CTY.L vs. IUVF.L
CTY.L (The City of London Investment Trust plc) is a stock, while IUVF.L (iShares Edge MSCI USA Value Factor UCITS) is Large Cap Value Equities fund tracking the Russell 1000 Value TR USD. Over the past 5 years, CTY.L returned 13.35%/yr vs 16.12%/yr for IUVF.L. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
CTY.L vs. IUVF.L - Performance Comparison
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Returns By Period
In the year-to-date period, CTY.L achieves a 12.44% return, which is significantly lower than IUVF.L's 38.84% return.
CTY.L
- 1D
- 1.22%
- 1M
- 2.46%
- 6M
- 8.14%
- YTD
- 12.44%
- 1Y
- 23.28%
- 3Y*
- 19.45%
- 5Y*
- 13.35%
- 10Y*
- 8.84%
IUVF.L
- 1D
- -0.55%
- 1M
- -5.43%
- 6M
- 31.08%
- YTD
- 38.84%
- 1Y
- 72.28%
- 3Y*
- 27.66%
- 5Y*
- 16.12%
- 10Y*
- —
CTY.L vs. IUVF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTY.L The City of London Investment Trust plc | 12.44% | 28.15% | 10.62% | 4.83% | 9.40% | 11.77% | -11.85% | 20.50% | -8.47% | 12.55% |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 38.84% | 23.92% | 8.23% | 8.28% | -4.63% | 31.29% | -4.75% | 22.11% | -7.17% | 10.45% |
Correlation
The correlation between CTY.L and IUVF.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2016 | 0.55 |
Over the past year, the correlation between CTY.L and IUVF.L has dropped to 0.34 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
CTY.L vs. IUVF.L — Risk / Return Rank
CTY.L
IUVF.L
CTY.L vs. IUVF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The City of London Investment Trust plc (CTY.L) 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.
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.
| CTY.L | IUVF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.71 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 8.41 | -6.04 |
| Martin ratioReturn relative to average drawdown | 7.83 | 33.92 | -26.10 |
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Drawdowns
CTY.L vs. IUVF.L - Drawdown Comparison
The maximum CTY.L drawdown since its inception was -44.92%, which is greater than IUVF.L's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for CTY.L and IUVF.L.
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Drawdown Indicators
| CTY.L | IUVF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.92% | -31.83% | -13.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -8.55% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -10.05% | -20.13% | +10.08% |
Max Drawdown (5Y)Largest decline over 5 years | -11.40% | -20.13% | +8.73% |
Max Drawdown (10Y)Largest decline over 10 years | -37.12% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -8.55% | +8.55% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -5.50% | -2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.12% | +0.85% |
Volatility
CTY.L vs. IUVF.L - Volatility Comparison
The current volatility for The City of London Investment Trust plc (CTY.L) is 3.26%, while iShares Edge MSCI USA Value Factor UCITS (IUVF.L) has a volatility of 8.01%. This indicates that CTY.L experiences smaller price fluctuations and is considered to be less risky than IUVF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTY.L | IUVF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 8.01% | -4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 15.11% | -3.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 17.60% | -4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 16.42% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 18.07% | -2.58% |
Dividends
CTY.L vs. IUVF.L - Dividend Comparison
CTY.L's dividend yield for the trailing twelve months is around 3.75%, while IUVF.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTY.L The City of London Investment Trust plc | 3.75% | 4.06% | 4.82% | 4.92% | 4.82% | 4.86% | 5.07% | 4.22% | 4.66% | 3.86% | 1.00% | 3.99% |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CTY.L and IUVF.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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