IVVB
iShares Large Cap Deep Buffer ETF
IVVB seeks to participate in the price movement of US large-cap stocks, up to a cap, while applying a downside hedge against declines occurring in the range of 5-20%, during a calendar quarter. The actively managed fund holds a bundle of iShares Core S&P 500 ETF flex options.
Risk Management
DERIVATIVES
Active
MANAGEMENT STYLE
118.1 M
ASSETS UNDER MGMT
50 bp
EXPENSES
Fund Basics
Fund sponsor | |
Category | Risk Management |
Asset class | Derivatives |
Website | link... |
Inception date | Jun 28, 2023 |
Assets (mns) | $113 |
Expense ratio | 50 bp |
Fund Structure
Regulation | |
Distributions | |
Taxation | 1099 |
Derivatives-based | No |
Options available | No |
Currency hedged | No |
Fund of funds | No |
Historical Performance
Standardized Performance (as of 08/31/2025)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
---|---|---|---|---|---|---|---|---|
Price Returns | 4.8% | 8.3% | 11.7% | -- | -- | -- | -- | 11.5% |
Dividend Yield | 0.0% | 0.9% | 0.5% | -- | -- | -- | -- | 0.4% |
Total Returns | 4.8% | 9.2% | 12.2% | -- | -- | -- | -- | 11.9% | Ann. Volatility | 12.3% | 11.4% | 9.9% | -- | -- | -- | -- | 9.8% |
Market Correlations
versus... | Beta | R-squared |
S&P 500 | 0.75 | 98% |
MSCI EAFE | 0.26 | 13% |
MSCI Emg Mkts | 0.08 | 1% |
Liquidity Measures
Avg. volume (000) | 13 |
ADV traded (mns) | $0 |
Turnover | 0.4% |
Avg. Bid/Ask (% of price) | 0.17% |
Technical Indicators
Recent close | $32.43 |
30d moving avg. | $31.91 |
Annualized volatility | 9.4% |
Relative strength (RSI) | 68 |
Short interest | 0.4% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
Expense Analysis
Peer Group | Active Risk Management Derivatives ETFs |
# of ETFs | 109 |
Avg. Expense Ratio | 85.0 bp |
Std. Deviation | 17 bp |
IVVB (50 bp) Percentile rank | 3 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
---|---|---|---|
IVVB | 50.0 | 17.4 | 67.4 |
Peer Avg. | 96.5 | 31.1 | 127.6 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .