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VWDRY vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VWDRY vs. IVV

Last updated Jun 4, 2026

VWDRY (Vestas Wind Systems A/S) is a stock, while IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, VWDRY returned 7.38%/yr vs 15.54%/yr for IVV. At a 0.37 correlation, their price movements are largely independent.

Performance

VWDRY vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vestas Wind Systems A/S (VWDRY) 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

In the year-to-date period, VWDRY achieves a 2.19% return, which is significantly lower than IVV's 10.85% return. Over the past 10 years, VWDRY has underperformed IVV with an annualized return of 7.38%, while IVV has yielded a comparatively higher 15.54% annualized return.

VWDRY

1D
-0.76%
1M
-9.06%
YTD
2.19%
6M
11.49%
1Y
77.61%
3Y*
-1.91%
5Y*
-5.50%
10Y*
7.38%

IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWDRY vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VWDRY
Vestas Wind Systems A/S		2.19%99.19%-56.82%9.27%-5.43%-34.72%134.29%34.77%10.56%9.29%
IVV
iShares Core S&P 500 ETF		10.85%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between VWDRY and IVV is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.31

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

0.32

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.37

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vestas Wind Systems A/S

iShares Core S&P 500 ETF

Often compared with VWDRY:
VWDRY vs. DNNGYVWDRY vs. MAERSK-B.COVWDRY vs. FBGRXVWDRY vs. RWE.DEVWDRY vs. ^GSPCVWDRY vs. NEEVWDRY vs. SPY
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

VWDRY vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VWDRY
VWDRY Risk / Return Rank: 8383
Overall Rank
VWDRY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VWDRY Sortino Ratio Rank: 8383
Sortino Ratio Rank
VWDRY Omega Ratio Rank: 8080
Omega Ratio Rank
VWDRY Calmar Ratio Rank: 8484
Calmar Ratio Rank
VWDRY Martin Ratio Rank: 8383
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

VWDRY vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWDRY) 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.

VWDRYIVVDifference
Sharpe ratioReturn per unit of total volatility
1.65
2.39

-0.73

Sortino ratioReturn per unit of downside risk
2.58
3.25

-0.67

Omega ratioGain probability vs. loss probability

1.31

1.43

-0.12

Calmar ratioReturn relative to maximum drawdown

3.42

3.17

+0.25

Martin ratioReturn relative to average drawdown

7.97

14.71

-6.74

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWDRY vs. IVV - Sharpe Ratio Comparison

The current VWDRY Sharpe Ratio is 1.65, which is lower than the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of VWDRY 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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Sharpe Ratios by Period

VWDRYIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

2.39

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.83

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.86

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.45

-0.37

Drawdowns

VWDRY vs. IVV - Drawdown Comparison

The maximum VWDRY drawdown since its inception was -96.49%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VWDRY and IVV.

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Drawdown Indicators

VWDRYIVVDifference

Max Drawdown

Largest peak-to-trough decline

-96.49%

-55.25%

-41.24%

Max Drawdown (1Y)

Largest decline over 1 year

-22.82%

-8.89%

-13.93%

Max Drawdown (3Y)

Largest decline over 3 years

-61.99%

-18.75%

-43.24%

Max Drawdown (5Y)

Largest decline over 5 years

-72.64%

-24.53%

-48.11%

Max Drawdown (10Y)

Largest decline over 10 years

-76.67%

-33.90%

-42.77%

Current Drawdown

Current decline from peak

-46.35%

-0.76%

-45.59%

Average Drawdown

Average peak-to-trough decline

-45.88%

-10.78%

-35.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.77%

1.91%

+7.86%

Volatility

VWDRY vs. IVV - Volatility Comparison

Vestas Wind Systems A/S (VWDRY) has a higher volatility of 11.36% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that VWDRY'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

VWDRYIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

2.87%

+8.49%

Volatility (6M)

Calculated over the trailing 6-month period

27.62%

8.90%

+18.72%

Volatility (1Y)

Calculated over the trailing 1-year period

47.17%

11.80%

+35.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.42%

16.88%

+30.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.91%

18.05%

+24.86%

Dividends

VWDRY vs. IVV - Dividend Comparison

VWDRY's dividend yield for the trailing twelve months is around 0.42%, less than IVV's 1.06% yield.

PositionTTM20252024202320222021202020192018201720162015
IVV
iShares Core S&P 500 ETF		1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
VWDRY
Vestas Wind Systems A/S		0.42%0.28%0.00%0.00%0.20%0.56%0.30%0.69%1.28%3.28%1.66%0.77%

Frequently Asked Questions

VWDRY and IVV have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VWDRY has higher volatility (11.36%) compared to IVV (2.87%). In terms of maximum drawdown, VWDRY dropped -96.49% vs IVV's -55.25%.

IVV currently has the higher Sharpe Ratio (2.39 vs 1.65), 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.

Portfolio Optimizer

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