DPGT.L vs. IWFV.L
DPGT.L (Dimensional Global Targeted Value UCITS ETF USD Acc) and IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds. DPGT.L is actively managed, while IWFV.L is passively managed. A 0.58 correlation means they provide meaningful diversification when combined. DPGT.L charges 0.44%/yr vs 0.30%/yr for IWFV.L.
Performance
DPGT.L vs. IWFV.L - Performance Comparison
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Different Trading Currencies
DPGT.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, DPGT.L achieves a 8.01% return, which is significantly lower than IWFV.L's 35.48% return.
DPGT.L
- 1D
- 0.04%
- 1M
- 2.54%
- YTD
- 8.01%
- 6M
- —
- 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%
DPGT.L vs. IWFV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DPGT.L Dimensional Global Targeted Value UCITS ETF USD Acc | 8.01% | -0.48% |
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF | 35.48% | 0.54% |
Correlation
The correlation between DPGT.L and IWFV.L is 0.58, 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 Dec 23, 2025 | 0.58 |
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Return for Risk
DPGT.L vs. IWFV.L — Risk / Return Rank
DPGT.L
IWFV.L
DPGT.L vs. IWFV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Targeted Value UCITS ETF USD Acc (DPGT.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.
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Sharpe Ratios by Period
| DPGT.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 | 1.68 | 0.79 | +0.88 |
Drawdowns
DPGT.L vs. IWFV.L - Drawdown Comparison
The maximum DPGT.L drawdown since its inception was -7.65%, smaller than the maximum IWFV.L drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for DPGT.L and IWFV.L.
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Drawdown Indicators
| DPGT.L | IWFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.65% | -28.79% | +21.14% |
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 DrawdownCurrent decline from peak | -0.04% | 0.00% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -1.98% | -4.38% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.83% | — |
Volatility
DPGT.L vs. IWFV.L - Volatility Comparison
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Volatility by Period
| DPGT.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 | 10.77% | 13.42% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.77% | 13.09% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.77% | 15.10% | -4.33% |
DPGT.L vs. IWFV.L - Expense Ratio Comparison
DPGT.L has a 0.44% expense ratio, which is higher than IWFV.L's 0.30% expense ratio.
Dividends
DPGT.L vs. IWFV.L - Dividend Comparison
Neither DPGT.L nor IWFV.L has paid dividends to shareholders.
Frequently Asked Questions
DPGT.L and IWFV.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWFV.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWFV.L is cheaper with a 0.30% expense ratio, compared with 0.44% for DPGT.L.
They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.44% for DPGT.L and 0.30% for IWFV.L.
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