iShares S&P 500 Value ETF (IVE): Historical Returns

Data Source: from January 2001 to February 2024 (~23 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
iShares S&P 500 Value ETF (IVE) ETF
ETF • LIVE PERFORMANCE (USD currency)
2.95%
February 2024

In the last 20 Years, the iShares S&P 500 Value ETF (IVE) ETF obtained a 8.32% compound annual return, with a 15.57% standard deviation.

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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 Feb 29, 2024

The iShares S&P 500 Value ETF (IVE) 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 S&P 500 VALUE ETF (IVE) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 20Y MAX
(~23Y)
iShares S&P 500 Value ETF (IVE) ETF n.a. n.a. 2.95 11.80 21.43 12.27 10.22 8.32 6.95
US Inflation Adjusted return 2.95 10.54 18.23 7.85 7.25 5.61 4.34
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. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 20Y: 2.56%

In 2023, the iShares S&P 500 Value ETF (IVE) ETF granted a 2.00% dividend yield. If you are interested in getting periodic income, please refer to the iShares S&P 500 Value ETF (IVE) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2004, now would be worth 4.94$, with a total return of 394.43% (8.32% annualized).

The Inflation Adjusted Capital now would be 2.98$, with a net total return of 198.08% (5.61% annualized).
An investment of 1$, since January 2001, now would be worth 4.75$, with a total return of 374.59% (6.95% annualized).

The Inflation Adjusted Capital now would be 2.68$, with a net total return of 167.57% (4.34% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of iShares S&P 500 Value ETF (IVE) ETF, updated as of 29 February 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 S&P 500 VALUE ETF (IVE) ETF
Advanced Metrics
Data Source: 1 January 2001 - 29 February 2024 (~23 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~23Y)
Investment Return (%) 2.95 8.90 11.80 21.43 12.56 12.27 10.22 8.32 6.95
Infl. Adjusted Return (%) details 2.95 8.32 10.54 18.23 6.67 7.85 7.25 5.61 4.34
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.50
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -8.93 -16.66 -25.35 -25.35 -56.75 -56.75
Start to Recovery (# months) details 5 13 12 12 70 70
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06
Start to Bottom (# months) 3 9 3 3 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02
Bottom to End (# months) 2 4 9 9 49 49
End (yyyy mm) 2023 12 2023 01 2020 12 2020 12 2013 03 2013 03
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-16.66 -12.71
same as
deepest

same as
deepest
Start to Recovery (# months) details 13 15
Start (yyyy mm) 2023 08 2022 01 2022 01 2018 02 2007 06 2007 06
Start to Bottom (# months) 3 9 9 11 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2018 12 2009 02 2009 02
Bottom to End (# months) 2 4 4 4 49 49
End (yyyy mm) 2023 12 2023 01 2023 01 2019 04 2013 03 2013 03
Longest negative period (# months) details 6 22 22 37 82 128
Period Start (yyyy mm) 2023 05 2022 01 2022 01 2017 03 2004 12 2001 02
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 03 2011 09 2011 09
Annualized Return (%) -2.56 -0.08 -0.08 -0.49 -0.06 -0.13
Deepest Drawdown Depth (%) -9.79 -21.03 -25.21 -25.21 -57.96 -57.96
Start to Recovery (# months) details 5 19 14 14 77 77
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2007 06 2007 06
Start to Bottom (# months) 3 9 3 3 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02
Bottom to End (# months) 2 10 11 11 56 56
End (yyyy mm) 2023 12 2023 07 2021 02 2021 02 2013 10 2013 10
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-21.03 -21.03
same as
deepest

