DPGC.L vs. IWFV.L

Last updated Jun 3, 2026

DPGC.L (Dimensional Global Core Equity UCITS ETF USD Acc) and IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds. DPGC.L is actively managed, while IWFV.L is passively managed. A 0.65 correlation means they provide meaningful diversification when combined. DPGC.L charges 0.26%/yr vs 0.30%/yr for IWFV.L.

Performance

DPGC.L vs. IWFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DPGC.L is traded in GBP, while IWFV.L is traded in GBp. To make them comparable, the IWFV.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, DPGC.L achieves a 10.15% return, which is significantly lower than IWFV.L's 35.48% return.

DPGC.L

• 1D: 0.33%
• 1M: 4.67%
• YTD: 10.15%
• 6M: 9.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IWFV.L

• 1D: 0.18%
• 1M: 16.50%
• YTD: 35.48%
• 6M: 38.78%
• 1Y: 68.86%
• 3Y*: 27.38%
• 5Y*: 17.65%
• 10Y*: 13.95%

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

DPGC.L vs. IWFV.L - Yearly Performance Comparison

	2026 (YTD)	2025
DPGC.L Dimensional Global Core Equity UCITS ETF USD Acc	10.15%	2.40%
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF	35.48%	5.16%

Correlation

The correlation between DPGC.L and IWFV.L is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 20, 2025	0.65

Return for Risk

DPGC.L vs. IWFV.L — Risk / Return Rank

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

IWFV.L

IWFV.L Risk / Return Rank: 97
IWFV.L Sharpe Ratio Rank: 97
IWFV.L Sortino Ratio Rank: 98
IWFV.L Omega Ratio Rank: 97
IWFV.L Calmar Ratio Rank: 96
IWFV.L Martin Ratio Rank: 96

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.

DPGC.L vs. IWFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD Acc (DPGC.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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

	DPGC.L	IWFV.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	5.11	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.35	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.92	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.22	0.79	+2.42

Drawdowns

DPGC.L vs. IWFV.L - Drawdown Comparison

The maximum DPGC.L drawdown since its inception was -6.24%, smaller than the maximum IWFV.L drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for DPGC.L and IWFV.L.

Drawdown Indicators

	DPGC.L	IWFV.L	Difference
Max Drawdown Largest peak-to-trough decline	-6.24%	-28.79%	+22.55%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.08%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.82%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.82%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.79%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.26%	-4.38%	+3.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.83%	—

Volatility

Volatility by Period

	DPGC.L	IWFV.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.17%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.15%	13.42%	-4.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.15%	13.09%	-3.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.15%	15.10%	-5.95%

DPGC.L vs. IWFV.L - Expense Ratio Comparison

DPGC.L has a 0.26% expense ratio, which is lower than IWFV.L's 0.30% expense ratio.

Dividends

DPGC.L vs. IWFV.L - Dividend Comparison

Neither DPGC.L nor IWFV.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DPGC.L and IWFV.L in my portfolio?

DPGC.L and IWFV.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DPGC.L or IWFV.L?

On fees, DPGC.L is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DPGC.L or IWFV.L?

DPGC.L is cheaper with a 0.26% expense ratio, compared with 0.30% for IWFV.L.

What is the main difference between DPGC.L and IWFV.L?

They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.26% for DPGC.L and 0.30% for IWFV.L.