IVVM vs. IUSB

In the year-to-date period, IVVM achieves a 2.83% return, which is significantly higher than IUSB's 1.28% return.

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IVVM has a 0.50% expense ratio, which is higher than IUSB's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Moderate Buffer ETF (IVVM) and iShares Core Total USD Bond Market ETF (IUSB). 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 IVVM Sharpe Ratio is 0.90, which is comparable to the IUSB Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IVVM and IUSB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IVVM's dividend yield for the trailing twelve months is around 0.60%, less than IUSB's 4.16% yield.

The maximum IVVM drawdown since its inception was -11.62%, smaller than the maximum IUSB drawdown of -17.98%. Use the drawdown chart below to compare losses from any high point for IVVM and IUSB. For additional features, visit the drawdowns tool.

iShares Large Cap Moderate Buffer ETF (IVVM) has a higher volatility of 2.70% compared to iShares Core Total USD Bond Market ETF (IUSB) at 1.45%. This indicates that IVVM's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.