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ARCK.L vs. IWVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARCK.L vs. IWVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in ARK Innovation UCITS ETF USD Accumulating (ARCK.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ARCK.L is traded in GBp, while IWVG.L is traded in GBP. To make them comparable, the IWVG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ARCK.L achieves a 9.12% return, which is significantly lower than IWVG.L's 34.35% return.


ARCK.L

1D
3.86%
1M
7.67%
YTD
9.12%
6M
2.16%
1Y
48.52%
3Y*
5Y*
10Y*

IWVG.L

1D
-0.61%
1M
13.03%
YTD
34.35%
6M
35.94%
1Y
63.14%
3Y*
25.28%
5Y*
16.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARCK.L vs. IWVG.L - Yearly Performance Comparison


Correlation

The correlation between ARCK.L and IWVG.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.51

The correlation between ARCK.L and IWVG.L has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

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Return for Risk

ARCK.L vs. IWVG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARCK.L
ARCK.L Risk / Return Rank: 2828
Overall Rank
ARCK.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ARCK.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
ARCK.L Omega Ratio Rank: 4343
Omega Ratio Rank
ARCK.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
ARCK.L Martin Ratio Rank: 1717
Martin Ratio Rank

IWVG.L
IWVG.L Risk / Return Rank: 9696
Overall Rank
IWVG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWVG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVG.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWVG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IWVG.L Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARCK.L vs. IWVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Innovation UCITS ETF USD Accumulating (ARCK.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ARCK.LIWVG.LDifference
Sharpe ratioReturn per unit of total volatility

-3.82

Sortino ratioReturn per unit of downside risk

-4.66

Omega ratioGain probability vs. loss probability

1.27

1.88

-0.61

Calmar ratioReturn relative to maximum drawdown

1.09

8.95

-7.86

Martin ratioReturn relative to average drawdown

1.77

33.30

-31.52

ARCK.L vs. IWVG.L - Sharpe Ratio Comparison

The current ARCK.L Sharpe Ratio is 0.88, which is lower than the IWVG.L Sharpe Ratio of 4.70. The chart below compares the historical Sharpe Ratios of ARCK.L and IWVG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ARCK.LIWVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

4.70

-3.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.73

-0.02

Drawdowns

ARCK.L vs. IWVG.L - Drawdown Comparison

The maximum ARCK.L drawdown since its inception was -44.34%, which is greater than IWVG.L's maximum drawdown of -28.07%. Use the drawdown chart below to compare losses from any high point for ARCK.L and IWVG.L.


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Drawdown Indicators


ARCK.LIWVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.34%

-28.07%

-16.27%

Max Drawdown (1Y)

Largest decline over 1 year

-44.34%

-7.02%

-37.32%

Max Drawdown (3Y)

Largest decline over 3 years

-13.79%

Max Drawdown (5Y)

Largest decline over 5 years

-13.79%

Current Drawdown

Current decline from peak

-29.10%

-0.61%

-28.49%

Average Drawdown

Average peak-to-trough decline

-15.64%

-4.31%

-11.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.30%

1.89%

+25.41%

Volatility

ARCK.L vs. IWVG.L - Volatility Comparison

ARK Innovation UCITS ETF USD Accumulating (ARCK.L) has a higher volatility of 8.89% compared to iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) at 5.50%. This indicates that ARCK.L's price experiences larger fluctuations and is considered to be riskier than IWVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARCK.LIWVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

5.50%

+3.39%

Volatility (6M)

Calculated over the trailing 6-month period

21.80%

10.95%

+10.85%

Volatility (1Y)

Calculated over the trailing 1-year period

55.05%

13.37%

+41.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.12%

13.07%

+34.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.12%

15.56%

+31.56%

ARCK.L vs. IWVG.L - Expense Ratio Comparison

ARCK.L has a 0.78% expense ratio, which is higher than IWVG.L's 0.30% expense ratio.


Dividends

ARCK.L vs. IWVG.L - Dividend Comparison

Neither ARCK.L nor IWVG.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
ARCK.L
ARK Innovation UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)
0.00%0.00%1.82%3.23%3.12%2.61%2.37%2.90%2.48%

Frequently Asked Questions


ARCK.L and IWVG.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWVG.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWVG.L is cheaper with a 0.30% expense ratio, compared with 0.78% for ARCK.L.

They also come from different issuers: ARK Invest and iShares. Their fees differ too: 0.78% for ARCK.L and 0.30% for IWVG.L.

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