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IVVB vs. PBAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVVB vs. PBAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap Deep Buffer ETF (IVVB) and PGIM US Large-Cap Buffer 20 ETF - April (PBAP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVVB achieves a 3.81% return, which is significantly lower than PBAP's 6.49% return.


IVVB

1D
-0.46%
1M
-0.43%
YTD
3.81%
6M
2.94%
1Y
12.68%
3Y*
5Y*
10Y*

PBAP

1D
-0.37%
1M
0.06%
YTD
6.49%
6M
6.58%
1Y
12.34%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVVB vs. PBAP - Yearly Performance Comparison


2026 (YTD)20252024
IVVB
iShares Large Cap Deep Buffer ETF
3.81%9.60%11.46%
PBAP
PGIM US Large-Cap Buffer 20 ETF - April
6.49%6.34%8.86%

Correlation

The correlation between IVVB and PBAP is 0.77, 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

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2024

0.87

The correlation between IVVB and PBAP shifts across timeframes, from 0.77 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IVVB vs. PBAP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IVVB
IVVB Risk / Return Rank: 5353
Overall Rank
IVVB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IVVB Sortino Ratio Rank: 5252
Sortino Ratio Rank
IVVB Omega Ratio Rank: 5454
Omega Ratio Rank
IVVB Calmar Ratio Rank: 4747
Calmar Ratio Rank
IVVB Martin Ratio Rank: 5656
Martin Ratio Rank

PBAP
PBAP Risk / Return Rank: 9797
Overall Rank
PBAP Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PBAP Sortino Ratio Rank: 9797
Sortino Ratio Rank
PBAP Omega Ratio Rank: 9898
Omega Ratio Rank
PBAP Calmar Ratio Rank: 9797
Calmar Ratio Rank
PBAP Martin Ratio Rank: 9898
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.

IVVB vs. PBAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Deep Buffer ETF (IVVB) and PGIM US Large-Cap Buffer 20 ETF - April (PBAP). 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.


IVVBPBAPDifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-3.94

Omega ratioGain probability vs. loss probability

1.32

2.00

-0.68

Calmar ratioReturn relative to maximum drawdown

2.22

10.58

-8.37

Martin ratioReturn relative to average drawdown

9.43

65.60

-56.17

IVVB vs. PBAP - Sharpe Ratio Comparison

The current IVVB Sharpe Ratio is 1.72, which is lower than the PBAP Sharpe Ratio of 3.86. The chart below compares the historical Sharpe Ratios of IVVB and PBAP, 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

IVVB vs. PBAP - Drawdown Comparison

The maximum IVVB drawdown since its inception was -13.08%, which is greater than PBAP's maximum drawdown of -9.70%. Use the drawdown chart below to compare losses from any high point for IVVB and PBAP.


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Drawdown Indicators


IVVBPBAPDifference

Max Drawdown

Largest peak-to-trough decline

-13.08%

-9.70%

-3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.75%

-1.17%

-4.58%

Current Drawdown

Current decline from peak

-0.88%

-0.42%

-0.46%

Average Drawdown

Average peak-to-trough decline

-1.59%

-0.78%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

0.19%

+1.16%

Volatility

IVVB vs. PBAP - Volatility Comparison

iShares Large Cap Deep Buffer ETF (IVVB) has a higher volatility of 1.74% compared to PGIM US Large-Cap Buffer 20 ETF - April (PBAP) at 1.25%. This indicates that IVVB's price experiences larger fluctuations and is considered to be riskier than PBAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVVBPBAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.74%

1.25%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

2.33%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.40%

3.24%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.25%

7.06%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.25%

7.06%

+2.19%

IVVB vs. PBAP - Expense Ratio Comparison

Both IVVB and PBAP have an expense ratio of 0.50%.


Dividends

IVVB vs. PBAP - Dividend Comparison

IVVB's dividend yield for the trailing twelve months is around 1.18%, while PBAP has not paid dividends to shareholders.


PositionTTM20252024
IVVB
iShares Large Cap Deep Buffer ETF
1.18%1.22%0.87%
PBAP
PGIM US Large-Cap Buffer 20 ETF - April
0.00%0.00%0.00%

Frequently Asked Questions


IVVB and PBAP have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVVB has higher volatility (1.74%) compared to PBAP (1.25%). In terms of maximum drawdown, IVVB dropped -13.08% vs PBAP's -9.70%.

On 1-year performance, IVVB leads with 12.68% vs 12.34% for PBAP. Both ETFs have the same 0.50% expense ratio. On volatility, PBAP has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IVVB has performed better with a 12.68% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVVB and PBAP have the same expense ratio: 0.50% per year.

IVVB has the higher dividend yield at 1.18%, compared with 0.00% for PBAP.

They also come from different issuers: iShares and PGIM.

PBAP currently has the higher Sharpe Ratio (3.86 vs 1.72), 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.

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