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CSUK.L vs. IEVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSUK.L vs. IEVL.L

Last updated Jun 4, 2026

CSUK.L (iShares MSCI UK UCITS ETF (Acc)) and IEVL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating) are both Europe Equities funds from iShares - CSUK.L tracks the FTSE AllSh TR GBP while IEVL.L tracks the MSCI Europe Enhanced Value Index. Both are passively managed. Over the past 10 years, CSUK.L returned 8.88%/yr vs 11.87%/yr for IEVL.L. Their correlation of 0.83 suggests significant overlap in exposure. CSUK.L charges 0.33%/yr vs 0.25%/yr for IEVL.L.

Performance

CSUK.L vs. IEVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSUK.L is traded in GBp, while IEVL.L is traded in EUR. To make them comparable, the IEVL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSUK.L achieves a 5.97% return, which is significantly lower than IEVL.L's 12.96% return. Over the past 10 years, CSUK.L has underperformed IEVL.L with an annualized return of 8.88%, while IEVL.L has yielded a comparatively higher 11.87% annualized return.

CSUK.L

1D
-0.36%
1M
-0.19%
YTD
5.97%
6M
8.48%
1Y
21.21%
3Y*
14.38%
5Y*
12.01%
10Y*
8.88%

IEVL.L

1D
-0.55%
1M
4.04%
YTD
12.96%
6M
16.71%
1Y
36.59%
3Y*
21.67%
5Y*
14.61%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUK.L vs. IEVL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CSUK.L
iShares MSCI UK UCITS ETF (Acc)		5.97%25.26%8.91%6.86%7.23%18.18%-13.09%16.20%-9.39%11.89%
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating		12.96%42.23%5.56%11.28%1.19%19.17%-3.59%14.85%-12.63%15.13%

Correlation

The correlation between CSUK.L and IEVL.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2015

0.83

The correlation between CSUK.L and IEVL.L has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.

CSUK.L vs. IEVL.L - Sectors Allocation Comparison

Sectors
CSUK.L
IEVL.L

Financial Services

25.2%
22.6%

Healthcare

14.6%
12.3%

Consumer Defensive

13.5%
8.6%

Industrials

12.7%
17.0%

Energy

11.2%
5.1%

Basic Materials

9.7%
6.2%

Utilities

5.1%
4.5%

Consumer Cyclical

4.2%
6.2%

Communication Services

2.5%
3.7%

Technology

0.6%
12.2%

Real Estate

0.6%
0.6%

Financial Services

CSUK.L
25.2%
IEVL.L
22.6%

Healthcare

CSUK.L
14.6%
IEVL.L
12.3%

Consumer Defensive

CSUK.L
13.5%
IEVL.L
8.6%

Industrials

CSUK.L
12.7%
IEVL.L
17.0%

Energy

CSUK.L
11.2%
IEVL.L
5.1%

Basic Materials

CSUK.L
9.7%
IEVL.L
6.2%

Utilities

CSUK.L
5.1%
IEVL.L
4.5%

Consumer Cyclical

CSUK.L
4.2%
IEVL.L
6.2%

Communication Services

CSUK.L
2.5%
IEVL.L
3.7%

Technology

CSUK.L
0.6%
IEVL.L
12.2%

Real Estate

CSUK.L
0.6%
IEVL.L
0.6%

Compare stocks, funds, or ETFs

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iShares MSCI UK UCITS ETF (Acc)

iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating

Often compared with CSUK.L:
CSUK.L vs. CUKX.LCSUK.L vs. MIDD.LCSUK.L vs. ^GSPCCSUK.L vs. EWUCSUK.L vs. VUKG.LCSUK.L vs. ISF.LCSUK.L vs. VUAG.L
Often compared with IEVL.L:
IEVL.L vs. AINF.LIEVL.L vs. FBTU.LIEVL.L vs. IUCS.LIEVL.L vs. CSKR.LIEVL.L vs. 36BA.DEIEVL.L vs. IEMA.LIEVL.L vs. GLD

Return for Risk

CSUK.L vs. IEVL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSUK.L
CSUK.L Risk / Return Rank: 5353
Overall Rank
CSUK.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CSUK.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
CSUK.L Omega Ratio Rank: 5757
Omega Ratio Rank
CSUK.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
CSUK.L Martin Ratio Rank: 5050
Martin Ratio Rank
IEVL.L
IEVL.L Risk / Return Rank: 7070
Overall Rank
IEVL.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IEVL.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IEVL.L Omega Ratio Rank: 7272
Omega Ratio Rank
IEVL.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IEVL.L Martin Ratio Rank: 6767
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.

CSUK.L vs. IEVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.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.

CSUK.LIEVL.LDifference
Sharpe ratioReturn per unit of total volatility
1.89
2.70

-0.81

Sortino ratioReturn per unit of downside risk
2.64
3.63

-0.99

Omega ratioGain probability vs. loss probability

1.35

1.49

-0.13

Calmar ratioReturn relative to maximum drawdown

2.37

3.44

-1.07

Martin ratioReturn relative to average drawdown

8.37

12.78

-4.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSUK.L vs. IEVL.L - Sharpe Ratio Comparison

The current CSUK.L Sharpe Ratio is 1.89, which is comparable to the IEVL.L Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of CSUK.L and IEVL.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

CSUK.LIEVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.70

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.96

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.69

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.57

-0.08

Drawdowns

CSUK.L vs. IEVL.L - Drawdown Comparison

The maximum CSUK.L drawdown since its inception was -34.55%, roughly equal to the maximum IEVL.L drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for CSUK.L and IEVL.L.

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Drawdown Indicators

CSUK.LIEVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.55%

-34.82%

+0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

-10.59%

+1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-12.65%

-16.33%

+3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

-16.48%

+3.83%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

-34.82%

+0.27%

Current Drawdown

Current decline from peak

-4.18%

-0.86%

-3.32%

Average Drawdown

Average peak-to-trough decline

-4.72%

-6.05%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.86%

-0.33%

Volatility

CSUK.L vs. IEVL.L - Volatility Comparison

iShares MSCI UK UCITS ETF (Acc) (CSUK.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) have volatilities of 4.66% and 4.86%, 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.

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Volatility by Period

CSUK.LIEVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

4.86%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

11.03%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

13.50%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

15.24%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

17.13%

-2.05%

CSUK.L vs. IEVL.L - Expense Ratio Comparison

CSUK.L has a 0.33% expense ratio, which is higher than IEVL.L's 0.25% expense ratio.

Dividends

CSUK.L vs. IEVL.L - Dividend Comparison

Neither CSUK.L nor IEVL.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

CSUK.L and IEVL.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEVL.L is cheaper with a 0.25% expense ratio, compared with 0.33% for CSUK.L.

CSUK.L tracks FTSE AllSh TR GBP, while IEVL.L tracks MSCI Europe Enhanced Value Index. Their fees differ too: 0.33% for CSUK.L and 0.25% for IEVL.L.

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