PortfoliosLab logoPortfoliosLab logo
PABU vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PABU vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Paris-Aligned Climate MSCI USA ETF (PABU) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PABU vs. IVV - Yearly Performance Comparison


2026 (YTD)2025202420232022
PABU
iShares Paris-Aligned Climate MSCI USA ETF
-8.86%13.08%24.84%29.51%-15.45%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-11.75%

Returns By Period

In the year-to-date period, PABU achieves a -8.86% return, which is significantly lower than IVV's -4.38% return.


PABU

1D
3.26%
1M
-4.28%
YTD
-8.86%
6M
-7.30%
1Y
11.67%
3Y*
14.98%
5Y*
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)

Compare stocks, funds, or ETFs

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


PABU vs. IVV - Expense Ratio Comparison

PABU has a 0.10% expense ratio, which is higher than IVV's 0.03% 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%.


Return for Risk

PABU vs. IVV — Risk / Return Rank

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

PABU
PABU Risk / Return Rank: 3535
Overall Rank
PABU Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PABU Sortino Ratio Rank: 3535
Sortino Ratio Rank
PABU Omega Ratio Rank: 3535
Omega Ratio Rank
PABU Calmar Ratio Rank: 3636
Calmar Ratio Rank
PABU Martin Ratio Rank: 3434
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.

PABU vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Paris-Aligned Climate MSCI USA ETF (PABU) 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.


PABUIVVDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.97

-0.37

Sortino ratio

Return per unit of downside risk

1.01

1.49

-0.48

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.92

1.53

-0.62

Martin ratio

Return relative to average drawdown

3.13

7.32

-4.20

PABU vs. IVV - Sharpe Ratio Comparison

The current PABU Sharpe Ratio is 0.60, which is lower than the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PABU 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.


Loading graphics...

Sharpe Ratios by Period


PABUIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.97

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.42

+0.06

Correlation

The correlation between PABU and IVV is 0.94, 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

PABU vs. IVV - Dividend Comparison

PABU's dividend yield for the trailing twelve months is around 1.04%, less than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
PABU
iShares Paris-Aligned Climate MSCI USA ETF
1.04%0.90%1.00%1.06%1.00%0.00%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

PABU vs. IVV - Drawdown Comparison

The maximum PABU drawdown since its inception was -22.76%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for PABU and IVV.


Loading graphics...

Drawdown Indicators


PABUIVVDifference

Max Drawdown

Largest peak-to-trough decline

-22.76%

-55.25%

+32.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-12.06%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-10.58%

-6.26%

-4.32%

Average Drawdown

Average peak-to-trough decline

-5.79%

-10.85%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

2.53%

+1.40%

Volatility

PABU vs. IVV - Volatility Comparison

iShares Paris-Aligned Climate MSCI USA ETF (PABU) has a higher volatility of 5.70% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. This indicates that PABU'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.


Loading graphics...

Volatility by Period


PABUIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

5.30%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

9.45%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.49%

18.31%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

16.89%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.87%

18.04%

+0.83%