same as
deepest
Start to Recovery (# months) details 19 19
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 06 2007 06
Start to Bottom (# months) 3 9 9 9 21 21
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02
Bottom to End (# months) 2 10 10 10 56 56
End (yyyy mm) 2023 12 2023 07 2023 07 2023 07 2013 10 2013 10
Longest negative period (# months) details 8 31 36 40 94 143
Period Start (yyyy mm) 2023 03 2021 04 2019 10 2016 12 2004 03 2001 02
Period End (yyyy mm) 2023 10 2023 10 2022 09 2020 03 2011 12 2012 12
Annualized Return (%) -0.35 -1.27 -0.01 -0.33 -0.05 -0.06
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 13.94 16.39 18.32 15.19 15.57 15.99
Sharpe Ratio 1.16 0.62 0.57 0.60 0.45 0.19
Sortino Ratio 1.74 0.89 0.77 0.81 0.59 0.24
Ulcer Index 3.32 4.76 7.03 5.69 14.71 16.06
Ratio: Return / Standard Deviation 1.54 0.77 0.67 0.67 0.53 0.43
Ratio: Return / Deepest Drawdown 2.40 0.75 0.48 0.40 0.15 0.12
% Positive Months details 66% 58% 60% 64% 64% 62%
Positive Months 8 21 36 77 154 175
Negative Months 4 15 24 43 86 103
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 10.22 15.25 15.25
Worst 10 Years Return (%) - Annualized 4.69 1.46
Best 10 Years Return (%) - Annualized 7.25 13.25 13.25
Worst 10 Years Return (%) - Annualized 2.97 -0.85
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 59.14 25.46 22.75 15.25 8.32
Worst Rolling Return (%) - Annualized -49.26 -18.09 -7.68 4.69
% Positive Periods 79% 82% 80% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.07 22.15 13.87 8.38 6.92
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.12 4.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 55.79 22.53 20.27 13.25 5.61
Worst Rolling Return (%) - Annualized -49.27 -19.83 -10.06 2.97
% Positive Periods 72% 80% 74% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.07 22.15 13.87 8.38 6.92
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.12 4.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 2001 - Feb 2024)
Best Rolling Return (%) - Annualized 59.14 25.46 22.75 15.25 9.38
Worst Rolling Return (%) - Annualized -49.26 -18.09 -7.68 1.46 5.66
% Positive Periods 75% 82% 82% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.07 22.15 13.87 8.38 5.16
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.59
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 55.79 22.53 20.27 13.25 6.71
Worst Rolling Return (%) - Annualized -49.27 -19.83 -10.06 -0.85 3.55
% Positive Periods 69% 79% 75% 95% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 70.07 22.15 13.87 8.38 5.16
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.59
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 Feb 29, 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 S&P 500 Value ETF (IVE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES S&P 500 VALUE ETF (IVE) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs IVE
Asset Class 1 Year 5 Years 10 Years Since
Jan 2001
VTI
US Total Stock Market
0.97
0.94
0.94
0.96
SPY
US Large Cap
0.96
0.94
0.94
0.96
IJR
US Small Cap
0.86
0.91
0.89
0.89
VNQ
US REITs
0.95
0.83
0.73
0.71
QQQ
US Technology
0.72
0.77
0.76
0.78
PFF
Preferred Stocks
0.78
0.75
0.68
0.51
EFA
EAFE Stocks
0.95
0.92
0.87
0.88
VT
World All Countries
0.98
0.95
0.94
0.94
EEM
Emerging Markets
0.87
0.74
0.69
0.76
VGK
Europe
0.95
0.92
0.86
0.88
VPL
Pacific
0.94
0.86
0.82
0.78
FLLA
Latin America
0.91
0.77
0.64
0.70
BND
US Total Bond Market
0.73
0.41
0.28
0.09
TLT
Long Term Treasuries
0.80
0.06
-0.04
-0.20
BIL
US Cash
0.26
-0.05
-0.03
-0.08
TIP
TIPS
0.66
0.49
0.38
0.14
LQD
Invest. Grade Bonds
0.80
0.58
0.49
0.30
HYG
High Yield Bonds
0.89
0.83
0.79
0.70
CWB
US Convertible Bonds
0.87
0.77
0.78
0.83
BNDX
International Bonds
0.65
0.45
0.33
0.15
EMB
Emerg. Market Bonds
0.95
0.73
0.62
0.54
GLD
Gold
0.18
0.19
0.06
0.05
DBC
Commodities
0.09
0.57
0.50
0.42

