IVW vs. BIBL

Last updated Jun 24, 2026

IVW (iShares S&P 500 Growth ETF) and BIBL (Inspire 100 ETF) are both Large Cap Growth Equities funds - IVW tracks the S&P 500 Growth Index while BIBL tracks the Inspire 100 Index. Both are passively managed. Over the past 5 years, IVW returned 13.97%/yr vs 10.30%/yr for BIBL. Their correlation of 0.83 suggests significant overlap in exposure. IVW charges 0.18%/yr vs 0.35%/yr for BIBL.

Performance

IVW vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Growth ETF (IVW) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IVW achieves a 8.67% return, which is significantly lower than BIBL's 24.57% return.

IVW

• 1D: -2.32%
• 1M: -2.04%
• YTD: 8.67%
• 6M: 7.44%
• 1Y: 26.74%
• 3Y*: 25.36%
• 5Y*: 13.97%
• 10Y*: 17.93%

BIBL

• 1D: -2.18%
• 1M: 4.42%
• YTD: 24.57%
• 6M: 23.10%
• 1Y: 40.13%
• 3Y*: 22.41%
• 5Y*: 10.30%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IVW vs. BIBL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IVW iShares S&P 500 Growth ETF	8.67%	21.95%	35.82%	29.83%	-29.50%	31.80%	33.19%	30.77%	-0.21%	3.59%
BIBL Inspire 100 ETF	24.57%	17.27%	12.49%	17.87%	-23.26%	27.44%	22.62%	29.68%	-7.64%	4.42%

Correlation

The correlation between IVW and BIBL is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 31, 2017	0.83

The correlation between IVW and BIBL shifts across timeframes, from 0.66 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

IVW vs. BIBL - Sectors Allocation Comparison

Sectors	IVW	BIBL
Technology	53.0%	31.9%
Communication Services	15.8%	-
Financial Services	8.6%	8.5%
Consumer Cyclical	8.4%	0.3%
Healthcare	5.7%	4.1%
Industrials	5.3%	27.2%
Utilities	1.2%	3.3%
Consumer Defensive	1.0%	0.4%
Real Estate	0.5%	13.7%
Basic Materials	0.3%	4.3%
Energy	0.1%	6.0%

Return for Risk

IVW vs. BIBL — Risk / Return Rank

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

IVW

IVW Risk / Return Rank: 45
IVW Sharpe Ratio Rank: 47
IVW Sortino Ratio Rank: 44
IVW Omega Ratio Rank: 44
IVW Calmar Ratio Rank: 41
IVW Martin Ratio Rank: 48

BIBL

BIBL Risk / Return Rank: 82
BIBL Sharpe Ratio Rank: 81
BIBL Sortino Ratio Rank: 78
BIBL Omega Ratio Rank: 76
BIBL Calmar Ratio Rank: 86
BIBL Martin Ratio Rank: 89

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.

IVW vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Growth ETF (IVW) and Inspire 100 ETF (BIBL). 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.

	IVW	BIBL	Difference
Sharpe ratio: Return per unit of total volatility	1.58	2.45	-0.87
Sortino ratio: Return per unit of downside risk	2.16	3.25	-1.09
Omega ratio: Gain probability vs. loss probability	1.28	1.42	-0.15
Calmar ratio: Return relative to maximum drawdown	1.95	4.51	-2.55
Martin ratio: Return relative to average drawdown	7.75	19.18	-11.43

IVW vs. BIBL - Sharpe Ratio Comparison

The current IVW Sharpe Ratio is 1.58, which is lower than the BIBL Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of IVW and BIBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IVW vs. BIBL - Drawdown Comparison

The maximum IVW drawdown since its inception was -57.33%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for IVW and BIBL.

Drawdown Indicators

	IVW	BIBL	Difference
Max Drawdown Largest peak-to-trough decline	-57.33%	-36.12%	-21.21%
Max Drawdown (1Y) Largest decline over 1 year	-13.75%	-8.94%	-4.81%
Max Drawdown (3Y) Largest decline over 3 years	-22.15%	-20.60%	-1.55%
Max Drawdown (5Y) Largest decline over 5 years	-32.72%	-30.85%	-1.87%
Max Drawdown (10Y) Largest decline over 10 years	-32.72%	—	—
Current Drawdown Current decline from peak	-5.48%	-2.18%	-3.30%
Average Drawdown Average peak-to-trough decline	-17.59%	-7.00%	-10.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	2.10%	+1.36%

Volatility

IVW vs. BIBL - Volatility Comparison

iShares S&P 500 Growth ETF (IVW) and Inspire 100 ETF (BIBL) have volatilities of 7.23% and 6.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IVW	BIBL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.23%	6.91%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	13.82%	13.67%	+0.15%
Volatility (1Y) Calculated over the trailing 1-year period	17.06%	16.47%	+0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.35%	19.76%	+1.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.70%	21.11%	-0.41%

IVW vs. BIBL - Expense Ratio Comparison

IVW has a 0.18% expense ratio, which is lower than BIBL's 0.35% expense ratio.

Dividends

IVW vs. BIBL - Dividend Comparison

IVW's dividend yield for the trailing twelve months is around 0.37%, less than BIBL's 0.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIBL Inspire 100 ETF	0.95%	1.01%	0.92%	1.02%	0.98%	17.87%	1.67%	1.30%	1.49%	0.31%	0.00%	0.00%
IVW iShares S&P 500 Growth ETF	0.37%	0.40%	0.43%	1.03%	0.92%	0.46%	0.82%	1.63%	1.28%	1.30%	1.51%	1.51%

Frequently Asked Questions

Can I hold both IVW and BIBL in my portfolio?

IVW and BIBL have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IVW or BIBL?

IVW has higher volatility (7.23%) compared to BIBL (6.91%). In terms of maximum drawdown, IVW dropped -57.33% vs BIBL's -36.12%.

Which ETF is better, IVW or BIBL?

On 5-year performance, IVW leads with 13.97% vs 10.30% for BIBL. On fees, IVW is cheaper at 0.18% per year. On volatility, BIBL has been the lower-risk option at 6.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IVW or BIBL?

Over the 5-year period, IVW has performed better with a 13.97% return vs 10.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IVW or BIBL?

IVW is cheaper with a 0.18% expense ratio, compared with 0.35% for BIBL.

Which ETF pays a higher dividend yield, IVW or BIBL?

BIBL has the higher dividend yield at 0.95%, compared with 0.37% for IVW.

What is the main difference between IVW and BIBL?

IVW tracks S&P 500 Growth Index, while BIBL tracks Inspire 100 Index. They also come from different issuers: iShares and Inspire. Their fees differ too: 0.18% for IVW and 0.35% for BIBL.

Which has better risk-adjusted returns?

BIBL currently has the higher Sharpe Ratio (2.45 vs 1.58), 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.