IVV vs MARO
iShares Core S&P 500 ETF vs YieldMax MARA Option Income Strategy ETF
Quick Verdict
IVV has a lower expense ratio. IVV delivered stronger 1-year returns. IVV offers more diversification with 505 holdings.
Side-by-Side Comparison
| Metric | IVV | MARO | Winner |
|---|---|---|---|
| Expense Ratio | 0.03% | 1.00% | |
| AUM | $865.2B | $52M | |
| Dividend Yield | 1.09% | 187.24% | |
| Holdings | 508 | 12 | |
| YTD Return | +14.50% | -17.95% | |
| 1Y Return | +22.02% | -50.15% | |
| 3Y Return (annualized) | +21.80% | - | |
| 5Y Return (annualized) | +13.37% | - | |
| Volatility (annualized) | 15.1% | 53.3% | |
| Max Drawdown | -56.5% | -71.8% | |
| Fund Family | iShares by BlackRock (US) | YieldMax ETF | |
| Category | Equity | Alternative | |
| Inception | May 15, 2000 | Dec 9, 2024 |
IVV vs MARO Performance
iShares Core S&P 500 ETF (IVV) is a ETF from iShares by BlackRock (US) and YieldMax MARA Option Income Strategy ETF (MARO) is a ETF from YieldMax ETF. Over the past year IVV returned +22.02% while MARO returned -50.15%. Year to date, IVV is up 14.50% versus a loss of 17.95% for MARO.
Risk: Volatility and Drawdowns
MARO has been the more volatile fund, with annualized monthly volatility of 53.3% compared with 15.1% for IVV. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.
The deepest peak-to-trough decline in our data was -56.5% for IVV and -71.8% for MARO. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.
The two funds' monthly returns correlate at 0.65. They move independently enough that combining them can meaningfully diversify a portfolio.
Fees and Cost Over Time
IVV charges 0.03% per year while MARO charges 1.00%. On a $10,000 position that is $3 vs $100 annually, a gap of $97 per year that compounds over a long holding period. On income, IVV currently yields 1.09% against 187.24% for MARO.
Holdings Overlap
IVV and MARO share 0 holdings out of 508 unique holdings combined, representing a 0.0% weight overlap.
Moderate overlap means holding both could provide meaningful diversification benefits.
Frequently Asked Questions
Which is cheaper, IVV or MARO?
IVV has an expense ratio of 0.03% while MARO charges 1.00%. IVV is the cheaper option. On a $10,000 investment, that is $97 per year of difference.
Which performed better, IVV or MARO?
Over the past year IVV returned +22.02% vs -50.15% for MARO, so IVV leads on 1-year performance. Over the longest common window we track (2 years), IVV annualized +7.07% vs -45.25% for MARO. Past performance does not guarantee future results.
Which is riskier, IVV or MARO?
MARO has been the more volatile fund at 53.3% annualized versus 15.1% for IVV. Worst drawdown: IVV -56.5% vs MARO -71.8%.
Should I hold both IVV and MARO?
IVV and MARO have a monthly-return correlation of 0.65, so combining them can provide real diversification depending on your allocation goals.
What is the holdings overlap between IVV and MARO?
IVV and MARO share 0 common holdings with a 0.0% weight overlap. Combined, they hold 508 unique securities.
Which pays a higher dividend, IVV or MARO?
IVV yields 1.09% while MARO yields 187.24%, so MARO currently pays the higher dividend yield.
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