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IVV vs. VRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVV vs. VRT

Last updated Jun 9, 2026

IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while VRT (Vertiv Holdings Co.) is a stock. Over the past 5 years, IVV returned 13.50%/yr vs 62.98%/yr for VRT. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

IVV vs. VRT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IVV achieves a 8.72% return, which is significantly lower than VRT's 85.57% return.

IVV

1D
0.24%
1M
0.23%
YTD
8.72%
6M
8.76%
1Y
24.89%
3Y*
21.44%
5Y*
13.50%
10Y*
15.32%

VRT

1D
0.02%
1M
-11.59%
YTD
85.57%
6M
61.97%
1Y
160.87%
3Y*
142.34%
5Y*
62.98%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV vs. VRT - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IVV
iShares Core S&P 500 ETF		8.72%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-9.70%
VRT
Vertiv Holdings Co.		85.57%42.80%136.82%251.81%-45.25%33.80%69.36%12.55%-0.51%

Correlation

The correlation between IVV and VRT is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.55

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

0.58

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2018

0.52

The correlation between IVV and VRT has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

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

Vertiv Holdings Co.

Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L
Often compared with VRT:
VRT vs. GEVVRT vs. CLSVRT vs. ALABVRT vs. SPYVRT vs. VOOVRT vs. POWLVRT vs. APP

Return for Risk

IVV vs. VRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IVV
IVV Risk / Return Rank: 6969
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6868
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
Martin Ratio Rank
VRT
VRT Risk / Return Rank: 9393
Overall Rank
VRT Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VRT Sortino Ratio Rank: 9191
Sortino Ratio Rank
VRT Omega Ratio Rank: 9090
Omega Ratio Rank
VRT Calmar Ratio Rank: 9595
Calmar Ratio Rank
VRT Martin Ratio Rank: 9595
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. VRT - Risk-Adjusted Trends Comparison

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

IVVVRTDifference
Sharpe ratioReturn per unit of total volatility
2.07
2.79

-0.72

Sortino ratioReturn per unit of downside risk
2.79
3.30

-0.51

Omega ratioGain probability vs. loss probability

1.38

1.41

-0.03

Calmar ratioReturn relative to maximum drawdown

2.81

6.53

-3.72

Martin ratioReturn relative to average drawdown

12.97

18.20

-5.24

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IVV vs. VRT - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 2.07, which is comparable to the VRT Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of IVV and VRT, 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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Sharpe Ratios by Period

IVVVRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.79

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

1.03

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.00

-0.56

Drawdowns

IVV vs. VRT - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, smaller than the maximum VRT drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for IVV and VRT.

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Drawdown Indicators

IVVVRTDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-71.24%

+15.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-24.78%

+15.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

-61.28%

+42.53%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-71.24%

+46.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

—

—

Current Drawdown

Current decline from peak

-2.67%

-20.11%

+17.44%

Average Drawdown

Average peak-to-trough decline

-10.77%

-16.22%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

8.89%

-6.97%

Volatility

IVV vs. VRT - Volatility Comparison

The current volatility for iShares Core S&P 500 ETF (IVV) is 3.77%, while Vertiv Holdings Co. (VRT) has a volatility of 16.60%. This indicates that IVV experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IVVVRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

16.60%

-12.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

45.55%

-36.24%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

58.11%

-46.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

61.81%

-44.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

54.61%

-36.54%

Dividends

IVV vs. VRT - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.09%, more than VRT's 0.07% yield.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.09%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
VRT
Vertiv Holdings Co.		0.07%0.11%0.10%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IVV and VRT have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VRT has higher volatility (16.60%) compared to IVV (3.77%). In terms of maximum drawdown, IVV dropped -55.25% vs VRT's -71.24%.

VRT currently has the higher Sharpe Ratio (2.79 vs 2.07), 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

Find the right allocation for IVV and VRT

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