CGVV vs. IUVF.L

Last updated Apr 3, 2026

Compare and contrast key facts about Capital Group U.S. Large Value ETF (CGVV) and iShares Edge MSCI USA Value Factor UCITS (IUVF.L).

CGVV and IUVF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGVV is an actively managed fund by Capital Group. It was launched on Jun 24, 2025. IUVF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value TR USD. It was launched on Oct 13, 2016.

Performance

CGVV vs. IUVF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Large Value ETF (CGVV) and iShares Edge MSCI USA Value Factor UCITS (IUVF.L). The values are adjusted to include any dividend payments, if applicable.

CGVV vs. IUVF.L - Yearly Performance Comparison

	2026 (YTD)	2025
CGVV Capital Group U.S. Large Value ETF	-0.08%	6.41%
IUVF.L iShares Edge MSCI USA Value Factor UCITS	5.37%	24.14%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, CGVV achieves a -0.08% return, which is significantly lower than IUVF.L's 5.37% return.

CGVV

• 1D: -0.19%
• 1M: -4.58%
• YTD: -0.08%
• 6M: 1.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUVF.L

• 1D: -0.15%
• 1M: -1.09%
• YTD: 5.37%
• 6M: 15.42%
• 1Y: 37.39%
• 3Y*: 18.44%
• 5Y*: 9.47%
• 10Y*: —

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

CGVV vs. IUVF.L - Expense Ratio Comparison

CGVV has a 0.33% expense ratio, which is higher than IUVF.L's 0.20% expense ratio.

CGVV

Capital Group U.S. Large Value ETF

IUVF.L

iShares Edge MSCI USA Value Factor UCITS

Return for Risk

CGVV vs. IUVF.L — Risk / Return Rank

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

IUVF.L

IUVF.L Risk / Return Rank: 93
IUVF.L Sharpe Ratio Rank: 90
IUVF.L Sortino Ratio Rank: 90
IUVF.L Omega Ratio Rank: 88
IUVF.L Calmar Ratio Rank: 98
IUVF.L Martin Ratio Rank: 98

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.

CGVV vs. IUVF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Large Value ETF (CGVV) and iShares Edge MSCI USA Value Factor UCITS (IUVF.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CGVV	IUVF.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.09	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.64	-0.02

Correlation

The correlation between CGVV and IUVF.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CGVV vs. IUVF.L - Dividend Comparison

CGVV's dividend yield for the trailing twelve months is around 0.57%, while IUVF.L has not paid dividends to shareholders.

	TTM	2025
CGVV Capital Group U.S. Large Value ETF	0.57%	0.57%
IUVF.L iShares Edge MSCI USA Value Factor UCITS	0.00%	0.00%

Drawdowns

CGVV vs. IUVF.L - Drawdown Comparison

The maximum CGVV drawdown since its inception was -10.11%, smaller than the maximum IUVF.L drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for CGVV and IUVF.L.

Drawdown Indicators

	CGVV	IUVF.L	Difference
Max Drawdown Largest peak-to-trough decline	-10.11%	-31.83%	+21.72%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.19%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.13%	—
Current Drawdown Current decline from peak	-7.39%	-2.57%	-4.82%
Average Drawdown Average peak-to-trough decline	-1.78%	-5.77%	+3.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.62%	—

Volatility

Volatility by Period

	CGVV	IUVF.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.91%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.72%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.50%	17.85%	-4.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.50%	17.08%	-3.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.50%	19.38%	-5.88%