USLUX vs. IVV
USLUX (U.S. Global Investors Global Luxury Goods Fund) and IVV (iShares Core S&P 500 ETF) are both funds - USLUX is a Consumer Discretionary Equities fund managed by US Global, while IVV is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, USLUX returned 10.31%/yr vs 15.75%/yr for IVV. Their correlation of 0.81 suggests significant overlap in exposure. USLUX charges 1.55%/yr vs 0.03%/yr for IVV.
Performance
USLUX vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, USLUX achieves a -2.25% return, which is significantly lower than IVV's 9.76% return. Over the past 10 years, USLUX has underperformed IVV with an annualized return of 10.31%, while IVV has yielded a comparatively higher 15.75% annualized return.
USLUX
- 1D
- 1.48%
- 1M
- 5.23%
- YTD
- -2.25%
- 6M
- -3.96%
- 1Y
- 13.57%
- 3Y*
- 9.26%
- 5Y*
- 6.61%
- 10Y*
- 10.31%
IVV
- 1D
- -0.31%
- 1M
- 0.09%
- YTD
- 9.76%
- 6M
- 9.30%
- 1Y
- 26.83%
- 3Y*
- 21.37%
- 5Y*
- 13.58%
- 10Y*
- 15.75%
USLUX vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USLUX U.S. Global Investors Global Luxury Goods Fund | -2.25% | 17.87% | 14.26% | 23.79% | -23.91% | 25.14% | 20.76% | 13.72% | -8.30% | 19.19% |
IVV iShares Core S&P 500 ETF | 9.76% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
Correlation
The correlation between USLUX and IVV is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.81 |
The correlation between USLUX and IVV shifts across timeframes, from 0.70 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USLUX vs. IVV — Risk / Return Rank
USLUX
IVV
USLUX vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for U.S. Global Investors Global Luxury Goods Fund (USLUX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USLUX | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.39 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 3.03 | -2.20 |
| Martin ratioReturn relative to average drawdown | 2.27 | 13.61 | -11.34 |
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Drawdowns
USLUX vs. IVV - Drawdown Comparison
The maximum USLUX drawdown since its inception was -77.61%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for USLUX and IVV.
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Drawdown Indicators
| USLUX | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.61% | -55.25% | -22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -15.68% | -8.89% | -6.79% |
Max Drawdown (3Y)Largest decline over 3 years | -20.96% | -18.75% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -33.85% | -24.53% | -9.32% |
Max Drawdown (10Y)Largest decline over 10 years | -34.51% | -33.90% | -0.61% |
Current DrawdownCurrent decline from peak | -4.74% | -1.74% | -3.00% |
Average DrawdownAverage peak-to-trough decline | -42.03% | -10.76% | -31.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.71% | 1.98% | +3.73% |
Volatility
USLUX vs. IVV - Volatility Comparison
U.S. Global Investors Global Luxury Goods Fund (USLUX) has a higher volatility of 7.28% compared to iShares Core S&P 500 ETF (IVV) at 4.67%. This indicates that USLUX'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
| USLUX | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 4.67% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 9.75% | +6.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.86% | 12.41% | +7.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 16.97% | +4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 18.10% | +1.66% |
USLUX vs. IVV - Expense Ratio Comparison
USLUX has a 1.55% expense ratio, which is higher than IVV's 0.03% expense ratio.
Dividends
USLUX vs. IVV - Dividend Comparison
USLUX's dividend yield for the trailing twelve months is around 8.07%, more than IVV's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
USLUX U.S. Global Investors Global Luxury Goods Fund | 8.07% | 7.88% | 9.94% | 2.71% | 6.40% | 15.37% | 0.12% | 2.31% | 16.18% | 13.87% | 8.35% | 8.01% |
Frequently Asked Questions
USLUX and IVV have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USLUX has higher volatility (7.28%) compared to IVV (4.67%). In terms of maximum drawdown, USLUX dropped -77.61% vs IVV's -55.25%.
IVV currently has the higher Sharpe Ratio (2.18 vs 0.66), 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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