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
76.2 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) | $0 |
| 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 10/31/2025)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | 9.0% | 10.6% | 17.5% | -- | -- | -- | -- | 12.5% |
| Dividend Yield | 0.0% | 0.9% | 0.5% | -- | -- | -- | -- | 0.4% |
| Total Returns | 9.0% | 11.5% | 18.0% | -- | -- | -- | -- | 12.9% | Ann. Volatility | 11.3% | 11.1% | 9.7% | -- | -- | -- | -- | 9.6% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.74 | 98% |
| MSCI EAFE | 0.23 | 10% |
| MSCI Emg Mkts | -0.01 | 0% |
Liquidity Measures
| Avg. volume (000) | 23 |
| ADV traded (mns) | $1 |
| Turnover | 1.0% |
| Avg. Bid/Ask (% of price) | 0.13% |
Technical Indicators
| Recent close | $33.41 |
| 30d moving avg. | $32.91 |
| Annualized volatility | 8.9% |
| Relative strength (RSI) | 56 |
| Short interest | 2.2% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)