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 S&P 500 VALUE ETF (IVE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 2001 - 29 February 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
-56.75% Jun 2007 Feb 2009 21 Mar 2013 49 70 26.03
-25.35% Jan 2020 Mar 2020 3 Dec 2020 9 12 12.75
-16.66% Jan 2022 Sep 2022 9 Jan 2023 4 13 6.87
-12.71% Feb 2018 Dec 2018 11 Apr 2019 4 15 5.48
-10.09% Jun 2015 Sep 2015 4 May 2016 8 12 5.40
-8.93% Aug 2023 Oct 2023 3 Dec 2023 2 5 4.83
-7.55% May 2019 May 2019 1 Jul 2019 2 3 3.78
-4.48% Jan 2015 Jan 2015 1 Feb 2015 1 2 2.59
-4.44% Jan 2005 Apr 2005 4 Jun 2005 2 6 2.16
-4.00% Jan 2014 Jan 2014 1 Mar 2014 2 3 2.01
-3.60% Aug 2013 Aug 2013 1 Oct 2013 2 3 1.90
-3.30% Sep 2021 Sep 2021 1 Oct 2021 1 2 1.91
-3.25% Nov 2021 Nov 2021 1 Dec 2021 1 2 1.88
-3.13% Mar 2004 Apr 2004 2 Jun 2004 2 4 1.63
-3.03% Feb 2023 Feb 2023 1 Jun 2023 4 5 1.62
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 75 3.2 Months 31.12%
 
DD = 0% 31.12%
 
0% < DD <= -5% 72 3.3 Months 29.88%
 
DD <= -5% 61.00%
 
-5% < DD <= -10% 24 10.0 Months 9.96%
 
DD <= -10% 70.95%
 
-10% < DD <= -15% 21 11.5 Months 8.71%
 
DD <= -15% 79.67%
 
-15% < DD <= -20% 12 20.1 Months 4.98%
 
DD <= -20% 84.65%
 
-20% < DD <= -25% 7 34.4 Months 2.90%
 
DD <= -25% 87.55%
 
-25% < DD <= -30% 8 30.1 Months 3.32%
 
DD <= -30% 90.87%
 
-30% < DD <= -35% 9 26.8 Months 3.73%
 
DD <= -35% 94.61%
 
-35% < DD <= -40% 5 48.2 Months 2.07%
 
DD <= -40% 96.68%
 
-40% < DD <= -45% 4 60.3 Months 1.66%
 
DD <= -45% 98.34%
 
-45% < DD <= -50% 1 241.0 Months 0.41%
 
DD <= -50% 98.76%
 
-50% < DD <= -55% 2 120.5 Months 0.83%
 
DD <= -55% 99.59%
 
-55% < DD <= -60% 1 241.0 Months 0.41%
 
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
-57.96% Jun 2007 Feb 2009 21 Oct 2013 56 77 28.28
-25.21% Jan 2020 Mar 2020 3 Feb 2021 11 14 11.77
-21.03% Jan 2022 Sep 2022 9 Jul 2023 10 19 9.28
-14.06% Feb 2018 Dec 2018 11 Jul 2019 7 18 6.10
-10.31% Mar 2015 Sep 2015 7 Jul 2016 10 17 4.82
-9.79% Aug 2023 Oct 2023 3 Dec 2023 2 5 5.37
-5.43% Jan 2005 Apr 2005 4 Jul 2005 3 7 2.51
-4.61% Jun 2021 Nov 2021 6 Dec 2021 1 7 2.35
-4.23% Jan 2014 Jan 2014 1 Mar 2014 2 3 2.15
-3.97% Aug 2005 Oct 2005 3 Nov 2005 1 4 2.07
-3.87% Jan 2015 Jan 2015 1 Feb 2015 1 2 2.23
-3.49% Mar 2004 Apr 2004 2 Oct 2004 6 8 1.92
-2.94% May 2006 May 2006 1 Sep 2006 4 5 2.01
-2.75% Aug 2019 Aug 2019 1 Sep 2019 1 2 1.59
-2.36% Sep 2016 Oct 2016 2 Nov 2016 1 3 1.22
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 56 4.3 Months 23.24%
 
