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

Correlation

The correlation between WPS and IVV is 0.68, 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.


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.

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Key characteristics

Returns By Period


WPS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

IVV

YTD

0.90%

1M

6.13%

6M

-1.49%

1Y

14.25%

3Y*

14.30%

5Y*

15.90%

10Y*

12.79%

*Annualized

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iShares Core S&P 500 ETF

WPS vs. IVV - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 6363
Overall Rank
The Sharpe Ratio Rank of IVV is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of IVV is 6060
Sortino Ratio Rank
The Omega Ratio Rank of IVV is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IVV is 6565
Calmar Ratio Rank
The Martin Ratio Rank of IVV is 6464
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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.31%.


TTM20242023202220212020201920182017201620152014
WPS
iShares International Developed Property ETF
102.38%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
1.31%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


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WPS vs. IVV - Volatility Comparison


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