^GSPC vs. IVV
Compare and contrast key facts about S&P 500 (^GSPC) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^GSPC or IVV.
Performance
^GSPC vs. IVV - Performance Comparison
Returns By Period
In the year-to-date period, ^GSPC achieves a 24.05% return, which is significantly lower than IVV's 25.45% return. Over the past 10 years, ^GSPC has underperformed IVV with an annualized return of 11.14%, while IVV has yielded a comparatively higher 13.13% annualized return.
^GSPC
24.05%
0.89%
11.19%
30.12%
13.82%
11.14%
IVV
25.45%
0.97%
11.84%
31.81%
15.61%
13.13%
Key characteristics
| ^GSPC | IVV | |
|---|---|---|
| Sharpe Ratio | 2.54 | 2.70 |
| Sortino Ratio | 3.40 | 3.60 |
| Omega Ratio | 1.47 | 1.50 |
| Calmar Ratio | 3.66 | 3.91 |
| Martin Ratio | 16.28 | 17.60 |
| Ulcer Index | 1.91% | 1.87% |
| Daily Std Dev | 12.25% | 12.17% |
| Max Drawdown | -56.78% | -55.25% |
| Current Drawdown | -1.41% | -1.40% |
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Correlation
The correlation between ^GSPC and IVV is 0.99, 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.
Risk-Adjusted Performance
^GSPC vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 (^GSPC) 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.
Drawdowns
^GSPC vs. IVV - Drawdown Comparison
The maximum ^GSPC drawdown since its inception was -56.78%, roughly equal to the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^GSPC and IVV. For additional features, visit the drawdowns tool.
Volatility
^GSPC vs. IVV - Volatility Comparison
S&P 500 (^GSPC) and iShares Core S&P 500 ETF (IVV) have volatilities of 4.07% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.