DD = 0% 23.24%
 
0% < DD <= -5% 76 3.2 Months 31.54%
 
DD <= -5% 54.77%
 
-5% < DD <= -10% 31 7.8 Months 12.86%
 
DD <= -10% 67.63%
 
-10% < DD <= -15% 14 17.2 Months 5.81%
 
DD <= -15% 73.44%
 
-15% < DD <= -20% 11 21.9 Months 4.56%
 
DD <= -20% 78.01%
 
-20% < DD <= -25% 14 17.2 Months 5.81%
 
DD <= -25% 83.82%
 
-25% < DD <= -30% 11 21.9 Months 4.56%
 
DD <= -30% 88.38%
 
-30% < DD <= -35% 10 24.1 Months 4.15%
 
DD <= -35% 92.53%
 
-35% < DD <= -40% 8 30.1 Months 3.32%
 
DD <= -40% 95.85%
 
-40% < DD <= -45% 3 80.3 Months 1.24%
 
DD <= -45% 97.10%
 
-45% < DD <= -50% 4 60.3 Months 1.66%
 
DD <= -50% 98.76%
 
-50% < DD <= -55% 2 120.5 Months 0.83%
 
DD <= -55% 99.59%
 
-55% < DD <= -60% 1 241.0 Months 0.41%
 
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
-56.75% Jun 2007 Feb 2009 21 Mar 2013 49 70 26.03
-38.91% Feb 2001 Sep 2002 20 Dec 2004 27 47 20.31
-25.35% Jan 2020 Mar 2020 3 Dec 2020 9 12 12.75
-16.66% Jan 2022 Sep 2022 9 Jan 2023 4 13 6.87
-12.71% Feb 2018 Dec 2018 11 Apr 2019 4 15 5.48
-10.09% Jun 2015 Sep 2015 4 May 2016 8 12 5.40
-8.93% Aug 2023 Oct 2023 3 Dec 2023 2 5 4.83
-7.55% May 2019 May 2019 1 Jul 2019 2 3 3.78
-4.48% Jan 2015 Jan 2015 1 Feb 2015 1 2 2.59
-4.44% Jan 2005 Apr 2005 4 Jun 2005 2 6 2.16
-4.00% Jan 2014 Jan 2014 1 Mar 2014 2 3 2.01
-3.60% Aug 2013 Aug 2013 1 Oct 2013 2 3 1.90
-3.30% Sep 2021 Sep 2021 1 Oct 2021 1 2 1.91
-3.25% Nov 2021 Nov 2021 1 Dec 2021 1 2 1.88
-3.03% Feb 2023 Feb 2023 1 Jun 2023 4 5 1.62
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 72 3.9 Months 25.81%
 
