iShares Core S&P 500 (IVV): Historical Returns

Data Source: from January 2001 to January 2024 (~23 years)
Consolidated Returns as of 31 January 2024
Category: Stocks
iShares Core S&P 500 (IVV) ETF
ETF • LIVE PERFORMANCE (USD currency)
1.58%
January 2024

In the last 20 Years, the iShares Core S&P 500 (IVV) ETF obtained a 9.63% compound annual return, with a 14.84% standard deviation.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Employ the best metrics to evaluate it
Join the passive investing strategy
Discover new asset allocations in USD and EUR,
in addition to the lazy portfolios on the website.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

Investment Returns as of Jan 31, 2024

The iShares Core S&P 500 (IVV) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES CORE S&P 500 (IVV) ETF
Consolidated returns as of 31 January 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 20Y MAX
(~23Y)
iShares Core S&P 500 (IVV) ETF n.a. n.a. 1.58 6.36 20.75 14.26 12.57 9.63 7.83
US Inflation Adjusted return 1.28 4.62 17.11 9.69 9.52 6.88 5.18
Returns over 1 year are annualized | Available data source: since Jan 2001
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 20Y: 2.57%

In 2023, the iShares Core S&P 500 (IVV) ETF granted a 1.81% dividend yield. If you are interested in getting periodic income, please refer to the iShares Core S&P 500 (IVV) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 2004, now would be worth 6.28$, with a total return of 528.46% (9.63% annualized).

The Inflation Adjusted Capital now would be 3.78$, with a net total return of 278.07% (6.88% annualized).
An investment of 1$, since January 2001, now would be worth 5.70$, with a total return of 469.65% (7.83% annualized).

