TEET.AS vs. IVV

Last updated Apr 2, 2026

Compare and contrast key facts about VanEck Sustainable European Equal Weight UCITS ETF (TEET.AS) and iShares Core S&P 500 ETF (IVV).

TEET.AS and IVV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TEET.AS is a passively managed fund by VanEck that tracks the performance of the MSCI Europe NR EUR. It was launched on Oct 1, 2014. 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. Both TEET.AS and IVV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

TEET.AS vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Sustainable European Equal Weight UCITS ETF (TEET.AS) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

TEET.AS vs. IVV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TEET.AS VanEck Sustainable European Equal Weight UCITS ETF	-0.54%	20.97%	12.42%	19.69%	-12.13%	27.86%	-2.86%	23.14%	-8.80%	10.93%
IVV iShares Core S&P 500 ETF	-1.79%	3.86%	33.18%	22.52%	-13.09%	38.39%	8.64%	34.03%	-0.01%	6.79%

Different Trading Currencies

TEET.AS is traded in EUR, while IVV is traded in USD. To make them comparable, the IVV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TEET.AS achieves a -0.54% return, which is significantly higher than IVV's -2.19% return. Over the past 10 years, TEET.AS has underperformed IVV with an annualized return of 9.51%, while IVV has yielded a comparatively higher 13.97% annualized return.

TEET.AS

• 1D: 2.89%
• 1M: -4.27%
• YTD: -0.54%
• 6M: 4.46%
• 1Y: 12.71%
• 3Y*: 13.97%
• 5Y*: 10.23%
• 10Y*: 9.51%

IVV

• 1D: 0.00%
• 1M: -3.08%
• YTD: -2.19%
• 6M: -0.25%
• 1Y: 9.95%
• 3Y*: 16.12%
• 5Y*: 12.33%
• 10Y*: 13.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TEET.AS vs. IVV - Expense Ratio Comparison

TEET.AS has a 0.20% 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%.

TEET.AS

VanEck Sustainable European Equal Weight UCITS ETF

IVV

iShares Core S&P 500 ETF

Return for Risk

TEET.AS vs. IVV — Risk / Return Rank

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

TEET.AS

TEET.AS Risk / Return Rank: 52
TEET.AS Sharpe Ratio Rank: 37
TEET.AS Sortino Ratio Rank: 34
TEET.AS Omega Ratio Rank: 37
TEET.AS Calmar Ratio Rank: 75
TEET.AS Martin Ratio Rank: 76

IVV

IVV Risk / Return Rank: 54
IVV Sharpe Ratio Rank: 49
IVV Sortino Ratio Rank: 52
IVV Omega Ratio Rank: 57
IVV Calmar Ratio Rank: 50
IVV Martin Ratio Rank: 62

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.

TEET.AS vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable European Equal Weight UCITS ETF (TEET.AS) 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.

	TEET.AS	IVV	Difference
Sharpe ratio Return per unit of total volatility	0.76	0.48	+0.28
Sortino ratio Return per unit of downside risk	1.09	0.80	+0.30
Omega ratio Gain probability vs. loss probability	1.16	1.13	+0.03
Calmar ratio Return relative to maximum drawdown	2.27	0.71	+1.56
Martin ratio Return relative to average drawdown	9.05	3.01	+6.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TEET.AS vs. IVV - Sharpe Ratio Comparison

The current TEET.AS Sharpe Ratio is 0.76, which is higher than the IVV Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of TEET.AS 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

	TEET.AS	IVV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	0.48	+0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.74	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.75	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.56	-0.10

Correlation

The correlation between TEET.AS and IVV is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TEET.AS vs. IVV - Dividend Comparison

TEET.AS's dividend yield for the trailing twelve months is around 2.51%, more than IVV's 1.22% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TEET.AS VanEck Sustainable European Equal Weight UCITS ETF	2.51%	2.47%	2.71%	2.68%	2.97%	2.48%	2.37%	3.72%	3.66%	2.39%	3.17%	2.52%
IVV iShares Core S&P 500 ETF	1.22%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%

Drawdowns

TEET.AS vs. IVV - Drawdown Comparison

The maximum TEET.AS drawdown since its inception was -37.47%, smaller than the maximum IVV drawdown of -51.15%. Use the drawdown chart below to compare losses from any high point for TEET.AS and IVV.

Drawdown Indicators

	TEET.AS	IVV	Difference
Max Drawdown Largest peak-to-trough decline	-37.47%	-55.25%	+17.78%
Max Drawdown (1Y) Largest decline over 1 year	-12.82%	-8.89%	-3.93%
Max Drawdown (5Y) Largest decline over 5 years	-22.84%	-24.53%	+1.69%
Max Drawdown (10Y) Largest decline over 10 years	-37.47%	-33.90%	-3.57%
Current Drawdown Current decline from peak	-6.24%	-5.44%	-0.80%
Average Drawdown Average peak-to-trough decline	-5.97%	-10.84%	+4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.57%	+0.01%

Volatility

TEET.AS vs. IVV - Volatility Comparison

VanEck Sustainable European Equal Weight UCITS ETF (TEET.AS) has a higher volatility of 6.51% compared to iShares Core S&P 500 ETF (IVV) at 4.36%. This indicates that TEET.AS'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

	TEET.AS	IVV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.51%	4.36%	+2.15%
Volatility (6M) Calculated over the trailing 6-month period	10.21%	9.86%	+0.35%
Volatility (1Y) Calculated over the trailing 1-year period	16.52%	20.64%	-4.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.96%	16.77%	-1.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.67%	18.61%	-1.94%