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TDAX vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

TDAX vs. IVV

Last updated Apr 1, 2026

Compare and contrast key facts about TDAQ Lift ETF (TDAX) and iShares Core S&P 500 ETF (IVV).

TDAX and IVV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TDAX is an actively managed fund by TappAlpha. It was launched on Jan 7, 2026. 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

TDAX vs. IVV - Performance Comparison

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

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TDAX vs. IVV - Yearly Performance Comparison

2026 (YTD)
TDAX
TDAQ Lift ETF		-10.90%
IVV
iShares Core S&P 500 ETF		-5.44%

Returns By Period

TDAX

1D
3.56%
1M
-7.09%
YTD
—
6M
—
1Y
—
3Y*
—
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.

TDAQ Lift ETF

iShares Core S&P 500 ETF

Often compared with TDAX:
TDAX vs. QQQMTDAX vs. QQQTDAX vs. TDAQTDAX vs. QQQITDAX vs. GPIQTDAX vs. JEPQTDAX vs. TSPY
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. CSPX.LIVV vs. IOO

TDAX vs. IVV - Expense Ratio Comparison

TDAX has a 0.98% expense ratio, which is higher than IVV's 0.03% expense ratio.

TDAX
TDAQ Lift ETF
IVV
iShares Core S&P 500 ETF

Return for Risk

TDAX vs. IVV — Risk / Return Rank

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

TDAX vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TDAQ Lift ETF (TDAX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TDAX vs. IVV - Sharpe Ratio Comparison

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Sharpe Ratios by Period

TDAXIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.97

—

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

-1.67

0.42

-2.09

Correlation

The correlation between TDAX and IVV is 0.96, 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

TDAX vs. IVV - Dividend Comparison

TDAX's dividend yield for the trailing twelve months is around 5.15%, more than IVV's 1.23% yield.

TTM20252024202320222021202020192018201720162015
TDAX
TDAQ Lift ETF		5.15%0.00%0.00%0.00%0.00%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

TDAX vs. IVV - Drawdown Comparison

The maximum TDAX drawdown since its inception was -14.69%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for TDAX and IVV.

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Drawdown Indicators

TDAXIVVDifference

Max Drawdown

Largest peak-to-trough decline

-14.69%

-55.25%

+40.56%

Max Drawdown (1Y)

Largest decline over 1 year

—

-12.06%

—

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

-11.65%

-6.26%

-5.39%

Average Drawdown

Average peak-to-trough decline

-5.11%

-10.85%

+5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.53%

—

Volatility

TDAX vs. IVV - Volatility Comparison

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Volatility by Period

TDAXIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

5.30%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

9.45%

—

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

18.31%

+5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.13%

16.89%

+7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.13%

18.04%

+6.09%