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IYG vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IYG vs. IVV - Performance Comparison

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

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IYG vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYG
iShares U.S. Financial Services ETF
-9.91%19.85%31.94%16.07%-16.76%30.36%0.99%37.62%-12.56%24.47%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Returns By Period

In the year-to-date period, IYG achieves a -9.91% return, which is significantly lower than IVV's -4.38% return. Both investments have delivered pretty close results over the past 10 years, with IYG having a 13.55% annualized return and IVV not far ahead at 14.02%.


IYG

1D
2.50%
1M
-3.28%
YTD
-9.91%
6M
-7.02%
1Y
6.67%
3Y*
19.71%
5Y*
9.10%
10Y*
13.55%

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IYG vs. IVV - Expense Ratio Comparison

IYG has a 0.42% expense ratio, which is higher than IVV's 0.03% expense ratio.


Return for Risk

IYG vs. IVV — Risk / Return Rank

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

IYG
IYG Risk / Return Rank: 2323
Overall Rank
IYG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IYG Sortino Ratio Rank: 2222
Sortino Ratio Rank
IYG Omega Ratio Rank: 2323
Omega Ratio Rank
IYG Calmar Ratio Rank: 2525
Calmar Ratio Rank
IYG Martin Ratio Rank: 2424
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

IYG vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financial Services ETF (IYG) 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.


IYGIVVDifference

Sharpe ratio

Return per unit of total volatility

0.32

0.97

-0.65

Sortino ratio

Return per unit of downside risk

0.56

1.49

-0.92

Omega ratio

Gain probability vs. loss probability

1.08

1.23

-0.14

Calmar ratio

Return relative to maximum drawdown

0.50

1.53

-1.04

Martin ratio

Return relative to average drawdown

1.50

7.32

-5.82

IYG vs. IVV - Sharpe Ratio Comparison

The current IYG Sharpe Ratio is 0.32, which is lower than the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IYG 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.


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Sharpe Ratios by Period


IYGIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

0.97

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.70

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.78

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.42

-0.21

Correlation

The correlation between IYG and IVV is 0.80, 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

IYG vs. IVV - Dividend Comparison

IYG's dividend yield for the trailing twelve months is around 1.18%, less than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
IYG
iShares U.S. Financial Services ETF
1.18%1.00%1.16%1.77%2.07%1.25%1.71%1.59%1.81%1.24%1.28%1.33%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

IYG vs. IVV - Drawdown Comparison

The maximum IYG drawdown since its inception was -81.84%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IYG and IVV.


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Drawdown Indicators


IYGIVVDifference

Max Drawdown

Largest peak-to-trough decline

-81.84%

-55.25%

-26.59%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

-12.06%

-3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

-24.53%

-5.09%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

-33.90%

-10.42%

Current Drawdown

Current decline from peak

-13.05%

-6.26%

-6.79%

Average Drawdown

Average peak-to-trough decline

-20.83%

-10.85%

-9.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

2.53%

+2.72%

Volatility

IYG vs. IVV - Volatility Comparison

iShares U.S. Financial Services ETF (IYG) and iShares Core S&P 500 ETF (IVV) have volatilities of 5.13% and 5.30%, 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.


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Volatility by Period


IYGIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

5.30%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

9.45%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

20.91%

18.31%

+2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.50%

16.89%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.62%

18.04%

+5.58%