iShares Core S&P 500 ETF

10-Year Study

IVV.US · · US · ETF

Executive Summary: iShares Core S&P 500 ETF has compounded at 14.8% annually over the last 10 years, with a maximum drawdown of 23.9% and an annualized volatility of 12.2%.

1Y CAGR
+22.2%
3Y CAGR
+21.0%
5Y CAGR
+12.6%
10Y CAGR
+14.8%

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 →
23.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +31.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.2%
% 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.
20261.5-0.8-5.27.9————————2.9%
20252.7-1.3-5.6-0.76.15.22.32.13.52.40.20.117.8%
20241.65.23.3-4.05.13.61.12.42.2-1.05.9-2.424.9%
20236.3-2.53.71.60.46.63.2-1.6-4.7-2.29.24.626.3%
2022-5.3-2.93.8-8.80.3-8.39.3-4.1-9.28.15.6-5.7-18.2%
2021-1.02.84.65.30.72.32.43.0-4.77.0-0.74.628.8%
20200.0-8.5-12.112.74.81.95.97.0-3.8-2.510.93.818.4%
20197.93.21.94.0-6.36.91.5-1.71.92.23.62.931.3%
20185.7-3.8-2.50.42.40.63.73.20.5-6.81.9-8.9-4.5%
20171.84.00.11.01.40.72.10.32.02.33.11.221.8%
2016———0.41.70.33.70.10.0-1.83.72.110.6%

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 12.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 81.9% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110039.200284469323
2016-05-0110209.052938963723
2016-06-0110234.927299107832
2016-07-0110617.58313124349
2016-08-0110631.200613758574
2016-09-0110631.915217165115
2016-10-0110442.791138003067
2016-11-0110825.92146680067
2016-12-0111057.967484973318
2017-01-0111251.613574491974
2017-02-0111698.86383775187
2017-03-0111712.629957775513
2017-04-0111825.668783036117
2017-05-0111990.547797820975
2017-06-0112070.531927908522
2017-07-0112320.95754569746
2017-08-0112354.675392831785
2017-09-0112606.878943896201
2017-10-0112899.957809814878
2017-11-0113302.691139260769
2017-12-0113463.50548986921
2018-01-0114229.697545537387
2018-02-0113688.354022531159
2018-03-0113349.18037847683
2018-04-0113396.464256680969
2018-05-0113719.419261820398
2018-06-0113800.020809251198
2018-07-0114317.044949125955
2018-08-0114779.993620020787
2018-09-0114859.177394293007
2018-10-0113845.486736389092
2018-11-0114111.473557958909
2018-12-0112859.053910824356
2019-01-0113878.129819999976
2019-02-0114326.340510238268
2019-03-0114600.793952968805
2019-04-0115184.699254868736
2019-05-0114228.279772378804
2019-06-0115216.519115355284
2019-07-0115447.804795503373
2019-08-0115191.742386043623
2019-09-0115487.342372780586
2019-10-0115821.971139169298
2019-11-0116397.324067499725
2019-12-0116877.68047737794
2020-01-0116877.68047737794
2020-02-0115450.668925956796
2020-03-0113576.675802156615
2020-04-0115297.932452255918
2020-05-0116034.56279420222
2020-06-0116338.989562216804
2020-07-0117295.511947597275
2020-08-0118506.335959643773
2020-09-0117810.792455160066
2020-10-0117363.485023627647
2020-11-0119255.543321545236
2020-12-0119982.76376583418
2021-01-0119776.75789579596
2021-02-0120322.383322414193
2021-03-0121248.154894004303
2021-04-0122372.99782417555
2021-05-0122520.94931346621
2021-06-0123029.31246005367
2021-07-0123590.68774575211
2021-08-0124303.65613970097
2021-09-0123165.338647695942
2021-10-0124787.5855666119
2021-11-0124606.916674956065
2021-12-0125729.461440571868
2022-01-0124369.062360295036
2022-02-0123665.132270232134
2022-03-0124553.92168632683
2022-04-0122382.064712197764
2022-05-0122452.96480378134
2022-06-0120583.716646600602
2022-07-0122490.89595260064
2022-08-0121562.55180874697
2022-09-0119571.215088765177
2022-10-0121161.362022659217
2022-11-0122336.232908115722
2022-12-0121056.612596914514
2023-01-0122377.411214814358
2023-02-0121810.730713425743
2023-03-0122623.492043891514
2023-04-0122985.61303253675
2023-05-0123083.027768916694
2023-06-0124605.933380668663
2023-07-0125404.762803120473
2023-08-0124991.27040478567
2023-09-0123815.684915922622
2023-10-0123289.38236541731
2023-11-0125423.433960926628
2023-12-0126595.720840465077
2024-01-0127017.239664262168
2024-02-0128423.22472504919
2024-03-0129367.272993365048
2024-04-0128178.012853714397
2024-05-0129603.560897358937
2024-06-0130660.019139937638
2024-07-0131001.227974493802
2024-08-0131753.6824942746
2024-09-0132443.692109978034
2024-10-0132129.838293824338
2024-11-0134032.63279332183
2024-12-0133227.051797885
2025-01-0134129.012783969105
2025-02-0133698.918719293484
2025-03-0131814.05219005935
2025-04-0131590.975873845633
2025-05-0133526.76790024365
2025-06-0135264.32322483939
2025-07-0136059.45957688618
2025-08-0136821.65557030497
2025-09-0138127.73907485728
2025-10-0139035.21679923989
2025-11-0139129.21287292294
2025-12-0139156.83658220626
2026-01-0139733.66445196779
2026-02-0139410.66371221034
2026-03-0137342.88729503745
2026-04-0140288.76837817041
Annual Return Matrix
YearAnnual Return
20170.2175388929443658
2018-0.044895557067190395
20190.31251339285317337
20200.18397571233903554
20210.2875827258971646
2022-0.18161471643898863
20230.26305789775332733
20240.2493382675054414
20250.17846256178222575
20260.028907641545244722
Total Factor Risk
0.12228392128500647
VTI.US Exposure
0.819304443712292
VEA.US Exposure
-0.0013767259498427176
VWO.US Exposure
0.0010139972942628348
QQQ.US Exposure
0.092716957837849
VTV.US Exposure
0.09255110338936157
IJR.US Exposure
-0.07830634717408476
QUAL.US Exposure
0.0331872808304373
SHV.US Exposure
0.042305256461648
TLT.US Exposure
-0.0055247939242903474
LQD.US Exposure
-0.001981048930770693
HYG.US Exposure
0.006240133329645976
GLD.US Exposure
-0.0005433001062957534
USO.US Exposure
0.0019948261820200625
VNQ.US Exposure
-0.017978043284197207
BTC-USD.CC Exposure
-0.002419667033520652
CPER.US Exposure
-0.0013069068721728737
VIX.INDX Exposure
0.0070400048722925705
UUP.US Exposure
0.0012932682920994913
TIP.US Exposure
0.009838847986230224
Idiosyncratic Exposure
0.0019507130870358796
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
12.2%

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
$102
Avg Yield on Cost
1.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$101.961.02%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 →
+4.0%
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 →
+5.6%
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 →
0.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

iShares Core S&P 500 ETF (IVV.US) has an annualized volatility of 12.2% and experienced a maximum drawdown of 23.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, IVV.US has generated a Compound Annual Growth Rate (CAGR) of 14.8%. 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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