IVVB vs. VBR

In the year-to-date period, IVVB achieves a -4.13% return, which is significantly higher than VBR's -8.28% return.

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IVVB has a 0.50% expense ratio, which is higher than VBR's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Deep Buffer ETF (IVVB) and Vanguard Small-Cap Value ETF (VBR). 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.

The current IVVB Sharpe Ratio is 0.83, which is higher than the VBR Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of IVVB and VBR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IVVB's dividend yield for the trailing twelve months is around 0.91%, less than VBR's 2.34% yield.

The maximum IVVB drawdown since its inception was -13.08%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for IVVB and VBR. For additional features, visit the drawdowns tool.

The current volatility for iShares Large Cap Deep Buffer ETF (IVVB) is 7.79%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 13.96%. This indicates that IVVB experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.