The Inflation Adjusted Capital now would be 3.21$, with a net total return of 221.17% (5.18% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of iShares Core S&P 500 (IVV) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES CORE S&P 500 (IVV) ETF
Advanced Metrics
Data Source: 1 January 2001 - 31 January 2024 (~23 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~23Y)
Investment Return (%) 1.58 16.01 6.36 20.75 10.96 14.26 12.57 9.63 7.83
Infl. Adjusted Return (%) details 1.28 15.21 4.62 17.11 5.02 9.69 9.52 6.88 5.18
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.51
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -8.32 -23.93 -23.93 -23.93 -50.78 -50.78
Start to Recovery (# months) details 4 24 24 24 53 53
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 1 15 15 15 37 37
End (yyyy mm) 2023 11 2023 12 2023 12 2023 12 2012 03 2012 03
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-38.85
Start to Recovery (# months) details 60
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2001 02
Start to Bottom (# months) 3 9 9 9 16 20
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09
Bottom to End (# months) 1 15 15 15 37 40
End (yyyy mm) 2023 11 2023 12 2023 12 2023 12 2012 03 2006 01
Longest negative period (# months) details 4 27 27 27 68 116
Period Start (yyyy mm) 2023 07 2021 08 2021 08 2021 08 2005 01 2001 01
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2010 08 2010 08
Annualized Return (%) -15.19 -0.56 -0.56 -0.56 -0.46 -0.44
Deepest Drawdown Depth (%) -9.19 -27.92 -27.92 -27.92 -51.60 -51.60
Start to Recovery (# months) details 5 25* 25* 25* 65 65
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2007 11
Start to Bottom (# months) 3 9 9 9 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 49 49
End (yyyy mm) 2023 12 - - - 2013 03 2013 03
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-40.61
Start to Recovery (# months) details 72
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 11 2001 02
Start to Bottom (# months) 3 9 9 9 16 20
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2002 09
Bottom to End (# months) 2 16 16 16 49 52
End (yyyy mm) 2023 12 - - - 2013 03 2007 01
Longest negative period (# months) details 6 32 34 34 92 143
Period Start (yyyy mm) 2023 05 2021 03 2021 01 2021 01 2004 02 2001 02
Period End (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2011 09 2012 12
Annualized Return (%) -0.31 -0.67 -0.25 -0.25 -0.57 -0.04
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 13.47 17.35 18.12 15.05 14.84 15.28
Sharpe Ratio 1.16 0.50 0.69 0.76 0.56 0.25
Sortino Ratio 1.70 0.67 0.91 1.02 0.74 0.33
Ulcer Index 3.00 9.89 8.39 6.40 12.20 14.51
Ratio: Return / Standard Deviation 1.54 0.63 0.79 0.84 0.65 0.51
Ratio: Return / Deepest Drawdown 2.49 0.46 0.60 0.53 0.19 0.15
% Positive Months details 66% 63% 66% 70% 66% 64%
Positive Months 8 23 40 84 160 180
Negative Months 4 13 20 36 80 97
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 12.57 16.58 16.58
Worst 10 Years Return (%) - Annualized 6.39 1.26
Best 10 Years Return (%) - Annualized 9.52 14.56 14.56
Worst 10 Years Return (%) - Annualized 4.30 -1.05
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 56.52 26.01 22.85 16.58 9.63
Worst Rolling Return (%) - Annualized -43.22 -15.04 -6.63 6.39
% Positive Periods 82% 86% 92% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.63 23.72 15.25 9.47 7.33
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.63 5.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 52.52 22.41 20.37 14.56 6.88
Worst Rolling Return (%) - Annualized -43.23 -16.85 -9.03 4.30
% Positive Periods 80% 83% 78% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.63 23.72 15.25 9.47 7.33
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 3.63 5.39
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 2001 - Jan 2024)
Best Rolling Return (%) - Annualized 56.52 26.01 22.85 16.58 10.35
Worst Rolling Return (%) - Annualized -43.22 -15.04 -6.63 1.26 7.18
% Positive Periods 78% 85% 92% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.63 23.72 15.25 8.00 5.11
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.20
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 52.52 22.41 20.37 14.56 7.65
Worst Rolling Return (%) - Annualized -43.23 -16.85 -9.03 -1.05 5.04
% Positive Periods 76% 82% 78% 98% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 72.63 23.72 15.25 8.00 5.11
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 3.20
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Jan 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares Core S&P 500 (IVV) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES CORE S&P 500 (IVV) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs IVV
Asset Class 1 Year 5 Years 10 Years Since
Jan 2001
VTI
US Total Stock Market
0.99
1.00
1.00
1.00
SPY
US Large Cap
1.00
1.00
1.00
1.00
IJR
US Small Cap
0.75
0.87
0.85
0.87
VNQ
US REITs
0.88
0.85
0.75
0.69
QQQ
US Technology
0.86
0.93
0.92
0.88
PFF
Preferred Stocks
0.73
0.80
0.73
0.50
EFA
EAFE Stocks
0.92
0.90
0.87
0.88
VT
World All Countries
0.98
0.98
0.97
0.96
EEM
Emerging Markets
0.86
0.72
0.69
0.76
VGK
Europe
0.89
0.89
0.86
0.88
VPL
Pacific
0.93
0.85
0.83
0.77
FLLA
Latin America
0.89
0.69
0.57
0.68
BND
US Total Bond Market
0.83
0.54
0.40
0.14
TLT
Long Term Treasuries
0.86
0.21
0.10
-0.15
BIL
US Cash
0.34
-0.06
-0.04
-0.10
TIP
TIPS
0.76
0.63
0.51
0.19
LQD
Invest. Grade Bonds
0.88
0.68
0.58
0.34
HYG
High Yield Bonds
0.91
0.85
0.81
0.71
CWB
US Convertible Bonds
0.87
0.85
0.86
0.88
BNDX
International Bonds
0.76
0.57
0.43
0.20
EMB
Emerg. Market Bonds
0.94
0.78
0.68
0.56
GLD
Gold
0.33
0.25
0.11
0.07
DBC
Commodities
0.14
0.46
0.41
0.39

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES CORE S&P 500 (IVV) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 2004 - 31 January 2024 (20 Years)
Data Source: 1 January 2001 - 31 January 2024 (~23 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-50.78% Nov 2007 Feb 2009 16 Mar 2012 37 53 23.86
-23.93% Jan 2022 Sep 2022 9 Dec 2023 15 24 12.00
-19.56% Feb 2020 Mar 2020 2 Jul 2020 4 6 9.08
-13.45% Oct 2018 Dec 2018 3 Apr 2019 4 7 6.24
-8.48% Aug 2015 Sep 2015 2 May 2016 8 10 4.40
-6.63% Apr 2012 May 2012 2 Aug 2012 3 5 3.00
-6.30% May 2019 May 2019 1 Jun 2019 1 2 3.64
-6.18% Feb 2018 Mar 2018 2 Jul 2018 4 6 3.94
-6.17% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.61
-4.69% Jun 2007 Jul 2007 2 Sep 2007 2 4 2.69
-4.68% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.70
-3.78% Jan 2005 Apr 2005 4 Jul 2005 3 7 1.74
-3.49% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.02
-3.19% Dec 2014 Jan 2015 2 Feb 2015 1 3 1.60
-3.13% Jul 2004 Jul 2004 1 Nov 2004 4 5 1.96
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 90 2.7 Months 37.34%
 
