ESGG.L vs. IWVL.L
Compare and contrast key facts about Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L).
ESGG.L and IWVL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGG.L is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI NR USD. It was launched on Jun 13, 2019. IWVL.L is a passively managed fund by iShares that tracks the performance of the MSCI World Enhanced Value Index. It was launched on Oct 3, 2014. Both ESGG.L and IWVL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGG.L vs. IWVL.L - Performance Comparison
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ESGG.L vs. IWVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESGG.L Invesco MSCI World ESG Universal Screened UCITS ETF Acc | -1.45% | 12.19% | 20.44% | 19.21% | -11.17% | 22.81% | 9.98% |
IWVL.L iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) | 7.23% | 30.41% | 6.96% | 13.56% | 0.94% | 21.25% | -9.16% |
Different Trading Currencies
ESGG.L is traded in GBp, while IWVL.L is traded in USD. To make them comparable, the IWVL.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESGG.L achieves a -1.45% return, which is significantly lower than IWVL.L's 7.96% return.
ESGG.L
- 1D
- 0.04%
- 1M
- -1.69%
- YTD
- -1.45%
- 6M
- 1.64%
- 1Y
- 16.24%
- 3Y*
- 14.46%
- 5Y*
- 10.89%
- 10Y*
- —
IWVL.L
- 1D
- 0.00%
- 1M
- 1.42%
- YTD
- 7.96%
- 6M
- 17.92%
- 1Y
- 36.41%
- 3Y*
- 18.20%
- 5Y*
- 13.14%
- 10Y*
- 11.56%
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ESGG.L vs. IWVL.L - Expense Ratio Comparison
ESGG.L has a 0.19% expense ratio, which is lower than IWVL.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ESGG.L vs. IWVL.L — Risk / Return Rank
ESGG.L
IWVL.L
ESGG.L vs. IWVL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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.
| ESGG.L | IWVL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 2.33 | -1.20 |
Sortino ratioReturn per unit of downside risk | 1.59 | 3.02 | -1.43 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.45 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.98 | 5.30 | -2.32 |
Martin ratioReturn relative to average drawdown | 11.63 | 22.45 | -10.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGG.L | IWVL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.33 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.94 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.64 | +0.32 |
Correlation
The correlation between ESGG.L and IWVL.L is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ESGG.L vs. IWVL.L - Dividend Comparison
Neither ESGG.L nor IWVL.L has paid dividends to shareholders.
Drawdowns
ESGG.L vs. IWVL.L - Drawdown Comparison
The maximum ESGG.L drawdown since its inception was -23.30%, smaller than the maximum IWVL.L drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for ESGG.L and IWVL.L.
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Drawdown Indicators
| ESGG.L | IWVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.30% | -39.30% | +16.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -9.52% | +2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -18.64% | -26.55% | +7.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.30% | — |
Current DrawdownCurrent decline from peak | -3.93% | -5.70% | +1.77% |
Average DrawdownAverage peak-to-trough decline | -3.09% | -7.60% | +4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.27% | -0.44% |
Volatility
ESGG.L vs. IWVL.L - Volatility Comparison
The current volatility for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) is 4.34%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 7.40%. This indicates that ESGG.L experiences smaller price fluctuations and is considered to be less risky than IWVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGG.L | IWVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 7.40% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.45% | 11.13% | -2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.36% | 15.58% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 14.03% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 15.93% | +4.09% |