C50U.L vs. IEFV.L

Last updated Jun 26, 2026

C50U.L (Amundi EURO STOXX 50 UCITS ETF DR USD (C)) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - C50U.L tracks the MSCI EMU NR EUR while IEFV.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, C50U.L returned 10.89%/yr vs 13.89%/yr for IEFV.L. Their correlation of 0.87 suggests significant overlap in exposure. C50U.L charges 0.15%/yr vs 0.25%/yr for IEFV.L.

Performance

C50U.L vs. IEFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

C50U.L is traded in USD, while IEFV.L is traded in GBp. To make them comparable, the IEFV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, C50U.L achieves a 7.06% return, which is significantly lower than IEFV.L's 12.41% return.

C50U.L

• 1D: 1.07%
• 1M: 1.38%
• YTD: 7.06%
• 6M: 7.20%
• 1Y: 19.97%
• 3Y*: 18.46%
• 5Y*: 10.89%
• 10Y*: —

IEFV.L

• 1D: 1.57%
• 1M: -0.78%
• YTD: 12.41%
• 6M: 12.75%
• 1Y: 34.01%
• 3Y*: 24.32%
• 5Y*: 13.89%
• 10Y*: 12.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

C50U.L vs. IEFV.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
C50U.L Amundi EURO STOXX 50 UCITS ETF DR USD (C)	7.06%	37.30%	4.69%	26.93%	-13.63%	15.13%
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF	12.41%	52.94%	3.64%	17.29%	-9.38%	18.58%

Correlation

The correlation between C50U.L and IEFV.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Feb 2, 2021	0.87

The correlation between C50U.L and IEFV.L has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

C50U.L vs. IEFV.L - Sectors Allocation Comparison

Sectors	C50U.L	IEFV.L
Financial Services	25.8%	23.6%
Industrials	22.4%	18.8%
Technology	18.6%	9.7%
Consumer Cyclical	10.2%	6.5%
Healthcare	5.3%	13.2%
Energy	5.0%	5.2%
Utilities	4.7%	4.8%
Consumer Defensive	3.9%	8.6%
Communication Services	2.4%	3.6%
Basic Materials	1.7%	5.5%
Real Estate	-	0.7%

Return for Risk

C50U.L vs. IEFV.L — Risk / Return Rank

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

C50U.L

C50U.L Risk / Return Rank: 34
C50U.L Sharpe Ratio Rank: 34
C50U.L Sortino Ratio Rank: 35
C50U.L Omega Ratio Rank: 34
C50U.L Calmar Ratio Rank: 33
C50U.L Martin Ratio Rank: 37

IEFV.L

IEFV.L Risk / Return Rank: 87
IEFV.L Sharpe Ratio Rank: 93
IEFV.L Sortino Ratio Rank: 92
IEFV.L Omega Ratio Rank: 92
IEFV.L Calmar Ratio Rank: 79
IEFV.L Martin Ratio Rank: 79

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.

C50U.L vs. IEFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.

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.

	C50U.L	IEFV.L	Difference
Sharpe ratio: Return per unit of total volatility	1.12	2.17	-1.05
Sortino ratio: Return per unit of downside risk	1.72	2.99	-1.28
Omega ratio: Gain probability vs. loss probability	1.21	1.38	-0.17
Calmar ratio: Return relative to maximum drawdown	1.52	2.90	-1.38
Martin ratio: Return relative to average drawdown	5.17	10.29	-5.12

C50U.L vs. IEFV.L - Sharpe Ratio Comparison

The current C50U.L Sharpe Ratio is 1.12, which is lower than the IEFV.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of C50U.L and IEFV.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.

Drawdowns

C50U.L vs. IEFV.L - Drawdown Comparison

The maximum C50U.L drawdown since its inception was -34.81%, smaller than the maximum IEFV.L drawdown of -46.19%. Use the drawdown chart below to compare losses from any high point for C50U.L and IEFV.L.

Drawdown Indicators

	C50U.L	IEFV.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.81%	-46.19%	+11.38%
Max Drawdown (1Y) Largest decline over 1 year	-13.07%	-11.66%	-1.41%
Max Drawdown (3Y) Largest decline over 3 years	-15.61%	-16.49%	+0.88%
Max Drawdown (5Y) Largest decline over 5 years	-34.81%	-31.46%	-3.35%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.19%	—
Current Drawdown Current decline from peak	-2.21%	-1.08%	-1.13%
Average Drawdown Average peak-to-trough decline	-6.50%	-10.02%	+3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.85%	3.30%	+0.55%

Volatility

C50U.L vs. IEFV.L - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) have volatilities of 4.37% and 4.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C50U.L	IEFV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.37%	4.48%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	14.96%	12.87%	+2.09%
Volatility (1Y) Calculated over the trailing 1-year period	17.82%	15.62%	+2.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.95%	20.15%	+0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.57%	19.96%	+0.61%

C50U.L vs. IEFV.L - Expense Ratio Comparison

C50U.L has a 0.15% expense ratio, which is lower than IEFV.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

C50U.L vs. IEFV.L - Dividend Comparison

Neither C50U.L nor IEFV.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both C50U.L and IEFV.L in my portfolio?

C50U.L and IEFV.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, C50U.L or IEFV.L?

On fees, C50U.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, C50U.L or IEFV.L?

C50U.L is cheaper with a 0.15% expense ratio, compared with 0.25% for IEFV.L.

What is the main difference between C50U.L and IEFV.L?

C50U.L tracks MSCI EMU NR EUR, while IEFV.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for C50U.L and 0.25% for IEFV.L.