PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EEWD.L vs. IWFV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EEWD.L vs. IWFV.L

Last updated Jun 5, 2026

EEWD.L (iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc) and IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - EEWD.L tracks the MSCI World ESG Enhanced Focus CTB Index while IWFV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, EEWD.L returned 10.52%/yr vs 16.25%/yr for IWFV.L. A 0.79 correlation means they provide meaningful diversification when combined. EEWD.L charges 0.20%/yr vs 0.30%/yr for IWFV.L.

Performance

EEWD.L vs. IWFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, EEWD.L achieves a 9.23% return, which is significantly lower than IWFV.L's 34.19% return.

EEWD.L

1D
0.04%
1M
4.08%
YTD
9.23%
6M
10.38%
1Y
24.23%
3Y*
19.45%
5Y*
10.52%
10Y*
—

IWFV.L

1D
-0.66%
1M
12.27%
YTD
34.19%
6M
38.30%
1Y
66.20%
3Y*
30.24%
5Y*
16.25%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)2025202420232022202120202019
EEWD.L
iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc		9.23%19.23%18.35%23.17%-20.23%22.70%17.66%15.77%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		34.19%40.55%5.07%18.98%-9.85%20.49%-4.06%10.02%

Correlation

The correlation between EEWD.L and IWFV.L is 0.77, 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

0.77

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

0.76

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

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.79

The correlation between EEWD.L and IWFV.L has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.

EEWD.L vs. IWFV.L - Sectors Allocation Comparison

Sectors
EEWD.L
IWFV.L

Technology

29.1%
33.9%

Financial Services

16.4%
14.8%

Industrials

10.4%
11.3%

Healthcare

9.3%
8.8%

Communication Services

9.2%
7.6%

Consumer Cyclical

9.0%
7.9%

Consumer Defensive

4.5%
4.5%

Energy

4.2%
3.8%

Basic Materials

3.1%
3.0%

Utilities

2.6%
2.5%

Real Estate

2.2%
1.8%

Technology

EEWD.L
29.1%
IWFV.L
33.9%

Financial Services

EEWD.L
16.4%
IWFV.L
14.8%

Industrials

EEWD.L
10.4%
IWFV.L
11.3%

Healthcare

EEWD.L
9.3%
IWFV.L
8.8%

Communication Services

EEWD.L
9.2%
IWFV.L
7.6%

Consumer Cyclical

EEWD.L
9.0%
IWFV.L
7.9%

Consumer Defensive

EEWD.L
4.5%
IWFV.L
4.5%

Energy

EEWD.L
4.2%
IWFV.L
3.8%

Basic Materials

EEWD.L
3.1%
IWFV.L
3.0%

Utilities

EEWD.L
2.6%
IWFV.L
2.5%

Real Estate

EEWD.L
2.2%
IWFV.L
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc

iShares Edge MSCI World Value Factor UCITS ETF

Often compared with EEWD.L:
EEWD.L vs. CHRG.LEEWD.L vs. INFR.LEEWD.L vs. ISAC.LEEWD.L vs. CNDX.LEEWD.L vs. IGLN.LEEWD.L vs. IITU.LEEWD.L vs. IUIT.L
Often compared with IWFV.L:
IWFV.L vs. OEFIWFV.L vs. VOOIWFV.L vs. IOOIWFV.L vs. IWQU.LIWFV.L vs. VWRA.LIWFV.L vs. SMGB.LIWFV.L vs. IWDA.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EEWD.L
EEWD.L Risk / Return Rank: 6262
Overall Rank
EEWD.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EEWD.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
EEWD.L Omega Ratio Rank: 6161
Omega Ratio Rank
EEWD.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
EEWD.L Martin Ratio Rank: 6565
Martin Ratio Rank
IWFV.L
IWFV.L Risk / Return Rank: 9797
Overall Rank
IWFV.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9696
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.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.

EEWD.LIWFV.LDifference
Sharpe ratioReturn per unit of total volatility
2.00
4.39

-2.39

Sortino ratioReturn per unit of downside risk
3.02
6.02

-3.01

Omega ratioGain probability vs. loss probability

1.37

1.78

-0.42

Calmar ratioReturn relative to maximum drawdown

2.78

7.60

-4.81

Martin ratioReturn relative to average drawdown

11.80

29.04

-17.24

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

EEWD.L vs. IWFV.L - Sharpe Ratio Comparison

The current EEWD.L Sharpe Ratio is 2.00, which is lower than the IWFV.L Sharpe Ratio of 4.39. The chart below compares the historical Sharpe Ratios of EEWD.L and IWFV.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.

Loading charts...

Sharpe Ratios by Period

EEWD.LIWFV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

4.39

-2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.03

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.76

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.62

+0.17

Drawdowns

EEWD.L vs. IWFV.L - Drawdown Comparison

The maximum EEWD.L drawdown since its inception was -33.48%, smaller than the maximum IWFV.L drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for EEWD.L and IWFV.L.

Loading charts...

Drawdown Indicators

EEWD.LIWFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.48%

-39.15%

+5.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-8.67%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-17.00%

-14.41%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

-26.74%

-1.16%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.15%

—

Current Drawdown

Current decline from peak

-0.45%

-0.84%

+0.39%

Average Drawdown

Average peak-to-trough decline

-5.70%

-7.49%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.27%

-0.22%

Volatility

EEWD.L vs. IWFV.L - Volatility Comparison

The current volatility for iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc (EEWD.L) is 3.42%, while iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a volatility of 6.04%. This indicates that EEWD.L experiences smaller price fluctuations and is considered to be less risky than IWFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EEWD.LIWFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

6.04%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

12.26%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

14.99%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

15.69%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

16.85%

+0.48%

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

EEWD.L has a 0.20% expense ratio, which is lower than IWFV.L's 0.30% expense ratio.

Dividends

EEWD.L vs. IWFV.L - Dividend Comparison

EEWD.L's dividend yield for the trailing twelve months is around 1.09%, while IWFV.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
EEWD.L
iShares MSCI World ESG Enhanced CTB UCITS ETF USD Inc		1.09%1.19%1.39%1.59%1.82%1.29%1.35%1.47%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EEWD.L and IWFV.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEWD.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEWD.L is cheaper with a 0.20% expense ratio, compared with 0.30% for IWFV.L.

EEWD.L tracks MSCI World ESG Enhanced Focus CTB Index, while IWFV.L tracks MSCI ACWI Value NR USD. Their fees differ too: 0.20% for EEWD.L and 0.30% for IWFV.L.

Portfolio Optimizer

Find the right allocation for EEWD.L and IWFV.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer