- Issuer
- iShares
- Inception Date
- Feb 23, 2018
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
IWVU.L Performance Chart
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.L) is up 28.2% since the beginning of the year. IWVU.L is currently trading at $9 per share. Investors who bought $1,000 worth of IWVU.L shares 5 years ago would now be looking at an investment worth $2,130.
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Returns By Period
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.L) has returned 28.22% so far this year and 55.13% over the past 12 months.
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)
- 1D
- -0.53%
- 1M
- -4.95%
- 6M
- 24.05%
- YTD
- 28.22%
- 1Y
- 55.13%
- 3Y*
- 26.33%
- 5Y*
- 16.33%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
IWVU.L Monthly Returns History
Based on dividend-adjusted daily data since Feb 27, 2018, IWVU.L's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +16.8%, while the worst month was Mar 2020 at -14.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IWVU.L closed higher 49% 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 -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.71% | 4.15% | -8.33% | 14.23% | 14.76% | -1.25% | -2.78% | 28.22% | |||||
| 2025 | 4.59% | 2.11% | -0.17% | 0.69% | 4.96% | 3.80% | -0.32% | 5.77% | 3.03% | 3.38% | 2.56% | 4.38% | 40.59% |
| 2024 | -0.00% | 1.12% | 5.35% | -3.68% | 2.73% | -1.42% | 3.84% | 0.35% | 1.23% | -2.95% | 1.61% | -3.00% | 4.85% |
| 2023 | 6.70% | -1.21% | 0.20% | 0.82% | -2.64% | 6.99% | 3.98% | -2.68% | -1.38% | -4.78% | 7.53% | 5.64% | 19.74% |
| 2022 | -0.57% | -0.38% | 0.19% | -5.51% | 2.62% | -9.91% | 2.66% | -3.24% | -8.93% | 7.11% | 7.78% | -0.46% | -9.88% |
| 2021 | 1.99% | 5.63% | 5.94% | 0.77% | 3.45% | -2.03% | -0.19% | 0.77% | -0.95% | 0.19% | -3.27% | 6.75% | 20.13% |
Benchmark Metrics
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) has an annualized alpha of 5.25%, beta of 0.50, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since February 27, 2018.
- This ETF participated in 81.98% of S&P 500 Index downside but only 78.51% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.50 may look defensive, but with R2 of 0.28 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 0.28 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
- 5.25%
- Beta
- 0.50
- R²
- 0.28
- Upside Capture
- 78.51%
- Downside Capture
- 81.98%
Expense Ratio
IWVU.L has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IWVU.L ranks 95 for risk / return — in the top 95% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IWVU.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.31 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 6.52 | 2.35 | +4.17 |
| Martin ratioReturn relative to average drawdown | 22.24 | 10.19 | +12.05 |
Dividends
Dividend History
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) provided a 1.92% dividend yield over the last twelve months, with an annual payout of $0.18 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.18 | $0.19 | $0.17 | $0.17 | $0.15 | $0.14 | $0.10 | $0.14 | $0.11 |
Dividend yield | 1.92% | 2.50% | 3.17% | 3.23% | 3.17% | 2.63% | 2.25% | 2.83% | 2.51% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.11 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.19 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.17 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.17 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.15 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.07 | $0.14 |
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 World Value Factor UCITS ETF USD (Dist). 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 World Value Factor UCITS ETF USD (Dist) was 36.21%, occurring on Mar 23, 2020. Recovery took 204 trading sessions.
The current iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) drawdown is 5.33%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-36.21%Mar 2020 | 2mo 20d | 9mo 26d | 1y 11dJan 2020 - Jan 2021 | COVID crash2020 |
-26.58%Sep 2022 | 8mo 18d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-18.59%Dec 2018 | 9mo 29d | 11mo 27d | 1y 9moFeb 2018 - Dec 2019 | Rate-hike selloffLate 2018 |
-14.45%Apr 2025 | 20d | 1mo 3d | 1mo 23dMar 2025 - May 2025 | 2025 selloff2025 |
-9.06%Aug 2024 | 17d | 1mo 15d | 2mo 2dJul 2024 - Sep 2024 | — |
Drawdown Indicators
| IWVU.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.21% | -56.78% | +20.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -9.10% | +0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -14.45% | -18.90% | +4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -25.43% | -1.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -5.33% | -0.49% | -4.84% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -10.70% | +4.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.09% | +0.43% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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