DD = 0% 37.34%
 
0% < DD <= -5% 68 3.5 Months 28.22%
 
DD <= -5% 65.56%
 
-5% < DD <= -10% 27 8.9 Months 11.20%
 
DD <= -10% 76.76%
 
-10% < DD <= -15% 18 13.4 Months 7.47%
 
DD <= -15% 84.23%
 
-15% < DD <= -20% 12 20.1 Months 4.98%
 
DD <= -20% 89.21%
 
-20% < DD <= -25% 8 30.1 Months 3.32%
 
DD <= -25% 92.53%
 
-25% < DD <= -30% 7 34.4 Months 2.90%
 
DD <= -30% 95.44%
 
-30% < DD <= -35% 2 120.5 Months 0.83%
 
DD <= -35% 96.27%
 
-35% < DD <= -40% 3 80.3 Months 1.24%
 
DD <= -40% 97.51%
 
-40% < DD <= -45% 4 60.3 Months 1.66%
 
DD <= -45% 99.17%
 
-45% < DD <= -50% 1 241.0 Months 0.41%
 
DD <= -50% 99.59%
 
-50% < DD <= -55% 1 241.0 Months 0.41%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-51.60% Nov 2007 Feb 2009 16 Mar 2013 49 65 24.03
-27.92% Jan 2022 Sep 2022 9 in progress 16 25 16.18
-19.42% Jan 2020 Mar 2020 3 Jul 2020 4 7 8.27
-13.65% Oct 2018 Dec 2018 3 Apr 2019 4 7 6.43
-8.56% Mar 2015 Sep 2015 7 May 2016 8 15 3.81
-6.48% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.80
-6.45% Feb 2018 Mar 2018 2 Aug 2018 5 7 4.06
-6.32% May 2019 May 2019 1 Jun 2019 1 2 3.65
-5.07% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.71
-5.07% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.93
-4.77% Jan 2005 Apr 2005 4 Jul 2005 3 7 2.26
-4.36% Aug 2005 Oct 2005 3 Nov 2005 1 4 2.28
-4.08% Mar 2004 Jul 2004 5 Nov 2004 4 9 2.65
-3.72% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.15
-3.34% May 2006 Jul 2006 3 Sep 2006 2 5 2.40
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 73 3.3 Months 30.29%
 
DD = 0% 30.29%
 
0% < DD <= -5% 66 3.7 Months 27.39%
 
DD <= -5% 57.68%
 
-5% < DD <= -10% 30 8.0 Months 12.45%
 
DD <= -10% 70.12%
 
-10% < DD <= -15% 16 15.1 Months 6.64%
 
DD <= -15% 76.76%
 
-15% < DD <= -20% 20 12.1 Months 8.30%
 
DD <= -20% 85.06%
 
-20% < DD <= -25% 12 20.1 Months 4.98%
 
DD <= -25% 90.04%
 
-25% < DD <= -30% 9 26.8 Months 3.73%
 
DD <= -30% 93.78%
 
-30% < DD <= -35% 5 48.2 Months 2.07%
 
DD <= -35% 95.85%
 
-35% < DD <= -40% 4 60.3 Months 1.66%
 
DD <= -40% 97.51%
 
-40% < DD <= -45% 3 80.3 Months 1.24%
 
DD <= -45% 98.76%
 
-45% < DD <= -50% 2 120.5 Months 0.83%
 
DD <= -50% 99.59%
 
-50% < DD <= -55% 1 241.0 Months 0.41%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-50.78% Nov 2007 Feb 2009 16 Mar 2012 37 53 23.86
-38.85% Feb 2001 Sep 2002 20 Jan 2006 40 60 19.29
-23.93% Jan 2022 Sep 2022 9 Dec 2023 15 24 12.00
-19.56% Feb 2020 Mar 2020 2 Jul 2020 4 6 9.08
-13.45% Oct 2018 Dec 2018 3 Apr 2019 4 7 6.24
-8.48% Aug 2015 Sep 2015 2 May 2016 8 10 4.40
-6.63% Apr 2012 May 2012 2 Aug 2012 3 5 3.00
-6.30% May 2019 May 2019 1 Jun 2019 1 2 3.64
-6.18% Feb 2018 Mar 2018 2 Jul 2018 4 6 3.94
-6.17% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.61
-4.69% Jun 2007 Jul 2007 2 Sep 2007 2 4 2.69
-4.68% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.70
-3.49% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.02
-3.19% Dec 2014 Jan 2015 2 Feb 2015 1 3 1.60
-3.04% Aug 2013 Aug 2013 1 Sep 2013 1 2 1.75
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 85 3.3 Months 30.58%
 
