VGSR vs. IVV
VGSR (Vert Global Sustainable Real Estate ETF) and IVV (iShares Core S&P 500 ETF) are both exchange-traded funds - VGSR is a REIT fund actively managed by Vert, while IVV is a S&P 500 fund tracking the S&P 500 Index. VGSR is actively managed, while IVV is passively managed. Over the past year, VGSR returned 12.40% vs 26.83% for IVV. At a 0.48 correlation, their price movements are largely independent. VGSR charges 0.45%/yr vs 0.03%/yr for IVV.
Performance
VGSR vs. IVV - Performance Comparison
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Returns By Period
In the year-to-date period, VGSR achieves a 10.37% return, which is significantly higher than IVV's 9.76% return.
VGSR
- 1D
- 0.86%
- 1M
- 0.98%
- YTD
- 10.37%
- 6M
- 11.16%
- 1Y
- 12.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
VGSR vs. IVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
VGSR Vert Global Sustainable Real Estate ETF | 10.37% | 6.31% | 5.59% | 7.06% |
IVV iShares Core S&P 500 ETF | 9.76% | 17.85% | 24.93% | 4.00% |
Correlation
The correlation between VGSR and IVV is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2023 | 0.48 |
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Return for Risk
VGSR vs. IVV — Risk / Return Rank
VGSR
IVV
VGSR vs. IVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vert Global Sustainable Real Estate ETF (VGSR) 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.
| VGSR | IVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 3.03 | -1.75 |
| Martin ratioReturn relative to average drawdown | 4.24 | 13.61 | -9.38 |
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Drawdowns
VGSR vs. IVV - Drawdown Comparison
The maximum VGSR drawdown since its inception was -18.33%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VGSR and IVV.
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Drawdown Indicators
| VGSR | IVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.33% | -55.25% | +36.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -8.89% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.53% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -1.40% | -1.74% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -10.76% | +6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.98% | +0.95% |
Volatility
VGSR vs. IVV - Volatility Comparison
The current volatility for Vert Global Sustainable Real Estate ETF (VGSR) is 3.72%, while iShares Core S&P 500 ETF (IVV) has a volatility of 4.67%. This indicates that VGSR experiences smaller price fluctuations and is considered to be less risky 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
| VGSR | IVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 4.67% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 9.75% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 12.41% | +0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 16.97% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 18.10% | -3.02% |
VGSR vs. IVV - Expense Ratio Comparison
VGSR has a 0.45% expense ratio, which is higher than IVV's 0.03% expense ratio.
Dividends
VGSR vs. IVV - Dividend Comparison
VGSR's dividend yield for the trailing twelve months is around 3.39%, 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% |
VGSR Vert Global Sustainable Real Estate ETF | 3.39% | 3.41% | 3.79% | 2.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VGSR and IVV have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVV has higher volatility (4.67%) compared to VGSR (3.72%). In terms of maximum drawdown, VGSR dropped -18.33% vs IVV's -55.25%.
On 1-year performance, IVV leads with 26.83% vs 12.40% for VGSR. On fees, IVV is cheaper at 0.03% per year. On volatility, VGSR has been the lower-risk option at 3.72%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IVV has performed better with a 26.83% return vs 12.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IVV is cheaper with a 0.03% expense ratio, compared with 0.45% for VGSR.
VGSR has the higher dividend yield at 3.39%, compared with 1.09% for IVV.
VGSR is categorized as REIT, while IVV is S&P 500. They also come from different issuers: Vert and iShares. Their fees differ too: 0.45% for VGSR and 0.03% for IVV.
IVV currently has the higher Sharpe Ratio (2.18 vs 0.96), 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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