DD = 0% 25.81%
 
0% < DD <= -5% 70 4.0 Months 25.09%
 
DD <= -5% 50.90%
 
-5% < DD <= -10% 36 7.8 Months 12.90%
 
DD <= -10% 63.80%
 
-10% < DD <= -15% 26 10.7 Months 9.32%
 
DD <= -15% 73.12%
 
-15% < DD <= -20% 20 14.0 Months 7.17%
 
DD <= -20% 80.29%
 
-20% < DD <= -25% 13 21.5 Months 4.66%
 
DD <= -25% 84.95%
 
-25% < DD <= -30% 11 25.4 Months 3.94%
 
DD <= -30% 88.89%
 
-30% < DD <= -35% 15 18.6 Months 5.38%
 
DD <= -35% 94.27%
 
-35% < DD <= -40% 8 34.9 Months 2.87%
 
DD <= -40% 97.13%
 
-40% < DD <= -45% 4 69.8 Months 1.43%
 
DD <= -45% 98.57%
 
-45% < DD <= -50% 1 279.0 Months 0.36%
 
DD <= -50% 98.92%
 
-50% < DD <= -55% 2 139.5 Months 0.72%
 
DD <= -55% 99.64%
 
-55% < DD <= -60% 1 279.0 Months 0.36%
 
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
-57.96% Jun 2007 Feb 2009 21 Oct 2013 56 77 28.28
-40.67% Feb 2001 Sep 2002 20 Mar 2006 42 62 20.16
-25.21% Jan 2020 Mar 2020 3 Feb 2021 11 14 11.77
-21.03% Jan 2022 Sep 2022 9 Jul 2023 10 19 9.28
-14.06% Feb 2018 Dec 2018 11 Jul 2019 7 18 6.10
-10.31% Mar 2015 Sep 2015 7 Jul 2016 10 17 4.82
-9.79% Aug 2023 Oct 2023 3 Dec 2023 2 5 5.37
-4.61% Jun 2021 Nov 2021 6 Dec 2021 1 7 2.35
-4.23% Jan 2014 Jan 2014 1 Mar 2014 2 3 2.15
-3.87% Jan 2015 Jan 2015 1 Feb 2015 1 2 2.23
-2.94% May 2006 May 2006 1 Sep 2006 4 5 2.01
-2.75% Aug 2019 Aug 2019 1 Sep 2019 1 2 1.59
-2.36% Sep 2016 Oct 2016 2 Nov 2016 1 3 1.22
-2.26% Feb 2007 Feb 2007 1 Apr 2007 2 3 1.30
-1.72% Sep 2014 Sep 2014 1 Oct 2014 1 2 1.00
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 49 5.7 Months 17.56%
 