DD = 0% 30.58%
 
0% < DD <= -5% 57 4.9 Months 20.50%
 
DD <= -5% 51.08%
 
-5% < DD <= -10% 39 7.1 Months 14.03%
 
DD <= -10% 65.11%
 
-10% < DD <= -15% 31 9.0 Months 11.15%
 
DD <= -15% 76.26%
 
-15% < DD <= -20% 19 14.6 Months 6.83%
 
DD <= -20% 83.09%
 
-20% < DD <= -25% 16 17.4 Months 5.76%
 
DD <= -25% 88.85%
 
-25% < DD <= -30% 11 25.3 Months 3.96%
 
DD <= -30% 92.81%
 
-30% < DD <= -35% 7 39.7 Months 2.52%
 
DD <= -35% 95.32%
 
-35% < DD <= -40% 7 39.7 Months 2.52%
 
DD <= -40% 97.84%
 
-40% < DD <= -45% 4 69.5 Months 1.44%
 
DD <= -45% 99.28%
 
-45% < DD <= -50% 1 278.0 Months 0.36%
 
DD <= -50% 99.64%
 
-50% < DD <= -55% 1 278.0 Months 0.36%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-51.60% Nov 2007 Feb 2009 16 Mar 2013 49 65 24.03
-40.61% Feb 2001 Sep 2002 20 Jan 2007 52 72 20.82
-27.92% Jan 2022 Sep 2022 9 in progress 16 25 16.18
-19.42% Jan 2020 Mar 2020 3 Jul 2020 4 7 8.27
-13.65% Oct 2018 Dec 2018 3 Apr 2019 4 7 6.43
-8.56% Mar 2015 Sep 2015 7 May 2016 8 15 3.81
-6.48% Sep 2020 Oct 2020 2 Nov 2020 1 3 3.80
-6.45% Feb 2018 Mar 2018 2 Aug 2018 5 7 4.06
-6.32% May 2019 May 2019 1 Jun 2019 1 2 3.65
-5.07% Jun 2007 Jul 2007 2 Oct 2007 3 5 2.71
-5.07% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.93
-3.72% Jan 2014 Jan 2014 1 Feb 2014 1 2 2.15
-3.27% Aug 2013 Aug 2013 1 Oct 2013 2 3 1.64
-2.31% Aug 2016 Oct 2016 3 Nov 2016 1 4 1.04
-2.28% Jan 2015 Jan 2015 1 Feb 2015 1 2 1.32
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 61 4.6 Months 21.94%
 
