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
76.5 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 12/31/2025)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | 8.3% | 8.3% | 12.9% | -- | -- | -- | -- | 11.3% |
| Dividend Yield | 1.3% | 1.3% | 1.2% | -- | -- | -- | -- | 0.9% |
| Total Returns | 9.6% | 9.6% | 14.0% | -- | -- | -- | -- | 12.2% | Ann. Volatility | 10.9% | 10.9% | 9.9% | -- | -- | -- | -- | 9.5% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.54 | 93% |
| MSCI EAFE | 0.51 | 58% |
| MSCI Emg Mkts | 0.47 | 56% |
Liquidity Measures
| Avg. volume (000) | 16 |
| ADV traded (mns) | $1 |
| Turnover | 0.7% |
| Avg. Bid/Ask (% of price) | 0.14% |
Technical Indicators
| 30d moving avg. (EMA) | $33.14 |
| Relative strength (RSI) | 59 |
| MACD/Signal | 0.14/0.13 |
| Bollinger Bands (Upper/Lower) | $33.66/$32.76 |
| Short interest (% of AUM) | 1.2% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)