PortfoliosLab logo
IVVW vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVVW and IVV is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

IVVW vs. IVV - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
8.60%
12.31%
IVVW
IVV

Key characteristics

Sharpe Ratio

IVVW:

0.43

IVV:

0.52

Sortino Ratio

IVVW:

0.75

IVV:

0.89

Omega Ratio

IVVW:

1.14

IVV:

1.13

Calmar Ratio

IVVW:

0.44

IVV:

0.56

Martin Ratio

IVVW:

1.85

IVV:

2.17

Ulcer Index

IVVW:

4.02%

IVV:

4.85%

Daily Std Dev

IVVW:

16.97%

IVV:

19.30%

Max Drawdown

IVVW:

-16.79%

IVV:

-55.25%

Current Drawdown

IVVW:

-7.47%

IVV:

-7.66%

Returns By Period

In the year-to-date period, IVVW achieves a -3.80% return, which is significantly lower than IVV's -3.40% return.


IVVW

YTD

-3.80%

1M

1.10%

6M

-3.12%

1Y

7.22%

5Y*

N/A

10Y*

N/A

IVV

YTD

-3.40%

1M

3.78%

6M

-5.07%

1Y

9.94%

5Y*

15.83%

10Y*

12.41%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IVVW vs. IVV - Expense Ratio Comparison

IVVW has a 0.25% expense ratio, which is higher than IVV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

IVVW vs. IVV — Risk-Adjusted Performance Rank

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

IVVW
The Risk-Adjusted Performance Rank of IVVW is 5757
Overall Rank
The Sharpe Ratio Rank of IVVW is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of IVVW is 5252
Sortino Ratio Rank
The Omega Ratio Rank of IVVW is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IVVW is 5757
Calmar Ratio Rank
The Martin Ratio Rank of IVVW is 5959
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 6363
Overall Rank
The Sharpe Ratio Rank of IVV is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6666
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IVVW vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 BuyWrite ETF (IVVW) and iShares Core S&P 500 ETF (IVV). 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 IVVW Sharpe Ratio is 0.43, which is comparable to the IVV Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of IVVW and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.801.00Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 04
0.43
0.52
IVVW
IVV

Dividends

IVVW vs. IVV - Dividend Comparison

IVVW's dividend yield for the trailing twelve months is around 17.42%, more than IVV's 1.37% yield.


TTM20242023202220212020201920182017201620152014
IVVW
iShares S&P 500 BuyWrite ETF
17.42%13.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.37%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

IVVW vs. IVV - Drawdown Comparison

The maximum IVVW drawdown since its inception was -16.79%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IVVW and IVV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.47%
-7.66%
IVVW
IVV

Volatility

IVVW vs. IVV - Volatility Comparison

The current volatility for iShares S&P 500 BuyWrite ETF (IVVW) is 5.98%, while iShares Core S&P 500 ETF (IVV) has a volatility of 6.88%. This indicates that IVVW experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
5.98%
6.88%
IVVW
IVV