Ishares S&P 500 ETF

10-Year Study

IVV.AU · · AU · ETF

Executive Summary: Ishares S&P 500 ETF has compounded at 14.7% annually over the last 10 years, with a maximum drawdown of 16.1% and an annualized volatility of 14.4%.

1Y CAGR
+8.1%
3Y CAGR
+16.6%
5Y CAGR
+14.0%
10Y CAGR
+14.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
16.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.92
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +37.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.7-2.2-3.75.1————————-4.7%
20252.9-3.2-6.5-2.06.43.25.00.21.64.0-0.0-1.79.4%
20246.84.43.3-2.40.75.51.6-2.10.56.74.93.037.3%
20230.73.92.23.33.63.03.12.0-4.4-1.75.02.125.0%
2022-3.8-5.63.3-2.9-3.1-5.06.6-0.4-3.48.2-2.3-3.9-12.5%
20211.0-0.46.83.71.14.94.04.5-1.5-0.47.71.037.2%
20206.5-8.5-5.77.11.2-2.31.76.2-2.80.15.4-0.86.9%
20194.65.92.05.0-3.94.44.9-0.11.10.15.7-0.732.3%
20181.80.7-3.44.41.82.72.66.11.2-6.0-1.1-5.54.5%
2017-3.32.80.43.51.6-2.1-2.20.83.04.93.5-0.312.9%
2016———0.97.2-3.83.70.5-2.5-0.45.65.717.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 104.1% of variance. Idiosyncratic stock-specific factors contribute 12.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110094.808737882864
2016-05-0110824.126566440287
2016-06-0110409.80593231817
2016-07-0110791.74970493199
2016-08-0110844.571716038156
2016-09-0110568.207469896613
2016-10-0110525.575785719355
2016-11-0111110.616643770678
2016-12-0111739.837083760618
2017-01-0111350.024830859922
2017-02-0111671.020129120472
2017-03-0111720.681848963877
2017-04-0112126.87601983889
2017-05-0112316.751478564842
2017-06-0112057.156124837955
2017-07-0111792.852582086954
2017-08-0111890.305645312126
2017-09-0112248.385994105089
2017-10-0112845.61654702707
2017-11-0113294.571393559456
2017-12-0113253.616598623663
2018-01-0113493.992221813749
2018-02-0113584.350753632723
2018-03-0113116.885629704158
2018-04-0113693.67103302827
2018-05-0113937.077956001007
2018-06-0114313.152616269695
2018-07-0114682.132745132187
2018-08-0115576.10819805352
2018-09-0115770.433862843358
2018-10-0114824.86181787693
2018-11-0114660.849150913584
2018-12-0113856.264793710377
2019-01-0114487.420105902005
2019-02-0115334.958625982756
2019-03-0115642.861289011862
2019-04-0116418.164580229473
2019-05-0115785.71935323672
2019-06-0116477.24267812111
2019-07-0117287.889634889616
2019-08-0117265.896587530395
2019-09-0117449.257976510653
2019-10-0117465.63989448497
2019-11-0118455.327025649956
2019-12-0118328.141426258797
2020-01-0119518.152326038864
2020-02-0117864.61054247367
2020-03-0116851.769440628446
2020-04-0118041.522357448288
2020-05-0118250.29506801076
2020-06-0117822.30133699669
2020-07-0118119.110732736102
2020-08-0119247.657192242452
2020-09-0118715.051370856956
2020-10-0118739.559752078374
2020-11-0119744.467877896666
2020-12-0119594.966752446002
2021-01-0119799.28925694458
2021-02-0119728.21495140246
2021-03-0121074.305542118946
2021-04-0121862.894955788175
2021-05-0122097.27247515302
2021-06-0123187.57296080594
2021-07-0124113.215822094953
2021-08-0125199.001605943926
2021-09-0124818.15426091107
2021-10-0124715.928512921724
2021-11-0126616.682468122985
2021-12-0126879.05113867229
2022-01-0125862.340292423687
2022-02-0124416.34580035989
2022-03-0125227.96019322924
2022-04-0124495.09509896871
2022-05-0123746.428548394382
2022-06-0122564.4151203813
2022-07-0124061.490238569742
2022-08-0123958.297054479557
2022-09-0123142.23245554631
2022-10-0125034.27948583996
2022-11-0124462.78273320047
2022-12-0123507.85880592587
2023-01-0123663.22904372166
2023-02-0124595.32147901631
2023-03-0125142.180858954267
2023-04-0125960.43831304942
2023-05-0126902.076117872413
2023-06-0127719.043657166443
2023-07-0128582.770608001345
2023-08-0129146.398880353958
2023-09-0127875.058852362803
2023-10-0127403.723984030854
2023-11-0128767.937877703174
2023-12-0129377.74509993615
2024-01-0131377.43552038388
2024-02-0132758.93427239131
2024-03-0133844.204090319836
2024-04-0133028.268482866704
2024-05-0133243.3617759547
2024-06-0135058.59437984121
2024-07-0135610.61341898368
2024-08-0134862.39833858974
2024-09-0135027.24945017381
2024-10-0137360.31835097292
2024-11-0139173.29360395746
2024-12-0140347.503047423714
2025-01-0141515.004933924116
2025-02-0140175.23492573316
2025-03-0137563.415436410425
2025-04-0136808.55729479068
2025-05-0139162.65180684816
2025-06-0140416.513489284036
2025-07-0142439.48687189212
2025-08-0142503.6601332482
2025-09-0143177.18914665686
2025-10-0144917.86467503822
2025-11-0144911.47959677264
2025-12-0144147.33406858477
2026-01-0142528.49099316991
2026-02-0141573.95404033563
2026-03-0140038.95542699404
2026-04-0142064.12166476405
Annual Return Matrix
YearAnnual Return
20170.12894382639747293
20180.04547047144469962
20190.3227331967976168
20200.06911913743595521
20210.3717324187506994
2022-0.1254208087686589
20230.24969889186719962
20240.37340367377315853
20250.09417760045013956
2026-0.04718772826880946
Total Factor Risk
0.1436524465955679
VTI.US Exposure
1.0405460583493362
VEA.US Exposure
0.02048718486375367
VWO.US Exposure
-0.009521456730837806
QQQ.US Exposure
-0.21886916703141243
VTV.US Exposure
-0.0781972816820005
IJR.US Exposure
-0.04825048539843354
QUAL.US Exposure
0.14739068528336477
SHV.US Exposure
0.007100050001733935
TLT.US Exposure
0.005907753336819192
LQD.US Exposure
0.010791015983336205
HYG.US Exposure
-0.018797435942455976
GLD.US Exposure
0.0005339256385862643
USO.US Exposure
0.0027892855612022993
VNQ.US Exposure
-0.023833758325661546
BTC-USD.CC Exposure
0.004159939284895441
CPER.US Exposure
0.00010440719003521019
VIX.INDX Exposure
-0.03222710143655001
UUP.US Exposure
0.0673641338637262
TIP.US Exposure
0.0029718201678319137
Idiosyncratic Exposure
0.11955042702273079
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$90
Avg Yield on Cost
0.90%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$89.980.90%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
6.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ishares S&P 500 ETF a high-risk investment?

Ishares S&P 500 ETF (IVV.AU) has an annualized volatility of 14.4% and experienced a maximum drawdown of 16.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of IVV.AU?

Over the past 10 years, IVV.AU has generated a Compound Annual Growth Rate (CAGR) of 14.7%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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