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CVCG.L vs. IUKD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CVCG.L vs. IUKD.L

Last updated Jun 5, 2026

CVCG.L (CVC Income & Growth Limited) is a stock, while IUKD.L (iShares UK Dividend UCITS ETF) is Dividend fund tracking the FTSE UK Dividend+ Index. Over the past 10 years, CVCG.L returned 8.22%/yr vs 7.03%/yr for IUKD.L. At a 0.06 correlation, their price movements are largely independent.

Performance

CVCG.L vs. IUKD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in CVC Income & Growth Limited (CVCG.L) and iShares UK Dividend UCITS ETF (IUKD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CVCG.L achieves a 2.23% return, which is significantly lower than IUKD.L's 7.22% return. Over the past 10 years, CVCG.L has outperformed IUKD.L with an annualized return of 8.22%, while IUKD.L has yielded a comparatively lower 7.03% annualized return.

CVCG.L

1D
0.00%
1M
2.03%
YTD
2.23%
6M
3.10%
1Y
4.11%
3Y*
15.73%
5Y*
10.78%
10Y*
8.22%

IUKD.L

1D
0.49%
1M
0.08%
YTD
7.22%
6M
10.48%
1Y
24.39%
3Y*
18.89%
5Y*
11.88%
10Y*
7.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CVCG.L vs. IUKD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CVCG.L
CVC Income & Growth Limited		2.23%7.43%31.28%17.87%-7.57%16.87%0.78%-3.50%0.53%14.77%
IUKD.L
iShares UK Dividend UCITS ETF		7.22%32.12%12.27%5.81%-1.44%23.43%-17.92%18.86%-14.11%6.92%

Correlation

The correlation between CVCG.L and IUKD.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.13

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

0.08

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

0.05

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2013

0.06

Compare stocks, funds, or ETFs

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CVC Income & Growth Limited

iShares UK Dividend UCITS ETF

Often compared with CVCG.L:
CVCG.L vs. CSLCVCG.L vs. NCYF.LCVCG.L vs. KKRCVCG.L vs. BIPS.LCVCG.L vs. VOOCVCG.L vs. WIGG.LCVCG.L vs. JEPIX
Often compared with IUKD.L:
IUKD.L vs. VUKE.LIUKD.L vs. UKDV.LIUKD.L vs. CUKX.LIUKD.L vs. LGEN.LIUKD.L vs. IDVY.LIUKD.L vs. FLGBIUKD.L vs. CPJ1.L

Return for Risk

CVCG.L vs. IUKD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CVCG.L
CVCG.L Risk / Return Rank: 5656
Overall Rank
CVCG.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CVCG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
CVCG.L Omega Ratio Rank: 5252
Omega Ratio Rank
CVCG.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
CVCG.L Martin Ratio Rank: 6767
Martin Ratio Rank
IUKD.L
IUKD.L Risk / Return Rank: 6161
Overall Rank
IUKD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IUKD.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUKD.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUKD.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IUKD.L Martin Ratio Rank: 5353
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.

CVCG.L vs. IUKD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CVC Income & Growth Limited (CVCG.L) and iShares UK Dividend UCITS ETF (IUKD.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.

CVCG.LIUKD.LDifference
Sharpe ratioReturn per unit of total volatility
0.46
2.19

-1.73

Sortino ratioReturn per unit of downside risk
0.79
2.96

-2.18

Omega ratioGain probability vs. loss probability

1.12

1.41

-0.29

Calmar ratioReturn relative to maximum drawdown

0.59

2.48

-1.88

Martin ratioReturn relative to average drawdown

3.00

8.97

-5.97

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

CVCG.L vs. IUKD.L - Sharpe Ratio Comparison

The current CVCG.L Sharpe Ratio is 0.46, which is lower than the IUKD.L Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of CVCG.L and IUKD.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

CVCG.LIUKD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

2.19

-1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.86

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.41

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.28

+0.05

Drawdowns

CVCG.L vs. IUKD.L - Drawdown Comparison

The maximum CVCG.L drawdown since its inception was -44.77%, smaller than the maximum IUKD.L drawdown of -61.95%. Use the drawdown chart below to compare losses from any high point for CVCG.L and IUKD.L.

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Drawdown Indicators

CVCG.LIUKD.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.77%

-61.95%

+17.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.61%

-9.92%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-10.61%

-10.52%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-19.93%

+2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-44.77%

-44.34%

-0.43%

Current Drawdown

Current decline from peak

0.00%

-3.39%

+3.39%

Average Drawdown

Average peak-to-trough decline

-4.06%

-14.97%

+10.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.74%

-0.71%

Volatility

CVCG.L vs. IUKD.L - Volatility Comparison

CVC Income & Growth Limited (CVCG.L) and iShares UK Dividend UCITS ETF (IUKD.L) have volatilities of 3.69% and 3.72%, 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

CVCG.LIUKD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

3.72%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

9.33%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

13.52%

11.21%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

13.84%

+6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

17.22%

+6.57%

Dividends

CVCG.L vs. IUKD.L - Dividend Comparison

CVCG.L's dividend yield for the trailing twelve months is around 8.36%, more than IUKD.L's 4.53% yield.

PositionTTM20252024202320222021202020192018201720162015
CVCG.L
CVC Income & Growth Limited		8.36%8.64%8.58%8.08%5.68%4.49%5.14%5.54%5.07%4.64%6.04%4.90%
IUKD.L
iShares UK Dividend UCITS ETF		4.53%4.85%5.78%5.34%6.39%5.68%4.11%5.70%6.86%5.19%4.87%5.67%

Frequently Asked Questions

CVCG.L and IUKD.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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