ESIF.DE vs. IUVD.L
ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) and IUVD.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)) are both exchange-traded funds - ESIF.DE is a Financials Equities fund tracking the MSCI World/Financials NR USD, while IUVD.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD. Both are passively managed. Over the past 5 years, ESIF.DE returned 19.48%/yr vs 16.80%/yr for IUVD.L. A 0.52 correlation means they provide meaningful diversification when combined. ESIF.DE charges 0.18%/yr vs 0.20%/yr for IUVD.L.
Performance
ESIF.DE vs. IUVD.L - Performance Comparison
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Different Trading Currencies
ESIF.DE is traded in EUR, while IUVD.L is traded in USD. To make them comparable, the IUVD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, ESIF.DE achieves a 3.87% return, which is significantly lower than IUVD.L's 48.10% return.
ESIF.DE
- 1D
- 0.61%
- 1M
- 3.50%
- YTD
- 3.87%
- 6M
- 10.14%
- 1Y
- 22.51%
- 3Y*
- 28.94%
- 5Y*
- 19.48%
- 10Y*
- —
IUVD.L
- 1D
- -1.12%
- 1M
- 16.47%
- YTD
- 48.10%
- 6M
- 50.76%
- 1Y
- 86.01%
- 3Y*
- 29.91%
- 5Y*
- 16.80%
- 10Y*
- —
ESIF.DE vs. IUVD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.87% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 48.10% | 17.22% | 13.54% | 11.12% | -9.57% | 39.33% | 1.69% |
Correlation
The correlation between ESIF.DE and IUVD.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.52 |
The correlation between ESIF.DE and IUVD.L shifts across timeframes, from 0.38 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESIF.DE vs. IUVD.L — Risk / Return Rank
ESIF.DE
IUVD.L
ESIF.DE vs. IUVD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) and iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.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.
| ESIF.DE | IUVD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.82 | ||
| Sortino ratioReturn per unit of downside risk | -4.73 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.84 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 13.29 | -11.48 |
| Martin ratioReturn relative to average drawdown | 6.04 | 54.31 | -48.27 |
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
| ESIF.DE | IUVD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 5.06 | -3.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.96 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.72 | +0.44 |
Drawdowns
ESIF.DE vs. IUVD.L - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum IUVD.L drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and IUVD.L.
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Drawdown Indicators
| ESIF.DE | IUVD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -38.85% | +15.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -6.44% | -5.94% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -22.36% | +5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -22.36% | -0.57% |
Current DrawdownCurrent decline from peak | -2.65% | -1.12% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -7.23% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 1.58% | +2.14% |
Volatility
ESIF.DE vs. IUVD.L - Volatility Comparison
The current volatility for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) is 5.37%, while iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a volatility of 7.16%. This indicates that ESIF.DE experiences smaller price fluctuations and is considered to be less risky than IUVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIF.DE | IUVD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 7.16% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 13.39% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 16.90% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 17.57% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 19.91% | -1.07% |
ESIF.DE vs. IUVD.L - Expense Ratio Comparison
ESIF.DE has a 0.18% expense ratio, which is lower than IUVD.L's 0.20% 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%.
Dividends
ESIF.DE vs. IUVD.L - Dividend Comparison
ESIF.DE has not paid dividends to shareholders, while IUVD.L's dividend yield for the trailing twelve months is around 1.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 1.12% | 1.64% | 2.24% | 2.27% | 2.61% | 1.85% | 2.26% | 2.26% | 1.73% |
Frequently Asked Questions
ESIF.DE and IUVD.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for IUVD.L.
ESIF.DE is categorized as Financials Equities, while IUVD.L is Large Cap Value Equities. ESIF.DE tracks MSCI World/Financials NR USD, while IUVD.L tracks Russell 1000 Value TR USD. Their fees differ too: 0.18% for ESIF.DE and 0.20% for IUVD.L.
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