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WPS vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WPS and IVV is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

WPS vs. IVV - Performance Comparison

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

0.00%200.00%400.00%600.00%800.00%AugustSeptemberOctoberNovemberDecember2025
95.36%
787.95%
WPS
IVV

Key characteristics

Returns By Period


WPS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IVV

YTD

3.77%

1M

1.13%

6M

12.43%

1Y

26.42%

5Y*

15.30%

10Y*

13.82%

*Annualized

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WPS vs. IVV - Expense Ratio Comparison

WPS has a 0.48% expense ratio, which is higher than IVV's 0.03% expense ratio.


WPS
iShares International Developed Property ETF
Expense ratio chart for WPS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

WPS vs. IVV — Risk-Adjusted Performance Rank

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

WPS
The Risk-Adjusted Performance Rank of WPS is 1919
Overall Rank
The Sharpe Ratio Rank of WPS is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of WPS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of WPS is 1919
Omega Ratio Rank
The Calmar Ratio Rank of WPS is 1717
Calmar Ratio Rank
The Martin Ratio Rank of WPS is 2020
Martin Ratio Rank

IVV
The Risk-Adjusted Performance Rank of IVV is 8383
Overall Rank
The Sharpe Ratio Rank of IVV is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 8080
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WPS vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) 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.


Sharpe ratio
The chart of Sharpe ratio for WPS, currently valued at 0.18, compared to the broader market0.002.004.000.182.12
The chart of Sortino ratio for WPS, currently valued at 0.33, compared to the broader market0.005.0010.000.332.82
The chart of Omega ratio for WPS, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.39
The chart of Calmar ratio for WPS, currently valued at 0.06, compared to the broader market0.005.0010.0015.0020.000.063.22
The chart of Martin ratio for WPS, currently valued at 0.57, compared to the broader market0.0020.0040.0060.0080.00100.000.5713.44
WPS
IVV


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.18
2.12
WPS
IVV

Dividends

WPS vs. IVV - Dividend Comparison

WPS has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.25%.


TTM20242023202220212020201920182017201620152014
WPS
iShares International Developed Property ETF
102.76%102.76%2.38%1.16%3.15%2.31%5.11%2.92%2.86%4.17%1.84%3.30%
IVV
iShares Core S&P 500 ETF
1.25%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%

Drawdowns

WPS vs. IVV - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-27.15%
-0.30%
WPS
IVV

Volatility

WPS vs. IVV - Volatility Comparison

The current volatility for iShares International Developed Property ETF (WPS) is 0.00%, while iShares Core S&P 500 ETF (IVV) has a volatility of 3.99%. This indicates that WPS 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember20250
3.99%
WPS
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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