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WTS vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WTS vs. IVV

Last updated Jun 25, 2026

WTS (Watts Water Technologies, Inc.) 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, WTS returned 21.29%/yr vs 15.57%/yr for IVV. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

WTS vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Watts Water Technologies, Inc. (WTS) 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, WTS achieves a 29.09% return, which is significantly higher than IVV's 8.13% return. Over the past 10 years, WTS has outperformed IVV with an annualized return of 21.29%, while IVV has yielded a comparatively lower 15.57% annualized return.

WTS

1D
3.98%
1M
17.63%
YTD
29.09%
6M
25.57%
1Y
45.30%
3Y*
27.56%
5Y*
21.11%
10Y*
21.29%

IVV

1D
-0.07%
1M
-1.40%
YTD
8.13%
6M
6.81%
1Y
22.31%
3Y*
20.76%
5Y*
13.03%
10Y*
15.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTS vs. IVV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WTS
Watts Water Technologies, Inc.		29.09%36.85%-1.62%43.57%-24.08%60.63%23.14%56.20%-14.13%17.84%
IVV
iShares Core S&P 500 ETF		8.13%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Correlation

The correlation between WTS and IVV is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.53

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

0.61

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

0.60

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

0.58

The correlation between WTS and IVV shifts across timeframes, from 0.45 (1 year) to 0.61 (5 years), reflecting how their relationship changes across market environments.

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Watts Water Technologies, Inc.

iShares Core S&P 500 ETF

Often compared with WTS:
WTS vs. FIWWTS vs. SPYWTS vs. ETNWTS vs. GDEWTS vs. ARMWTS vs. TPCWTS vs. ASML
Often compared with IVV:
IVV vs. VOOIVV vs. SPYIVV vs. FXAIXIVV vs. QQQIVV vs. VTIIVV vs. IOOIVV vs. CSPX.L

Return for Risk

WTS vs. IVV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WTS
WTS Risk / Return Rank: 8686
Overall Rank
WTS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
WTS Sortino Ratio Rank: 8787
Sortino Ratio Rank
WTS Omega Ratio Rank: 8585
Omega Ratio Rank
WTS Calmar Ratio Rank: 8484
Calmar Ratio Rank
WTS Martin Ratio Rank: 8484
Martin Ratio Rank
IVV
IVV Risk / Return Rank: 6060
Overall Rank
IVV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 5858
Sortino Ratio Rank
IVV Omega Ratio Rank: 5959
Omega Ratio Rank
IVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
IVV Martin Ratio Rank: 6868
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.

WTS vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Watts Water Technologies, Inc. (WTS) 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.

WTSIVVDifference
Sharpe ratioReturn per unit of total volatility
1.94
1.81

+0.13

Sortino ratioReturn per unit of downside risk
2.75
2.46

+0.29

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

2.95

2.52

+0.42

Martin ratioReturn relative to average drawdown

7.60

11.21

-3.60

WTS vs. IVV - Sharpe Ratio Comparison

The current WTS Sharpe Ratio is 1.94, which is comparable to the IVV Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of WTS 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

WTS vs. IVV - Drawdown Comparison

The maximum WTS drawdown since its inception was -63.68%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WTS and IVV.

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Drawdown Indicators

WTSIVVDifference

Max Drawdown

Largest peak-to-trough decline

-63.68%

-55.25%

-8.43%

Max Drawdown (1Y)

Largest decline over 1 year

-15.45%

-8.89%

-6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-19.54%

-18.75%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-44.08%

-24.53%

-19.55%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-33.90%

-10.18%

Current Drawdown

Current decline from peak

0.00%

-3.20%

+3.20%

Average Drawdown

Average peak-to-trough decline

-16.18%

-10.76%

-5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.97%

2.00%

+3.97%

Volatility

WTS vs. IVV - Volatility Comparison

Watts Water Technologies, Inc. (WTS) has a higher volatility of 8.04% compared to iShares Core S&P 500 ETF (IVV) at 4.86%. This indicates that WTS'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

WTSIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

4.86%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

17.45%

9.81%

+7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

23.52%

12.44%

+11.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.90%

16.98%

+10.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.20%

18.06%

+10.14%

Dividends

WTS vs. IVV - Dividend Comparison

WTS's dividend yield for the trailing twelve months is around 0.62%, less 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%
WTS
Watts Water Technologies, Inc.		0.62%0.72%0.81%0.66%0.79%0.52%0.76%0.90%1.27%0.99%1.09%1.33%

Frequently Asked Questions

WTS and IVV have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTS has higher volatility (8.04%) compared to IVV (4.86%). In terms of maximum drawdown, WTS dropped -63.68% vs IVV's -55.25%.

WTS currently has the higher Sharpe Ratio (1.94 vs 1.81), 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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