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VOD vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOD vs. IVV - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with VOD having a 8.34% return and IVV slightly lower at 8.20%. Over the past 10 years, VOD has underperformed IVV with an annualized return of -1.00%, while IVV has yielded a comparatively higher 15.58% annualized return.


VOD

1D
-0.50%
1M
-4.20%
YTD
8.34%
6M
9.59%
1Y
43.21%
3Y*
22.87%
5Y*
2.40%
10Y*
-1.00%

IVV

1D
-1.42%
1M
-1.34%
YTD
8.20%
6M
7.25%
1Y
23.72%
3Y*
20.79%
5Y*
13.13%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOD vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOD
Vodafone Group Plc
8.34%63.00%5.68%-4.59%-27.22%-3.57%-9.63%5.64%-34.92%38.22%
IVV
iShares Core S&P 500 ETF
8.20%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between VOD and IVV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since May 19, 2000

0.48

The correlation between VOD and IVV shifts across timeframes, from 0.21 (3 years) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOD vs. IVV — Risk / Return Rank

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

VOD
VOD Risk / Return Rank: 8484
Overall Rank
VOD Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VOD Sortino Ratio Rank: 7979
Sortino Ratio Rank
VOD Omega Ratio Rank: 8282
Omega Ratio Rank
VOD Calmar Ratio Rank: 8686
Calmar Ratio Rank
VOD Martin Ratio Rank: 8787
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 5959
Overall Rank
IVV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5656
Sortino Ratio Rank
IVV Omega Ratio Rank: 5858
Omega Ratio Rank
IVV Calmar Ratio Rank: 5656
Calmar Ratio Rank
IVV Martin Ratio Rank: 6767
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.

VOD vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vodafone Group Plc (VOD) 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.


VODIVVDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

3.53

2.68

+0.85

Martin ratioReturn relative to average drawdown

9.60

11.98

-2.37

VOD vs. IVV - Sharpe Ratio Comparison

The current VOD Sharpe Ratio is 1.66, which is comparable to the IVV Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VOD and IVV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VOD vs. IVV - Drawdown Comparison

The maximum VOD drawdown since its inception was -79.32%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VOD and IVV.


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Drawdown Indicators


VODIVVDifference

Max Drawdown

Largest peak-to-trough decline

-79.32%

-55.25%

-24.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-8.89%

-3.41%

Max Drawdown (3Y)

Largest decline over 3 years

-20.03%

-18.75%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-49.24%

-24.53%

-24.71%

Max Drawdown (10Y)

Largest decline over 10 years

-62.36%

-33.90%

-28.46%

Current Drawdown

Current decline from peak

-24.17%

-3.14%

-21.03%

Average Drawdown

Average peak-to-trough decline

-32.70%

-10.76%

-21.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.51%

1.99%

+2.52%

Volatility

VOD vs. IVV - Volatility Comparison

Vodafone Group Plc (VOD) has a higher volatility of 6.37% compared to iShares Core S&P 500 ETF (IVV) at 4.88%. This indicates that VOD'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


VODIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

4.88%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

20.29%

9.85%

+10.44%

Volatility (1Y)

Calculated over the trailing 1-year period

26.17%

12.48%

+13.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.04%

16.98%

+10.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.79%

18.07%

+9.72%

Dividends

VOD vs. IVV - Dividend Comparison

VOD's dividend yield for the trailing twelve months is around 3.80%, more than IVV's 1.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF
1.11%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
VOD
Vodafone Group Plc
3.80%3.86%8.58%11.15%9.27%7.04%6.11%4.92%8.99%5.33%12.26%6.77%

Frequently Asked Questions


VOD and IVV have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOD has higher volatility (6.37%) compared to IVV (4.88%). In terms of maximum drawdown, VOD dropped -79.32% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (1.91 vs 1.66), 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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