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IVV vs. XXXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV vs. XXXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 ETF (IVV) and MAX S&P 500 4X Leveraged ETN (XXXX). 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 13.51% return, which is significantly lower than XXXX's 32.17% return.


IVV

1D
-0.18%
1M
2.46%
6M
12.80%
YTD
13.51%
1Y
24.00%
3Y*
21.48%
5Y*
13.30%
10Y*
15.32%
ALL TIME*
8.57%

XXXX

1D
-0.58%
1M
6.78%
6M
33.16%
YTD
32.17%
1Y
62.47%
3Y*
5Y*
10Y*
ALL TIME*
49.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.47B$3.27B$5.84B
$23.99M$24.46M$27.16M

IVV vs. XXXX - Yearly Performance Comparison


2026 (YTD)202520242023
IVV
iShares Core S&P 500 ETF
13.51%17.85%24.93%4.51%
XXXX
MAX S&P 500 4X Leveraged ETN
32.17%17.36%61.36%16.77%

Correlation

The correlation between IVV and XXXX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

1.00

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2023

1.00

The correlation between IVV and XXXX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

IVV vs. XXXX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IVV
IVV Risk / Return Rank: 7272
Overall Rank
IVV Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6969
Sortino Ratio Rank
IVV Omega Ratio Rank: 7171
Omega Ratio Rank
IVV Calmar Ratio Rank: 6868
Calmar Ratio Rank
IVV Martin Ratio Rank: 7979
Martin Ratio Rank

XXXX
XXXX Risk / Return Rank: 4343
Overall Rank
XXXX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XXXX Sortino Ratio Rank: 4141
Sortino Ratio Rank
XXXX Omega Ratio Rank: 4242
Omega Ratio Rank
XXXX Calmar Ratio Rank: 4242
Calmar Ratio Rank
XXXX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IVV vs. XXXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) and MAX S&P 500 4X Leveraged ETN (XXXX). 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.


IVVXXXXDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratioReturn relative to maximum drawdown

2.71

1.69

+1.03

Martin ratioReturn relative to average drawdown

11.55

5.87

+5.69

IVV vs. XXXX - Sharpe Ratio Comparison

The current IVV Sharpe Ratio is 1.87, which is higher than the XXXX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IVV and XXXX, 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. XXXX - Drawdown Comparison

The maximum IVV drawdown since its inception was -55.25%, smaller than the maximum XXXX drawdown of -62.27%. Use the drawdown chart below to compare losses from any high point for IVV and XXXX.


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Drawdown Indicators


IVVXXXXDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-62.27%

+7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-37.25%

+28.36%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-0.18%

-0.74%

+0.56%

Average Drawdown

Average peak-to-trough decline

-10.72%

-11.50%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

10.68%

-8.60%

Volatility

IVV vs. XXXX - Volatility Comparison

The current volatility for iShares Core S&P 500 ETF (IVV) is 4.06%, while MAX S&P 500 4X Leveraged ETN (XXXX) has a volatility of 16.28%. This indicates that IVV experiences smaller price fluctuations and is considered to be less risky than XXXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVVXXXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

16.28%

-12.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

40.94%

-30.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

50.87%

-37.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

60.79%

-43.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

60.79%

-42.71%

IVV vs. XXXX - Expense Ratio Comparison

IVV has a 0.03% expense ratio, which is lower than XXXX's 2.95% expense ratio.


Dividends

IVV vs. XXXX - Dividend Comparison

IVV's dividend yield for the trailing twelve months is around 1.06%, while XXXX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF
1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
XXXX
MAX S&P 500 4X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, IVV and XXXX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XXXX has higher volatility (16.28%) compared to IVV (4.06%). In terms of maximum drawdown, IVV dropped -55.25% vs XXXX's -62.27%.

On 1-year performance, XXXX leads with 62.47% vs 24.00% for IVV. On fees, IVV is cheaper at 0.03% per year. On volatility, IVV has been the lower-risk option at 4.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XXXX has performed better with a 62.47% return vs 24.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVV is cheaper with a 0.03% expense ratio, compared with 2.95% for XXXX.

IVV has the higher dividend yield at 1.06%, compared with 0.00% for XXXX.

IVV is categorized as S&P 500, while XXXX is Leveraged Equities. IVV tracks S&P 500 Index, while XXXX tracks S&P 500 Index (400%). They also come from different issuers: iShares and Max. Their fees differ too: 0.03% for IVV and 2.95% for XXXX.

IVV currently has the higher Sharpe Ratio (1.87 vs 1.24), 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 XXXX

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