LUXE vs. IVV

Last updated Apr 1, 2026

Compare and contrast key facts about LuxExperience B.V. (LUXE) and iShares Core S&P 500 ETF (IVV).

IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.

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.

LUXE vs. IVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LUXE LuxExperience B.V.	-4.19%	17.61%	122.57%	-64.20%	-57.30%	-28.97%
IVV iShares Core S&P 500 ETF	-4.38%	17.85%	24.93%	26.31%	-18.16%	25.34%

Returns By Period

The year-to-date returns for both stocks are quite close, with LUXE having a -4.19% return and IVV slightly lower at -4.38%.

LUXE

• 1D: 1.91%
• 1M: -17.27%
• YTD: -4.19%
• 6M: -5.88%
• 1Y: 5.82%
• 3Y*: 4.40%
• 5Y*: -20.86%
• 10Y*: —

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)

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: 45
LUXE Sharpe Ratio Rank: 44
LUXE Sortino Ratio Rank: 46
LUXE Omega Ratio Rank: 41
LUXE Calmar Ratio Rank: 47
LUXE Martin Ratio Rank: 46

IVV

IVV Risk / Return Rank: 65
IVV Sharpe Ratio Rank: 58
IVV Sortino Ratio Rank: 62
IVV Omega Ratio Rank: 66
IVV Calmar Ratio Rank: 65
IVV Martin Ratio Rank: 75

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.

	LUXE	IVV	Difference
Sharpe ratio Return per unit of total volatility	0.10	0.97	-0.87
Sortino ratio Return per unit of downside risk	0.65	1.49	-0.84
Omega ratio Gain probability vs. loss probability	1.07	1.23	-0.16
Calmar ratio Return relative to maximum drawdown	0.26	1.53	-1.27
Martin ratio Return relative to average drawdown	0.45	7.32	-6.87
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 0.10, which is lower than the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of LUXE 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.

Sharpe Ratios by Period

	LUXE	IVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.10	0.97	-0.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.29	0.70	-0.99
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	0.42	-0.74

Correlation

The correlation between LUXE and IVV is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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 1.23%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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

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.

Drawdown Indicators

	LUXE	IVV	Difference
Max Drawdown Largest peak-to-trough decline	-93.73%	-55.25%	-38.48%
Max Drawdown (1Y) Largest decline over 1 year	-27.37%	-12.06%	-15.31%
Max Drawdown (5Y) Largest decline over 5 years	-93.26%	-24.53%	-68.73%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.90%	—
Current Drawdown Current decline from peak	-75.53%	-6.26%	-69.27%
Average Drawdown Average peak-to-trough decline	-65.33%	-10.85%	-54.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.74%	2.53%	+13.21%

Volatility

LUXE vs. IVV - Volatility Comparison

LuxExperience B.V. (LUXE) has a higher volatility of 13.78% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. 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.

Volatility by Period

	LUXE	IVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.78%	5.30%	+8.48%
Volatility (6M) Calculated over the trailing 6-month period	36.92%	9.45%	+27.47%
Volatility (1Y) Calculated over the trailing 1-year period	57.92%	18.31%	+39.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	71.05%	16.89%	+54.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	71.24%	18.04%	+53.20%