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LUXE vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LUXE vs. IVV

Last updated Jun 4, 2026

LUXE (LuxExperience B.V.) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, LUXE returned -23.95%/yr vs 13.88%/yr for IVV. At a 0.34 correlation, their price movements are largely independent.

Performance

LUXE vs. IVV - Performance Comparison

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

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Returns By Period

In the year-to-date period, LUXE achieves a -10.42% return, which is significantly lower than IVV's 10.85% return.

LUXE

1D
2.05%
1M
-15.86%
YTD
-10.42%
6M
-23.12%
1Y
-21.59%
3Y*
23.51%
5Y*
-23.95%
10Y*
—

IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LUXE vs. IVV - Yearly Performance Comparison

2026 (YTD)20252024202320222021
LUXE
LuxExperience B.V.		-10.42%17.61%122.57%-64.20%-57.30%-28.97%
IVV
iShares Core S&P 500 ETF		10.85%17.85%24.93%26.31%-18.16%25.34%

Correlation

The correlation between LUXE and IVV is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2021

0.34

The correlation between LUXE and IVV shifts across timeframes, from 0.27 (3 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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LuxExperience B.V.

iShares Core S&P 500 ETF

Often compared with LUXE:
LUXE vs. AAPLLUXE vs. VOOLUXE vs. PBR
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

LUXE vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LUXE
LUXE Risk / Return Rank: 2121
Overall Rank
LUXE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LUXE Sortino Ratio Rank: 2424
Sortino Ratio Rank
LUXE Omega Ratio Rank: 2525
Omega Ratio Rank
LUXE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LUXE Martin Ratio Rank: 1010
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
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.

LUXE vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LuxExperience B.V. (LUXE) 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.

LUXEIVVDifference
Sharpe ratioReturn per unit of total volatility
-0.41
2.39

-2.79

Sortino ratioReturn per unit of downside risk
-0.31
3.25

-3.56

Omega ratioGain probability vs. loss probability

0.97

1.43

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.62

3.17

-3.79

Martin ratioReturn relative to average drawdown

-1.33

14.71

-16.04

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

LUXE vs. IVV - Sharpe Ratio Comparison

The current LUXE Sharpe Ratio is -0.41, which is lower than the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of LUXE and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

LUXEIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

2.39

-2.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.83

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.86

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.45

-0.77

Drawdowns

LUXE vs. IVV - Drawdown Comparison

The maximum LUXE drawdown since its inception was -93.73%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for LUXE and IVV.

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Drawdown Indicators

LUXEIVVDifference

Max Drawdown

Largest peak-to-trough decline

-93.73%

-55.25%

-38.48%

Max Drawdown (1Y)

Largest decline over 1 year

-34.73%

-8.89%

-25.84%

Max Drawdown (3Y)

Largest decline over 3 years

-52.33%

-18.75%

-33.58%

Max Drawdown (5Y)

Largest decline over 5 years

-93.20%

-24.53%

-68.67%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.90%

—

Current Drawdown

Current decline from peak

-77.12%

-0.76%

-76.36%

Average Drawdown

Average peak-to-trough decline

-65.65%

-10.78%

-54.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.48%

1.91%

+14.57%

Volatility

LUXE vs. IVV - Volatility Comparison

LuxExperience B.V. (LUXE) has a higher volatility of 17.39% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that LUXE's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LUXEIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.39%

2.87%

+14.52%

Volatility (6M)

Calculated over the trailing 6-month period

38.17%

8.90%

+29.27%

Volatility (1Y)

Calculated over the trailing 1-year period

53.45%

11.80%

+41.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.25%

16.88%

+54.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.76%

18.05%

+52.71%

Dividends

LUXE vs. IVV - Dividend Comparison

LUXE has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.06%.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
LUXE
LuxExperience B.V.		0.00%0.00%0.00%0.00%2.03%3.57%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LUXE and IVV have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LUXE has higher volatility (17.39%) compared to IVV (2.87%). In terms of maximum drawdown, LUXE dropped -93.73% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.39 vs -0.41), 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.

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