IVW vs. HYP

Last updated Jun 4, 2026

IVW (iShares S&P 500 Growth ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. IVW is passively managed, while HYP is actively managed. A 0.66 correlation means they provide meaningful diversification when combined. IVW charges 0.18%/yr vs 0.85%/yr for HYP.

Performance

IVW vs. HYP - Performance Comparison

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

Returns By Period

In the year-to-date period, IVW achieves a 13.68% return, which is significantly lower than HYP's 31.33% return.

IVW

• 1D: -0.98%
• 1M: 7.39%
• YTD: 13.68%
• 6M: 13.49%
• 1Y: 33.77%
• 3Y*: 27.99%
• 5Y*: 15.93%
• 10Y*: 18.07%

HYP

• 1D: -2.27%
• 1M: 8.44%
• YTD: 31.33%
• 6M: 29.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IVW vs. HYP - Yearly Performance Comparison

	2026 (YTD)	2025
IVW iShares S&P 500 Growth ETF	13.68%	2.48%
HYP Golden Eagle Dynamic Hypergrowth ETF	31.33%	-5.01%

Correlation

The correlation between IVW and HYP 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 (All Time) Calculated using the full available price history since Sep 24, 2025	0.66

Return for Risk

IVW vs. HYP — Risk / Return Rank

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

IVW

IVW Risk / Return Rank: 57
IVW Sharpe Ratio Rank: 62
IVW Sortino Ratio Rank: 60
IVW Omega Ratio Rank: 59
IVW Calmar Ratio Rank: 49
IVW Martin Ratio Rank: 57

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. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Growth ETF (IVW) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

	IVW	HYP	Difference
Sharpe ratio Return per unit of total volatility	2.14	—	—
Sortino ratio Return per unit of downside risk	2.88	—	—
Omega ratio Gain probability vs. loss probability	1.37	—	—
Calmar ratio Return relative to maximum drawdown	2.47	—	—
Martin ratio Return relative to average drawdown	10.19	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IVW	HYP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.92	-0.47

Drawdowns

IVW vs. HYP - Drawdown Comparison

The maximum IVW drawdown since its inception was -57.33%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for IVW and HYP.

Drawdown Indicators

	IVW	HYP	Difference
Max Drawdown Largest peak-to-trough decline	-57.33%	-19.58%	-37.75%
Max Drawdown (1Y) Largest decline over 1 year	-13.75%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.72%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.72%	—	—
Current Drawdown Current decline from peak	-1.12%	-2.27%	+1.15%
Average Drawdown Average peak-to-trough decline	-17.62%	-6.45%	-11.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	—	—

Volatility

Volatility by Period

	IVW	HYP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.87%	41.01%	-25.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.16%	41.01%	-19.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.62%	41.01%	-20.39%

IVW vs. HYP - Expense Ratio Comparison

IVW has a 0.18% expense ratio, which is lower than HYP's 0.85% expense ratio.

Dividends

IVW vs. HYP - Dividend Comparison

IVW's dividend yield for the trailing twelve months is around 0.35%, more than HYP's 0.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HYP Golden Eagle Dynamic Hypergrowth ETF	0.10%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVW iShares S&P 500 Growth ETF	0.35%	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 HYP in my portfolio?

IVW and HYP 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 ETF is better, IVW or HYP?

On fees, IVW is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IVW or HYP?

IVW is cheaper with a 0.18% expense ratio, compared with 0.85% for HYP.

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

IVW has the higher dividend yield at 0.35%, compared with 0.10% for HYP.

What is the main difference between IVW and HYP?

They also come from different issuers: iShares and Golden Eagle. Their fees differ too: 0.18% for IVW and 0.85% for HYP.