VTVT vs. IUSV

Last updated Apr 2, 2026

Compare and contrast key facts about vTv Therapeutics Inc. (VTVT) and iShares Core S&P U.S. Value ETF (IUSV).

IUSV is a passively managed fund by iShares that tracks the performance of the S&P 900 Value Index. It was launched on Jul 24, 2000.

Performance

VTVT vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in vTv Therapeutics Inc. (VTVT) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

VTVT vs. IUSV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VTVT vTv Therapeutics Inc.	1.35%	189.60%	20.08%	-56.62%	-33.39%	-46.51%	9.41%	-35.85%	-55.91%	24.43%
IUSV iShares Core S&P U.S. Value ETF	0.24%	12.85%	12.18%	21.73%	-5.40%	25.22%	1.56%	31.47%	-9.21%	15.09%

Returns By Period

In the year-to-date period, VTVT achieves a 1.35% return, which is significantly higher than IUSV's 0.24% return. Over the past 10 years, VTVT has underperformed IUSV with an annualized return of -15.09%, while IUSV has yielded a comparatively higher 11.61% annualized return.

VTVT

• 1D: 2.19%
• 1M: 13.85%
• YTD: 1.35%
• 6M: 68.88%
• 1Y: 147.13%
• 3Y*: 7.85%
• 5Y*: -18.91%
• 10Y*: -15.09%

IUSV

• 1D: 0.14%
• 1M: -4.43%
• YTD: 0.24%
• 6M: 3.09%
• 1Y: 13.16%
• 3Y*: 13.74%
• 5Y*: 10.28%
• 10Y*: 11.61%

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

Return for Risk

VTVT vs. IUSV — Risk / Return Rank

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

VTVT

VTVT Risk / Return Rank: 85
VTVT Sharpe Ratio Rank: 90
VTVT Sortino Ratio Rank: 85
VTVT Omega Ratio Rank: 82
VTVT Calmar Ratio Rank: 87
VTVT Martin Ratio Rank: 82

IUSV

IUSV Risk / Return Rank: 45
IUSV Sharpe Ratio Rank: 43
IUSV Sortino Ratio Rank: 43
IUSV Omega Ratio Rank: 47
IUSV Calmar Ratio Rank: 40
IUSV Martin Ratio Rank: 50

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.

VTVT vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for vTv Therapeutics Inc. (VTVT) and iShares Core S&P U.S. Value ETF (IUSV). 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.

	VTVT	IUSV	Difference
Sharpe ratio Return per unit of total volatility	1.97	0.84	+1.12
Sortino ratio Return per unit of downside risk	2.48	1.27	+1.21
Omega ratio Gain probability vs. loss probability	1.31	1.19	+0.12
Calmar ratio Return relative to maximum drawdown	3.39	1.07	+2.31
Martin ratio Return relative to average drawdown	6.81	4.98	+1.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTVT vs. IUSV - Sharpe Ratio Comparison

The current VTVT Sharpe Ratio is 1.97, which is higher than the IUSV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VTVT and IUSV, 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

	VTVT	IUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	0.84	+1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	0.71	-0.90
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.13	0.68	-0.81
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	0.59	-0.76

Correlation

The correlation between VTVT and IUSV is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VTVT vs. IUSV - Dividend Comparison

VTVT has not paid dividends to shareholders, while IUSV's dividend yield for the trailing twelve months is around 1.80%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTVT vTv Therapeutics Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IUSV iShares Core S&P U.S. Value ETF	1.80%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%

Drawdowns

VTVT vs. IUSV - Drawdown Comparison

The maximum VTVT drawdown since its inception was -98.19%, which is greater than IUSV's maximum drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for VTVT and IUSV.

Drawdown Indicators

	VTVT	IUSV	Difference
Max Drawdown Largest peak-to-trough decline	-98.19%	-56.88%	-41.31%
Max Drawdown (1Y) Largest decline over 1 year	-39.58%	-12.13%	-27.45%
Max Drawdown (5Y) Largest decline over 5 years	-94.27%	-17.95%	-76.32%
Max Drawdown (10Y) Largest decline over 10 years	-97.48%	-37.54%	-59.94%
Current Drawdown Current decline from peak	-90.70%	-4.51%	-86.19%
Average Drawdown Average peak-to-trough decline	-77.61%	-6.33%	-71.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.68%	2.61%	+17.07%

Volatility

VTVT vs. IUSV - Volatility Comparison

vTv Therapeutics Inc. (VTVT) has a higher volatility of 21.27% compared to iShares Core S&P U.S. Value ETF (IUSV) at 3.86%. This indicates that VTVT's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTVT	IUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.27%	3.86%	+17.41%
Volatility (6M) Calculated over the trailing 6-month period	58.21%	7.79%	+50.42%
Volatility (1Y) Calculated over the trailing 1-year period	75.53%	15.67%	+59.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	96.82%	14.60%	+82.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	120.07%	17.08%	+102.99%