DD = 0% 17.56%
 
0% < DD <= -5% 67 4.2 Months 24.01%
 
DD <= -5% 41.58%
 
-5% < DD <= -10% 44 6.3 Months 15.77%
 
DD <= -10% 57.35%
 
-10% < DD <= -15% 22 12.7 Months 7.89%
 
DD <= -15% 65.23%
 
-15% < DD <= -20% 22 12.7 Months 7.89%
 
DD <= -20% 73.12%
 
-20% < DD <= -25% 20 14.0 Months 7.17%
 
DD <= -25% 80.29%
 
-25% < DD <= -30% 17 16.4 Months 6.09%
 
DD <= -30% 86.38%
 
-30% < DD <= -35% 14 19.9 Months 5.02%
 
DD <= -35% 91.40%
 
-35% < DD <= -40% 13 21.5 Months 4.66%
 
DD <= -40% 96.06%
 
-40% < DD <= -45% 4 69.8 Months 1.43%
 
DD <= -45% 97.49%
 
-45% < DD <= -50% 4 69.8 Months 1.43%
 
DD <= -50% 98.92%
 
-50% < DD <= -55% 2 139.5 Months 0.72%
 
DD <= -55% 99.64%
 
-55% < DD <= -60% 1 279.0 Months 0.36%
 
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 S&P 500 VALUE ETF (IVE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 2001 - 29 February 2024 (~23 years)
Inflation Adjusted:
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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 -49.26 03/2008
02/2009
0.50$ -3.79 0.96$ 11.68 1.11$ 21.81 1.21$ 59.14 03/2009
02/2010
1.59$ 21.43 20.09%
2Y -31.16 03/2007
02/2009
0.47$ 1.67 1.03$ 10.17 1.21$ 17.84 1.38$ 39.57 03/2009
02/2011
1.94$ 10.87 13.36%
3Y -18.09 03/2006
02/2009
0.54$ -1.25 0.96$ 10.07 1.33$ 15.39 1.53$ 25.46 03/2009
02/2012
1.97$ 12.56 17.07%
5Y -7.68 03/2004
02/2009
0.67$ -0.89 0.95$ 8.96 1.53$ 13.92 1.91$ 22.75 03/2009
02/2014
2.78$ 12.27 19.89%
7Y 0.85 10/2004
09/2011
1.06$ 3.56 1.27$ 9.60 1.89$ 12.34 2.25$ 16.43 03/2009
02/2016
2.90$ 10.29 0.00%
10Y 4.69 06/2007
05/2017
1.58$ 5.56 1.71$ 9.46 2.47$ 11.89 3.07$ 15.25 03/2009
02/2019
4.13$ 10.22 0.00%
15Y 5.59 04/2005
03/2020
2.26$ 6.45 2.55$ 7.37 2.90$ 7.94 3.14$ 14.25 03/2009
02/2024
7.37$ 14.25 0.00%
20Y 8.32 03/2004
02/2024
4.94$ 8.32 4.94$ 8.32 4.94$ 8.32 4.94$ 8.32 03/2004
02/2024
4.94$ 8.32 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -49.27 03/2008
02/2009
0.50$ -6.37 0.93$ 8.56 1.08$ 18.70 1.18$ 55.79 03/2009
02/2010
1.55$ 18.23 27.07%
2Y -32.55 03/2007
02/2009
0.45$ -0.94 0.98$ 7.21 1.14$ 14.07 1.30$ 36.65 03/2009
02/2011
1.86$ 6.27 17.97%
3Y -19.83 03/2006
02/2009
0.51$ -3.13 0.90$ 7.62 1.24$ 12.80 1.43$ 22.53 03/2009
02/2012
1.83$ 6.67 20.00%
5Y -10.06 03/2004
02/2009
0.58$ -3.10 0.85$ 6.73 1.38$ 12.13 1.77$ 20.27 03/2009
02/2014
2.51$ 7.85 25.97%
7Y -1.67 10/2004
09/2011
0.88$ 1.35 1.09$ 6.67 1.57$ 10.57 2.02$ 14.62 03/2009
02/2016
2.59$ 6.60 5.10%
10Y 2.97 03/2006
02/2016
1.33$ 3.74 1.44$ 7.05 1.97$ 9.93 2.57$ 13.25 03/2009
02/2019
3.47$ 7.25 0.00%
15Y 3.17 10/2007
09/2022
1.59$ 4.29 1.87$ 5.22 2.14$ 5.88 2.35$ 11.42 03/2009
02/2024
5.06$ 11.42 0.00%
20Y 5.61 03/2004
02/2024
2.98$ 5.61 2.98$ 5.61 2.98$ 5.61 2.98$ 5.61 03/2004
02/2024
2.98$ 5.61 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -49.26 03/2008
02/2009
0.50$ -8.22 0.91$ 11.61 1.11$ 22.04 1.22$ 59.14 03/2009
02/2010
1.59$ 21.43 24.34%
2Y -31.16 03/2007
02/2009
0.47$ -1.43 0.97$ 10.17 1.21$ 18.28 1.39$ 39.57 03/2009
02/2011
1.94$ 10.87 15.69%
3Y -18.09 03/2006
02/2009
0.54$ -0.69 0.97$ 10.12 1.33$ 15.65 1.54$ 25.46 03/2009
02/2012
1.97$ 12.56 17.28%
5Y -7.68 03/2004
02/2009
0.67$ -0.75 0.96$ 8.95 1.53$ 13.95 1.92$ 22.75 03/2009
02/2014
2.78$ 12.27 17.81%
7Y -3.96 03/2002
02/2009
0.75$ 3.20 1.24$ 7.77 1.68$ 12.13 2.22$ 16.43 03/2009
