CEU1.L vs. IEFV.L
Compare and contrast key facts about iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L).
CEU1.L and IEFV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEU1.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 12, 2010. IEFV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Jan 16, 2015. Both CEU1.L and IEFV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CEU1.L vs. IEFV.L - Performance Comparison
Loading graphics...
CEU1.L vs. IEFV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CEU1.L iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) | 0.15% | 30.63% | 4.62% | 16.50% | -6.40% | 14.38% | 5.24% | 19.34% | -11.60% | 17.38% |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 4.34% | 42.20% | 5.40% | 11.41% | 1.47% | 18.58% | -3.74% | 15.71% | -12.67% | 14.28% |
Returns By Period
In the year-to-date period, CEU1.L achieves a 0.15% return, which is significantly lower than IEFV.L's 4.34% return. Over the past 10 years, CEU1.L has underperformed IEFV.L with an annualized return of 10.46%, while IEFV.L has yielded a comparatively higher 11.22% annualized return.
CEU1.L
- 1D
- 2.70%
- 1M
- -4.11%
- YTD
- 0.15%
- 6M
- 4.49%
- 1Y
- 19.07%
- 3Y*
- 13.01%
- 5Y*
- 10.44%
- 10Y*
- 10.46%
IEFV.L
- 1D
- 2.37%
- 1M
- -3.46%
- YTD
- 4.34%
- 6M
- 14.76%
- 1Y
- 32.81%
- 3Y*
- 18.04%
- 5Y*
- 14.18%
- 10Y*
- 11.22%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CEU1.L vs. IEFV.L - Expense Ratio Comparison
CEU1.L has a 0.12% 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%.
Return for Risk
CEU1.L vs. IEFV.L — Risk / Return Rank
CEU1.L
IEFV.L
CEU1.L vs. IEFV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.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.
| CEU1.L | IEFV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 2.19 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.71 | 2.72 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.42 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.18 | -1.41 |
Martin ratioReturn relative to average drawdown | 6.56 | 11.49 | -4.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CEU1.L | IEFV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 2.19 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.94 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.67 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.56 | -0.07 |
Correlation
The correlation between CEU1.L and IEFV.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CEU1.L vs. IEFV.L - Dividend Comparison
Neither CEU1.L nor IEFV.L has paid dividends to shareholders.
Drawdowns
CEU1.L vs. IEFV.L - Drawdown Comparison
The maximum CEU1.L drawdown since its inception was -31.47%, smaller than the maximum IEFV.L drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for CEU1.L and IEFV.L.
Loading graphics...
Drawdown Indicators
| CEU1.L | IEFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.47% | -34.64% | +3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -10.78% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -21.68% | -16.16% | -5.52% |
Max Drawdown (10Y)Largest decline over 10 years | -31.39% | -34.64% | +3.25% |
Current DrawdownCurrent decline from peak | -6.70% | -5.50% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -5.31% | -6.01% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.92% | +0.02% |
Volatility
CEU1.L vs. IEFV.L - Volatility Comparison
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) have volatilities of 6.32% and 6.10%, 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.
Loading graphics...
Volatility by Period
| CEU1.L | IEFV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.32% | 6.10% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 10.02% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.03% | 14.91% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 15.00% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 16.68% | +0.03% |