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IVV vs. T
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVV vs. T

Last updated Jun 14, 2026

IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while T (AT&T Inc.) is a stock. Over the past 10 years, IVV returned 15.47%/yr vs 3.33%/yr for T. At a 0.46 correlation, their price movements are largely independent.

Performance

IVV vs. T - Performance Comparison

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

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Returns By Period

In the year-to-date period, IVV achieves a 9.08% return, which is significantly higher than T's -2.96% return. Over the past 10 years, IVV has outperformed T with an annualized return of 15.47%, while T has yielded a comparatively lower 3.33% 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%

T

1D
2.52%
1M
-1.87%
YTD
-2.96%
6M
-1.93%
1Y
-12.71%
3Y*
20.58%
5Y*
7.38%
10Y*
3.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV vs. T - 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%
T
AT&T Inc.		-2.96%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%

Correlation

The correlation between IVV and T is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

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

-0.14

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

0.02

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

0.21

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

0.32

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.46

The correlation between IVV and T shifts across timeframes, from -0.14 (1 year) to 0.46 (all time), 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.

iShares Core S&P 500 ETF

AT&T Inc.

Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L
Often compared with T:
T vs. VZT vs. SPYT vs. JEPIT vs. TMUST vs. SCHDT vs. NFLXT vs. F

Return for Risk

IVV vs. T — 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
T
T Risk / Return Rank: 1818
Overall Rank
T Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
T Sortino Ratio Rank: 1717
Sortino Ratio Rank
T Omega Ratio Rank: 1818
Omega Ratio Rank
T Calmar Ratio Rank: 2121
Calmar Ratio Rank
T Martin Ratio Rank: 1515
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. T - Risk-Adjusted Trends Comparison

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

IVVTDifference
Sharpe ratioReturn per unit of total volatility
2.00
-0.59

+2.58

Sortino ratioReturn per unit of downside risk
2.70
-0.72

+3.42

Omega ratioGain probability vs. loss probability

1.36

0.92

+0.45

Calmar ratioReturn relative to maximum drawdown

2.76

-0.59

+3.35

Martin ratioReturn relative to average drawdown

12.43

-1.22

+13.66

IVV vs. T - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.00, which is higher than the T Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of IVV and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IVV vs. T - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for IVV and T.

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Drawdown Indicators

IVVTDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-64.15%

+8.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-21.87%

+12.98%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-21.87%

+3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-32.01%

+7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

-42.35%

+8.45%

Current Drawdown

Current decline from peak

-2.35%

-18.12%

+15.77%

Average Drawdown

Average peak-to-trough decline

-10.77%

-15.72%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

10.64%

-8.67%

Volatility

IVV vs. T - Volatility Comparison

The current volatility for iShares Core S&P 500 ETF (IVV) is 4.37%, while AT&T Inc. (T) has a volatility of 8.21%. This indicates that IVV experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IVVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

8.21%

-3.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

17.80%

-8.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

22.13%

-9.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

24.01%

-7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

23.73%

-5.65%

Dividends

IVV vs. T - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.08%, less than T's 4.71% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
T
AT&T Inc.		4.71%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Frequently Asked Questions

IVV and T have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (8.21%) compared to IVV (4.37%). In terms of maximum drawdown, IVV dropped -55.25% vs T's -64.15%.

IVV currently has the higher Sharpe Ratio (2.00 vs -0.59), 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

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