02/2016
2.90$ 10.29 3.59%
10Y 1.46 02/2001
01/2011
1.15$ 5.09 1.64$ 7.39 2.03$ 11.38 2.93$ 15.25 03/2009
02/2019
4.13$ 10.22 0.00%
15Y 3.90 02/2001
01/2016
1.77$ 6.32 2.50$ 7.36 2.90$ 8.78 3.53$ 14.25 03/2009
02/2024
7.37$ 14.25 0.00%
20Y 5.66 02/2001
01/2021
3.00$ 6.86 3.76$ 8.03 4.68$ 8.77 5.37$ 9.38 04/2003
03/2023
6.01$ 8.32 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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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 -49.27 03/2008
02/2009
0.50$ -10.98 0.89$ 8.36 1.08$ 18.90 1.18$ 55.79 03/2009
02/2010
1.55$ 18.23 30.34%
2Y -32.55 03/2007
02/2009
0.45$ -3.60 0.92$ 7.13 1.14$ 15.05 1.32$ 36.65 03/2009
02/2011
1.86$ 6.27 20.00%
3Y -19.83 03/2006
02/2009
0.51$ -2.78 0.91$ 7.62 1.24$ 12.84 1.43$ 22.53 03/2009
02/2012
1.83$ 6.67 20.58%
5Y -10.06 03/2004
02/2009
0.58$ -2.87 0.86$ 6.66 1.38$ 11.98 1.76$ 20.27 03/2009
02/2014
2.51$ 7.85 24.20%
7Y -6.38 03/2002
02/2009
0.63$ 0.76 1.05$ 5.90 1.49$ 10.41 2.00$ 14.62 03/2009
02/2016
2.59$ 6.60 9.74%
10Y -0.85 02/2001
01/2011
0.91$ 3.32 1.38$ 5.06 1.63$ 9.33 2.43$ 13.25 03/2009
02/2019
3.47$ 7.25 4.40%
15Y 1.82 02/2001
01/2016
1.31$ 4.12 1.83$ 5.22 2.14$ 6.51 2.57$ 11.42 03/2009
02/2024
5.06$ 11.42 0.00%
20Y 3.55 02/2001
01/2021
2.01$ 4.66 2.48$ 5.55 2.94$ 6.09 3.26$ 6.71 04/2003
03/2023
3.66$ 5.61 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 S&P 500 Value ETF (IVE) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares S&P 500 Value ETF (IVE) 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.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.25
40%
-1.01
40%
-0.70
80%
3.03
80%
-0.43
60%
0.89
40%
3.13
100%
-0.63
40%
-3.02
20%
3.01
60%
5.80
80%
3.01
80%
Best 7.0
2023
5.9
2021
6.4
2021
10.6
2020
3.2
2020
8.0
2019
5.9
2022
3.5
2020
3.8
2019
11.5
2022
12.9
2020
7.0
2021
Worst -2.7
2020
-9.5
2020
-15.3
2020
-5.0
2022
-7.5
2019
-8.2
2022
0.8
2021
-2.9
2022
-8.5
2022
-1.8
2020
-3.2
2021
-3.9
2022
Monthly Seasonality over the period Feb 2001 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.50
50%
0.15
60%
0.14
60%
2.02
80%
0.06
70%
0.79
60%
2.27
90%
-0.50
50%
-1.63
30%
1.85
60%
4.41
90%
0.88
70%
Best 8.5
2019
5.9
2021
6.9
2016
10.6
2020
3.2
2020
8.0
2019
5.9
2022
3.6
2014
3.8
2019
11.5
2022
12.9
2020
7.0
2021
Worst -4.9
2016
-9.5
2020
-15.3
2020
-5.0
2022
-7.5
2019
-8.2
2022
-1.4
2014
-6.0
2015
-8.5
2022
-5.3
2018
-3.2
2021
-9.4
2018
Monthly Seasonality over the period Feb 2001 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.05
50%
-0.32
58%
1.08
57%
2.37
74%
0.31
70%
-0.65
48%
1.30
74%
-0.46
57%
-1.24
48%
1.49
65%
2.73
78%
1.45
78%
Best 8.5
2019
5.9
2021
9.0
2009
11.7
2009
7.6
2003
8.0
2019
8.4
2009
5.6
2009
7.6
2010
11.5
2022
12.9
2020
8.3
2010
Worst -12.2
2009
-13.1
2009
-15.3
2020
-5.1
2002
-7.9
2010
-11.1
2008
-10.9
2002
-6.2
2011
-11.3
2002
-17.0
2008
-9.3
2008
-9.4
2018
Monthly Seasonality over the period Feb 2001 - Feb 2024

Monthly Returns

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

ISHARES S&P 500 VALUE ETF (IVE) ETF
Monthly Returns Distribution
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 January 2001 - 29 February 2024 (~23 years)
154 Positive Months (64%) - 86 Negative Months (36%)
175 Positive Months (63%) - 103 Negative Months (37%)
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