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

Key characteristics


IVVIVW
YTD Return9.05%12.67%
1Y Return27.20%31.90%
3Y Return (Ann)8.65%7.75%
5Y Return (Ann)14.35%15.22%
10Y Return (Ann)12.73%14.37%
Sharpe Ratio2.532.47
Daily Std Dev11.57%13.95%
Max Drawdown-55.25%-57.35%
Current Drawdown-1.24%-0.72%

Correlation

-0.50.00.51.01.0

The correlation between IVV and IVW is 0.95, 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. IVW - Performance Comparison

In the year-to-date period, IVV achieves a 9.05% return, which is significantly lower than IVW's 12.67% return. Over the past 10 years, IVV has underperformed IVW with an annualized return of 12.73%, while IVW has yielded a comparatively higher 14.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


360.00%380.00%400.00%420.00%440.00%460.00%480.00%500.00%December2024FebruaryMarchAprilMay
485.67%
466.53%
IVV
IVW

Compare stocks, funds, or ETFs

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


iShares Core S&P 500 ETF

iShares S&P 500 Growth ETF

IVV vs. IVW - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is lower than IVW's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IVW
iShares S&P 500 Growth ETF
Expense ratio chart for IVW: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
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. IVW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.


IVV
Sharpe ratio
The chart of Sharpe ratio for IVV, currently valued at 2.53, compared to the broader market0.002.004.002.53
Sortino ratio
The chart of Sortino ratio for IVV, currently valued at 3.59, compared to the broader market-2.000.002.004.006.008.0010.003.59
Omega ratio
The chart of Omega ratio for IVV, currently valued at 1.44, compared to the broader market0.501.001.502.002.501.44
Calmar ratio
The chart of Calmar ratio for IVV, currently valued at 2.38, compared to the broader market0.002.004.006.008.0010.0012.0014.002.38
Martin ratio
The chart of Martin ratio for IVV, currently valued at 10.24, compared to the broader market0.0020.0040.0060.0080.0010.24
IVW
Sharpe ratio
The chart of Sharpe ratio for IVW, currently valued at 2.47, compared to the broader market0.002.004.002.47
Sortino ratio
The chart of Sortino ratio for IVW, currently valued at 3.50, compared to the broader market-2.000.002.004.006.008.0010.003.50
Omega ratio
The chart of Omega ratio for IVW, currently valued at 1.43, compared to the broader market0.501.001.502.002.501.43
Calmar ratio
The chart of Calmar ratio for IVW, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.0014.001.50
Martin ratio
The chart of Martin ratio for IVW, currently valued at 13.17, compared to the broader market0.0020.0040.0060.0080.0013.17

IVV vs. IVW - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.53, which roughly equals the IVW Sharpe Ratio of 2.47. The chart below compares the 12-month rolling Sharpe Ratio of IVV and IVW.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.53
2.47
IVV
IVW

Dividends

IVV vs. IVW - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.33%, more than IVW's 0.79% yield.


TTM20232022202120202019201820172016201520142013
IVV
iShares Core S&P 500 ETF
1.33%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
IVW
iShares S&P 500 Growth ETF
0.79%1.03%0.89%0.46%0.82%1.62%1.27%1.30%1.51%1.51%1.36%1.44%

Drawdowns

IVV vs. IVW - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, roughly equal to the maximum IVW drawdown of -57.35%. Use the drawdown chart below to compare losses from any high point for IVV and IVW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.24%
-0.72%
IVV
IVW

Volatility

IVV vs. IVW - Volatility Comparison

The current volatility for iShares Core S&P 500 ETF (IVV) is 4.09%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 5.84%. This indicates that IVV 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.09%
5.84%
IVV
IVW