PortfoliosLab logoPortfoliosLab logo
XVV vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XVV vs. IVV - Performance Comparison

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

Loading graphics...

XVV vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XVV
iShares ESG Screened S&P 500 ETF
-6.38%17.53%25.87%29.78%-21.46%29.19%16.13%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%28.76%16.16%

Returns By Period

In the year-to-date period, XVV achieves a -6.38% return, which is significantly lower than IVV's -4.38% return.


XVV

1D
2.93%
1M
-5.54%
YTD
-6.38%
6M
-3.96%
1Y
16.21%
3Y*
18.11%
5Y*
11.25%
10Y*

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


XVV vs. IVV - Expense Ratio Comparison

XVV has a 0.08% expense ratio, which is higher than IVV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XVV vs. IVV — Risk / Return Rank

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

XVV
XVV Risk / Return Rank: 5656
Overall Rank
XVV Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XVV Sortino Ratio Rank: 5353
Sortino Ratio Rank
XVV Omega Ratio Rank: 5656
Omega Ratio Rank
XVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
XVV Martin Ratio Rank: 6363
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
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.

XVV vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) 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.


XVVIVVDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.97

-0.12

Sortino ratio

Return per unit of downside risk

1.35

1.49

-0.14

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.36

1.53

-0.18

Martin ratio

Return relative to average drawdown

5.89

7.32

-1.43

XVV vs. IVV - Sharpe Ratio Comparison

The current XVV Sharpe Ratio is 0.86, which is comparable to the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of XVV and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


XVVIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.97

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.70

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.42

+0.42

Correlation

The correlation between XVV and IVV is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XVV vs. IVV - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 1.03%, less than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
XVV
iShares ESG Screened S&P 500 ETF
1.03%0.94%1.05%1.25%1.57%0.81%0.31%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

XVV vs. IVV - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for XVV and IVV.


Loading graphics...

Drawdown Indicators


XVVIVVDifference

Max Drawdown

Largest peak-to-trough decline

-27.20%

-55.25%

+28.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-12.06%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

-24.53%

-2.67%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-7.97%

-6.26%

-1.71%

Average Drawdown

Average peak-to-trough decline

-6.02%

-10.85%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.53%

+0.33%

Volatility

XVV vs. IVV - Volatility Comparison

iShares ESG Screened S&P 500 ETF (XVV) has a higher volatility of 5.63% compared to iShares Core S&P 500 ETF (IVV) at 5.30%. This indicates that XVV'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.


Loading graphics...

Volatility by Period


XVVIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

5.30%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

9.45%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

18.31%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

16.89%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

18.04%

-0.57%