DD = 0% 21.94%
 
0% < DD <= -5% 47 5.9 Months 16.91%
 
DD <= -5% 38.85%
 
-5% < DD <= -10% 37 7.5 Months 13.31%
 
DD <= -10% 52.16%
 
-10% < DD <= -15% 31 9.0 Months 11.15%
 
DD <= -15% 63.31%
 
-15% < DD <= -20% 41 6.8 Months 14.75%
 
DD <= -20% 78.06%
 
-20% < DD <= -25% 21 13.2 Months 7.55%
 
DD <= -25% 85.61%
 
-25% < DD <= -30% 15 18.5 Months 5.40%
 
DD <= -30% 91.01%
 
-30% < DD <= -35% 9 30.9 Months 3.24%
 
DD <= -35% 94.24%
 
-35% < DD <= -40% 9 30.9 Months 3.24%
 
DD <= -40% 97.48%
 
-40% < DD <= -45% 4 69.5 Months 1.44%
 
DD <= -45% 98.92%
 
-45% < DD <= -50% 2 139.0 Months 0.72%
 
DD <= -50% 99.64%
 
-50% < DD <= -55% 1 278.0 Months 0.36%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES CORE S&P 500 (IVV) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2004 - 31 January 2024 (20 Years)
Data Source: 1 January 2001 - 31 January 2024 (~23 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -43.22 03/2008
02/2009
0.56$ -2.70 0.97$ 13.30 1.13$ 22.88 1.22$ 56.52 04/2020
03/2021
1.56$ 20.75 17.03%
2Y -26.00 03/2007
02/2009
0.54$ 1.53 1.03$ 10.98 1.23$ 20.63 1.45$ 36.99 03/2009
02/2011
1.87$ 5.30 11.52%
3Y -15.04 03/2006
02/2009
0.61$ 0.91 1.02$ 11.71 1.39$ 16.78 1.59$ 26.01 01/2019
12/2021
2.00$ 10.96 13.17%
5Y -6.63 03/2004
02/2009
0.70$ 0.74 1.03$ 11.41 1.71$ 16.13 2.11$ 22.85 03/2009
02/2014
2.79$ 14.26 7.73%
7Y 2.27 10/2004
09/2011
1.16$ 4.66 1.37$ 12.57 2.29$ 14.28 2.54$ 17.15 03/2009
02/2016
3.02$ 13.34 0.00%
10Y 6.39 03/2006
02/2016
1.85$ 7.33 2.02$ 11.77 3.04$ 14.25 3.78$ 16.58 03/2009
02/2019
4.63$ 12.57 0.00%
15Y 7.53 04/2005
03/2020
2.97$ 8.49 3.39$ 9.46 3.88$ 10.80 4.65$ 14.70 02/2009
01/2024
7.82$ 14.70 0.00%
20Y 9.63 02/2004
01/2024
6.28$ 9.63 6.28$ 9.63 6.28$ 9.63 6.28$ 9.63 02/2004
01/2024
6.28$ 9.63 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -43.23 03/2008
02/2009
0.56$ -6.71 0.93$ 11.00 1.10$ 20.14 1.20$ 52.52 04/2020
03/2021
1.52$ 17.11 19.21%
2Y -27.49 03/2007
02/2009
0.52$ -3.14 0.93$ 8.55 1.17$ 17.90 1.39$ 34.12 03/2009
02/2011
1.79$ 0.55 19.82%
3Y -16.85 03/2006
02/2009
0.57$ -0.65 0.98$ 9.52 1.31$ 14.87 1.51$ 22.41 03/2009
02/2012
1.83$ 5.02 16.10%
5Y -9.03 03/2004
02/2009
0.62$ -1.33 0.93$ 9.23 1.55$ 14.12 1.93$ 20.37 03/2009
02/2014
2.52$ 9.69 21.55%
7Y -0.29 10/2004
09/2011
0.97$ 2.30 1.17$ 9.53 1.89$ 12.33 2.25$ 15.33 03/2009
02/2016
2.71$ 9.52 0.64%
10Y 4.30 02/2004
01/2014
1.52$ 5.29 1.67$ 8.98 2.36$ 12.06 3.12$ 14.56 03/2009
02/2019
3.89$ 9.52 0.00%
15Y 5.47 04/2005
03/2020
2.22$ 6.29 2.49$ 7.17 2.82$ 8.43 3.36$ 11.83 02/2009
01/2024
5.35$ 11.83 0.00%
20Y 6.88 02/2004
01/2024
3.78$ 6.88 3.78$ 6.88 3.78$ 6.88 3.78$ 6.88 02/2004
01/2024
3.78$ 6.88 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -43.22 03/2008
02/2009
0.56$ -7.85 0.92$ 12.46 1.12$ 22.88 1.22$ 56.52 04/2020
03/2021
1.56$ 20.75 21.43%
2Y -26.00 03/2007
02/2009
0.54$ 0.85 1.01$ 10.83 1.22$ 19.54 1.42$ 36.99 03/2009
02/2011
1.87$ 5.30 14.17%
3Y -15.04 03/2006
02/2009
0.61$ 0.15 1.00$ 11.48 1.38$ 16.71 1.58$ 26.01 01/2019
12/2021
2.00$ 10.96 14.05%
5Y -6.63 03/2004
02/2009
0.70$ 0.93 1.04$ 10.94 1.68$ 15.76 2.07$ 22.85 03/2009
02/2014
2.79$ 14.26 7.34%
7Y -3.81 03/2002
02/2009
0.76$ 3.59 1.28$ 11.16 2.09$ 14.06 2.51$ 17.15 03/2009
02/2016
3.02$ 13.34 3.61%
