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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
IEVL.L is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.
Returns By Period
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) has returned 2.19% so far this year and 25.76% over the past 12 months. Over the last ten years, IEVL.L has returned 10.05% per year, falling short of the S&P 500 Index benchmark, which averaged 11.99% annually.
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating
- 1D
- 0.56%
- 1M
- -7.02%
- YTD
- 2.19%
- 6M
- 13.36%
- 1Y
- 25.76%
- 3Y*
- 17.47%
- 5Y*
- 13.16%
- 10Y*
- 10.05%
Benchmark (S&P 500 Index)
- 1D
- 2.02%
- 1M
- -2.96%
- YTD
- -3.12%
- 6M
- -0.95%
- 1Y
- 8.84%
- 3Y*
- 14.21%
- 5Y*
- 10.59%
- 10Y*
- 11.99%
Monthly Returns
Based on dividend-adjusted daily data since Jan 19, 2015, IEVL.L's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +20.6%, while the worst month was Mar 2020 at -20.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IEVL.L closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 12, 2020 at -13.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.63% | 5.04% | -7.02% | 2.19% | |||||||||
| 2025 | 6.41% | 5.50% | -2.29% | -0.53% | 6.02% | -0.43% | 3.00% | 2.26% | 0.30% | 3.46% | 2.91% | 4.20% | 35.00% |
| 2024 | -0.34% | 1.47% | 4.64% | 0.89% | 3.99% | -3.84% | 3.10% | 0.94% | 0.24% | -2.31% | 0.95% | 0.69% | 10.59% |
| 2023 | 6.83% | 2.97% | -2.85% | 1.48% | -3.45% | 4.32% | 3.40% | -2.86% | -0.12% | -5.73% | 6.37% | 3.35% | 13.55% |
| 2022 | 3.29% | -3.98% | 0.08% | -0.44% | 2.88% | -10.41% | 4.75% | -3.51% | -6.21% | 8.09% | 6.16% | -2.90% | -3.79% |
| 2021 | -0.18% | 4.88% | 8.73% | -0.34% | 4.03% | -0.15% | 0.61% | 2.10% | -1.73% | 3.52% | -3.75% | 6.88% | 26.68% |
Benchmark Metrics
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating has an annualized alpha of 3.61%, beta of 0.49, and R² of 0.25 versus S&P 500 Index. Calculated based on daily prices since January 20, 2015.
- This ETF participated in 74.81% of S&P 500 Index downside but only 68.99% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.49 may look defensive, but with R² of 0.25 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.25 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.61%
- Beta
- 0.49
- R²
- 0.25
- Upside Capture
- 68.99%
- Downside Capture
- 74.81%
Expense Ratio
IEVL.L has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
IEVL.L ranks 76 for risk / return — better than 76% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) and compare them to a chosen benchmark (S&P 500 Index).
| IEVL.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.43 | +1.16 |
Sortino ratioReturn per unit of downside risk | 2.01 | 0.73 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.11 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 0.67 | +1.13 |
Martin ratioReturn relative to average drawdown | 7.76 | 2.80 | +4.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore IEVL.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating was 40.09%, occurring on Mar 23, 2020. Recovery took 249 trading sessions.
The current iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating drawdown is 7.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.09% | Feb 18, 2020 | 25 | Mar 23, 2020 | 249 | Mar 17, 2021 | 274 |
| -31.25% | Apr 16, 2015 | 210 | Feb 11, 2016 | 479 | Jan 5, 2018 | 689 |
| -19.55% | Feb 14, 2022 | 157 | Sep 29, 2022 | 99 | Feb 20, 2023 | 256 |
| -19.4% | May 23, 2018 | 153 | Dec 27, 2018 | 245 | Dec 13, 2019 | 398 |
| -17.49% | Mar 20, 2025 | 15 | Apr 9, 2025 | 25 | May 19, 2025 | 40 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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