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IVVW vs. PBP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IVVW vs. PBP - Performance Comparison

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

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IVVW vs. PBP - Yearly Performance Comparison


2026 (YTD)20252024
IVVW
iShares S&P 500 BuyWrite ETF
-1.71%11.71%12.90%
PBP
Invesco S&P 500 BuyWrite ETF
-1.04%8.49%15.12%

Returns By Period

In the year-to-date period, IVVW achieves a -1.71% return, which is significantly lower than PBP's -1.04% return.


IVVW

1D
2.49%
1M
-2.87%
YTD
-1.71%
6M
3.73%
1Y
13.57%
3Y*
5Y*
10Y*

PBP

1D
2.04%
1M
-2.62%
YTD
-1.04%
6M
5.76%
1Y
11.29%
3Y*
10.74%
5Y*
7.48%
10Y*
6.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IVVW vs. PBP - Expense Ratio Comparison

IVVW has a 0.25% expense ratio, which is lower than PBP's 0.29% expense ratio.


Return for Risk

IVVW vs. PBP — Risk / Return Rank

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

IVVW
IVVW Risk / Return Rank: 6262
Overall Rank
IVVW Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IVVW Sortino Ratio Rank: 5555
Sortino Ratio Rank
IVVW Omega Ratio Rank: 7676
Omega Ratio Rank
IVVW Calmar Ratio Rank: 5252
Calmar Ratio Rank
IVVW Martin Ratio Rank: 7474
Martin Ratio Rank

PBP
PBP Risk / Return Rank: 5656
Overall Rank
PBP Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PBP Sortino Ratio Rank: 4949
Sortino Ratio Rank
PBP Omega Ratio Rank: 6969
Omega Ratio Rank
PBP Calmar Ratio Rank: 4747
Calmar Ratio Rank
PBP Martin Ratio Rank: 6767
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.

IVVW vs. PBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 BuyWrite ETF (IVVW) and Invesco S&P 500 BuyWrite ETF (PBP). 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.


IVVWPBPDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.80

+0.08

Sortino ratio

Return per unit of downside risk

1.39

1.27

+0.12

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratio

Return relative to maximum drawdown

1.24

1.12

+0.12

Martin ratio

Return relative to average drawdown

7.46

6.40

+1.06

IVVW vs. PBP - Sharpe Ratio Comparison

The current IVVW Sharpe Ratio is 0.88, which is comparable to the PBP Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IVVW and PBP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IVVWPBPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.80

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.32

+0.53

Correlation

The correlation between IVVW and PBP is 0.79, 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.


Dividends

IVVW vs. PBP - Dividend Comparison

IVVW's dividend yield for the trailing twelve months is around 19.90%, more than PBP's 11.63% yield.


TTM20252024202320222021202020192018201720162015
IVVW
iShares S&P 500 BuyWrite ETF
19.90%18.55%13.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PBP
Invesco S&P 500 BuyWrite ETF
11.63%11.12%9.36%3.35%1.33%6.21%1.41%5.04%2.59%10.86%2.56%6.19%

Drawdowns

IVVW vs. PBP - Drawdown Comparison

The maximum IVVW drawdown since its inception was -16.79%, smaller than the maximum PBP drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for IVVW and PBP.


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Drawdown Indicators


IVVWPBPDifference

Max Drawdown

Largest peak-to-trough decline

-16.79%

-43.43%

+26.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-10.20%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

Max Drawdown (10Y)

Largest decline over 10 years

-33.31%

Current Drawdown

Current decline from peak

-3.47%

-3.29%

-0.18%

Average Drawdown

Average peak-to-trough decline

-1.87%

-6.75%

+4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.79%

+0.08%

Volatility

IVVW vs. PBP - Volatility Comparison

iShares S&P 500 BuyWrite ETF (IVVW) has a higher volatility of 4.53% compared to Invesco S&P 500 BuyWrite ETF (PBP) at 4.09%. This indicates that IVVW's price experiences larger fluctuations and is considered to be riskier than PBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVVWPBPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.09%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.61%

5.97%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

14.26%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.11%

11.95%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.11%

13.69%

-0.58%