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IVW vs. I500.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IVW vs. I500.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares S&P 500 Growth ETF (IVW) and iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE).

IVW and I500.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVW is a passively managed fund by iShares that tracks the performance of the S&P 500/Citigroup Growth Index. It was launched on May 22, 2000. I500.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Sep 24, 2020. Both IVW and I500.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IVW vs. I500.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Growth ETF (IVW) and iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE). The values are adjusted to include any dividend payments, if applicable.

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IVW vs. I500.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
IVW
iShares S&P 500 Growth ETF		-6.94%21.95%35.82%29.83%-29.50%31.80%11.42%
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)		-4.25%18.47%24.92%26.70%-18.81%29.92%12.40%
Different Trading Currencies

IVW is traded in USD, while I500.DE is traded in EUR. To make them comparable, the I500.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IVW achieves a -6.94% return, which is significantly lower than I500.DE's -4.25% return.

IVW

1D
1.33%
1M
-4.23%
YTD
-6.94%
6M
-5.28%
1Y
23.09%
3Y*
22.24%
5Y*
12.40%
10Y*
15.78%

I500.DE

1D
2.04%
1M
-3.91%
YTD
-4.25%
6M
-1.06%
1Y
18.59%
3Y*
18.92%
5Y*
11.99%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares S&P 500 Growth ETF

iShares S&P 500 Swap UCITS ETF USD (Acc)

Often compared with IVW:
IVW vs. IVVIVW vs. IVEIVW vs. QQQIVW vs. SPYIVW vs. VOOIVW vs. VOOGIVW vs. SPYG
Often compared with I500.DE:
I500.DE vs. SXR8.DEI500.DE vs. IUSA.DEI500.DE vs. IUSA.LI500.DE vs. VUAA.LI500.DE vs. VOOI500.DE vs. QQQI500.DE vs. IWDA.L

IVW vs. I500.DE - Expense Ratio Comparison

IVW has a 0.18% expense ratio, which is higher than I500.DE's 0.07% 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%.

IVW
iShares S&P 500 Growth ETF
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)

Return for Risk

IVW vs. I500.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IVW
IVW Risk / Return Rank: 6161
Overall Rank
IVW Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IVW Sortino Ratio Rank: 6060
Sortino Ratio Rank
IVW Omega Ratio Rank: 5959
Omega Ratio Rank
IVW Calmar Ratio Rank: 6666
Calmar Ratio Rank
IVW Martin Ratio Rank: 6565
Martin Ratio Rank
I500.DE
I500.DE Risk / Return Rank: 3636
Overall Rank
I500.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
I500.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
I500.DE Omega Ratio Rank: 3131
Omega Ratio Rank
I500.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
I500.DE Martin Ratio Rank: 4444
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.

IVW vs. I500.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Growth ETF (IVW) and iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE). 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.

IVWI500.DEDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.09

-0.04

Sortino ratio

Return per unit of downside risk

1.61

1.59

+0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.74

1.93

-0.19

Martin ratio

Return relative to average drawdown

6.75

8.35

-1.61

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IVW vs. I500.DE - Sharpe Ratio Comparison

The current IVW Sharpe Ratio is 1.04, which is comparable to the I500.DE Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of IVW and I500.DE, 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

IVWI500.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.09

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.74

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.91

-0.49

Correlation

The correlation between IVW and I500.DE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IVW vs. I500.DE - Dividend Comparison

IVW's dividend yield for the trailing twelve months is around 0.43%, while I500.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
IVW
iShares S&P 500 Growth ETF		0.43%0.40%0.43%1.03%0.92%0.46%0.82%1.63%1.28%1.30%1.51%1.51%
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IVW vs. I500.DE - Drawdown Comparison

The maximum IVW drawdown since its inception was -57.33%, which is greater than I500.DE's maximum drawdown of -24.15%. Use the drawdown chart below to compare losses from any high point for IVW and I500.DE.

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Drawdown Indicators

IVWI500.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.33%

-23.24%

-34.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-13.41%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-23.24%

-9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

—

—

Current Drawdown

Current decline from peak

-9.07%

-5.22%

-3.85%

Average Drawdown

Average peak-to-trough decline

-17.72%

-4.16%

-13.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.32%

+1.23%

Volatility

IVW vs. I500.DE - Volatility Comparison

iShares S&P 500 Growth ETF (IVW) has a higher volatility of 7.27% compared to iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) at 4.41%. This indicates that IVW's price experiences larger fluctuations and is considered to be riskier than I500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IVWI500.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

4.41%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

8.78%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

17.07%

+5.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.12%

15.97%

+5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

16.02%

+4.52%