iShares Core S&P 500 ETF (IVV) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares Core S&P 500 ETF (IVV): 1Y return 13.2%, Sharpe ratio 1.02, volatility 12.5%, max drawdown -8.9%. A ETF in the Equity asset class. Compare IVV with other assets and invest through your own broker with pfolio.
iShares Core S&P 500 ETF (IVV) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
IVV Performance
- MTD
- Return: 0.9%, Sharpe: 1.17, Volatility: 9.9%, Max Drawdown: -2.5%
- YTD
- Return: 13.8%, Sharpe: 1.25, Volatility: 12.6%, Max Drawdown: -8.9%
- 1Y
- Return: 13.2%, Sharpe: 1.02, Volatility: 12.5%, Max Drawdown: -8.9%
- 5Y
- Return: 79.7%, Sharpe: 0.76, Volatility: 16.7%, Max Drawdown: -24.5%
- 10Y
- Return: 326.5%, Sharpe: 0.88, Volatility: 17.7%, Max Drawdown: -33.9%
Frequently Asked Questions
- What is iShares Core S&P 500 ETF (IVV)?
- iShares Core S&P 500 ETF (IVV) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does IVV compare to other assets?
- You can compare IVV with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in IVV through pfolio?
- pfolio helps you build diversified portfolios that may include IVV. You invest through your own broker — pfolio provides the analytics.