10Y 1.26 02/2001
01/2011
1.13$ 6.52 1.88$ 8.15 2.18$ 13.87 3.66$ 16.58 03/2009
02/2019
4.63$ 12.57 0.00%
15Y 4.35 02/2001
01/2016
1.89$ 7.12 2.80$ 9.10 3.69$ 10.38 4.39$ 14.70 02/2009
01/2024
7.82$ 14.70 0.00%
20Y 7.18 02/2001
01/2021
4.00$ 8.41 5.03$ 9.52 6.16$ 9.98 6.70$ 10.35 04/2003
03/2023
7.16$ 9.63 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -43.23 03/2008
02/2009
0.56$ -12.09 0.87$ 9.86 1.09$ 20.14 1.20$ 52.52 04/2020
03/2021
1.52$ 17.11 23.68%
2Y -27.49 03/2007
02/2009
0.52$ -4.26 0.91$ 8.37 1.17$ 17.12 1.37$ 34.12 03/2009
02/2011
1.79$ 0.55 22.83%
3Y -16.85 03/2006
02/2009
0.57$ -1.41 0.95$ 9.12 1.29$ 14.26 1.49$ 22.41 03/2009
02/2012
1.83$ 5.02 17.36%
5Y -9.03 03/2004
02/2009
0.62$ -1.29 0.93$ 8.31 1.49$ 13.81 1.90$ 20.37 03/2009
02/2014
2.52$ 9.69 21.56%
7Y -6.23 03/2002
02/2009
0.63$ 1.05 1.07$ 8.00 1.71$ 12.15 2.23$ 15.33 03/2009
02/2016
2.71$ 9.52 6.70%
10Y -1.05 02/2001
01/2011
0.90$ 4.30 1.52$ 5.90 1.77$ 11.87 3.06$ 14.56 03/2009
02/2019
3.89$ 9.52 1.27%
15Y 2.27 02/2001
01/2016
1.39$ 4.98 2.07$ 6.86 2.70$ 8.17 3.24$ 11.83 02/2009
01/2024
5.35$ 11.83 0.00%
20Y 5.04 02/2001
01/2021
2.67$ 6.22 3.34$ 6.92 3.81$ 7.25 4.05$ 7.65 04/2003
03/2023
4.36$ 6.88 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares Core S&P 500 (IVV) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares Core S&P 500 (IVV) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.31
50%
-1.58
40%
0.36
80%
2.95
80%
-0.02
80%
1.88
80%
4.46
100%
0.52
40%
-4.08
20%
2.51
60%
5.70
80%
2.03
80%
Best 6.3
2023
3.2
2019
4.6
2021
12.7
2020
4.8
2020
6.9
2019
9.3
2022
7.0
2020
1.9
2019
8.1
2022
10.9
2020
4.6
2023
Worst -5.3
2022
-8.5
2020
-12.1
2020
-8.8
2022
-6.3
2019
-8.3
2022
1.5
2019
-4.1
2022
-9.2
2022
-2.5
2020
-0.7
2021
-5.7
2022
Monthly Seasonality over the period Feb 2001 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.90
56%
0.24
50%
0.56
70%
1.82
90%
0.90
90%
1.10
80%
3.27
90%
0.41
60%
-2.17
40%
1.72
60%
4.04
90%
0.26
60%
Best 7.9
2019
5.6
2015
6.8
2016
12.7
2020
4.8
2020
6.9
2019
9.3
2022
7.0
2020
2.0
2017
8.5
2015
10.9
2020
4.6
2023
Worst -5.3
2022
-8.5
2020
-12.1
2020
-8.8
2022
-6.3
2019
-8.3
2022
-1.4
2014
-6.1
2015
-9.2
2022
-6.8
2018
-0.7
2021
-8.9
2018
Monthly Seasonality over the period Feb 2001 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.16
52%
-0.41
52%
1.03
65%
2.22
78%
0.59
74%
-0.40
61%
1.81
70%
-0.09
61%
-1.34
52%
1.52
65%
2.77
78%
0.90
70%
Best 7.9
2019
5.6
2015
8.0
2009
12.7
2020
5.8
2009
6.9
2019
9.3
2022
7.0
2020
8.8
2010
10.7
2011
10.9
2020
6.8
2010
Worst -8.1
2009
-10.6
2009
-12.1
2020
-8.8
2022
-8.0
2010
-8.4
2008
-7.8
2002
-6.1
2015
-10.4
2002
-16.6
2008
-7.5
2008
-8.9
2018
Monthly Seasonality over the period Feb 2001 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares Core S&P 500 (IVV) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES CORE S&P 500 (IVV) ETF
Monthly Returns Distribution
Data Source: 1 February 2004 - 31 January 2024 (20 Years)
Data Source: 1 January 2001 - 31 January 2024 (~23 years)
160 Positive Months (67%) - 80 Negative Months (33%)
180 Positive Months (65%) - 97 Negative Months (35%)
Swipe left to see all data
(Scroll down to see all data)
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.