% and 4.24%, 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.