PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EUFM.L vs. IEVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUFM.L vs. IEVL.L

Last updated Jun 5, 2026

EUFM.L (UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc) and IEVL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating) are both Europe Equities funds - EUFM.L tracks the MSCI EMU NR EUR while IEVL.L tracks the MSCI Europe Enhanced Value Index. Both are passively managed. Over the past 5 years, EUFM.L returned 9.69%/yr vs 14.64%/yr for IEVL.L. A 0.78 correlation means they provide meaningful diversification when combined. EUFM.L charges 0.34%/yr vs 0.25%/yr for IEVL.L.

Performance

EUFM.L vs. IEVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EUFM.L is traded in GBp, while IEVL.L is traded in EUR. To make them comparable, the IEVL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUFM.L achieves a 6.74% return, which is significantly lower than IEVL.L's 13.11% return.

EUFM.L

1D
0.21%
1M
2.81%
YTD
6.74%
6M
8.89%
1Y
16.80%
3Y*
15.42%
5Y*
9.69%
10Y*
—

IEVL.L

1D
0.17%
1M
4.83%
YTD
13.11%
6M
15.93%
1Y
36.39%
3Y*
21.80%
5Y*
14.64%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUFM.L vs. IEVL.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
EUFM.L
UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc		6.74%29.59%3.25%15.45%-7.82%13.50%5.84%19.11%-12.29%
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating		13.11%42.23%5.56%11.28%1.19%19.17%-3.59%14.85%-12.08%

Correlation

The correlation between EUFM.L and IEVL.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

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

0.79

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

0.74

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2018

0.78

The correlation between EUFM.L and IEVL.L shifts across timeframes, from 0.74 (5 years) to 0.89 (1 year), reflecting how their relationship changes across market environments.

EUFM.L vs. IEVL.L - Sectors Allocation Comparison

Sectors
EUFM.L
IEVL.L

Financial Services

26.7%
22.6%

Industrials

23.5%
17.0%

Utilities

9.5%
4.5%

Technology

8.5%
12.2%

Consumer Defensive

6.7%
8.6%

Consumer Cyclical

6.6%
6.2%

Basic Materials

4.8%
6.2%

Healthcare

4.3%
12.3%

Communication Services

4.2%
3.7%

Energy

3.7%
5.1%

Real Estate

1.6%
0.6%

Financial Services

EUFM.L
26.7%
IEVL.L
22.6%

Industrials

EUFM.L
23.5%
IEVL.L
17.0%

Utilities

EUFM.L
9.5%
IEVL.L
4.5%

Technology

EUFM.L
8.5%
IEVL.L
12.2%

Consumer Defensive

EUFM.L
6.7%
IEVL.L
8.6%

Consumer Cyclical

EUFM.L
6.6%
IEVL.L
6.2%

Basic Materials

EUFM.L
4.8%
IEVL.L
6.2%

Healthcare

EUFM.L
4.3%
IEVL.L
12.3%

Communication Services

EUFM.L
4.2%
IEVL.L
3.7%

Energy

EUFM.L
3.7%
IEVL.L
5.1%

Real Estate

EUFM.L
1.6%
IEVL.L
0.6%

Compare stocks, funds, or ETFs

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

UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc

iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating

Often compared with EUFM.L:
EUFM.L vs. IBC0.DEEUFM.L vs. CEMT.DEEUFM.L vs. D5BL.DEEUFM.L vs. UB01.LEUFM.L vs. ZPRX.DEEUFM.L vs. XLKEUFM.L vs. PRAZ.DE
Often compared with IEVL.L:
IEVL.L vs. AINF.LIEVL.L vs. FBTU.LIEVL.L vs. IUCS.LIEVL.L vs. CSKR.LIEVL.L vs. 36BA.DEIEVL.L vs. IEMA.LIEVL.L vs. GLD

Return for Risk

EUFM.L vs. IEVL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUFM.L
EUFM.L Risk / Return Rank: 3737
Overall Rank
EUFM.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EUFM.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
EUFM.L Omega Ratio Rank: 4141
Omega Ratio Rank
EUFM.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUFM.L Martin Ratio Rank: 3737
Martin Ratio Rank
IEVL.L
IEVL.L Risk / Return Rank: 7272
Overall Rank
IEVL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEVL.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IEVL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEVL.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
IEVL.L Martin Ratio Rank: 6868
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.

EUFM.L vs. IEVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.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.

EUFM.LIEVL.LDifference
Sharpe ratioReturn per unit of total volatility
1.36
2.68

-1.32

Sortino ratioReturn per unit of downside risk
1.90
3.61

-1.71

Omega ratioGain probability vs. loss probability

1.26

1.48

-0.22

Calmar ratioReturn relative to maximum drawdown

1.58

3.42

-1.84

Martin ratioReturn relative to average drawdown

5.69

12.70

-7.01

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

EUFM.L vs. IEVL.L - Sharpe Ratio Comparison

The current EUFM.L Sharpe Ratio is 1.36, which is lower than the IEVL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of EUFM.L and IEVL.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

EUFM.LIEVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.68

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.96

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.69

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.58

-0.04

Drawdowns

EUFM.L vs. IEVL.L - Drawdown Comparison

The maximum EUFM.L drawdown since its inception was -30.14%, smaller than the maximum IEVL.L drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for EUFM.L and IEVL.L.

Loading charts...

Drawdown Indicators

EUFM.LIEVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.14%

-34.82%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-10.59%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

-16.33%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-16.48%

-4.38%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.82%

—

Current Drawdown

Current decline from peak

-1.07%

-0.82%

-0.25%

Average Drawdown

Average peak-to-trough decline

-5.19%

-6.05%

+0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.86%

+0.09%

Volatility

EUFM.L vs. IEVL.L - Volatility Comparison

The current volatility for UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF(EUR)A-acc (EUFM.L) is 4.00%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) has a volatility of 4.85%. This indicates that EUFM.L experiences smaller price fluctuations and is considered to be less risky than IEVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EUFM.LIEVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

4.85%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

11.06%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

13.52%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

15.24%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.13%

17.13%

-1.00%

EUFM.L vs. IEVL.L - Expense Ratio Comparison

EUFM.L has a 0.34% expense ratio, which is higher than IEVL.L's 0.25% expense ratio.

Dividends

EUFM.L vs. IEVL.L - Dividend Comparison

Neither EUFM.L nor IEVL.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

EUFM.L and IEVL.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEVL.L is cheaper with a 0.25% expense ratio, compared with 0.34% for EUFM.L.

EUFM.L tracks MSCI EMU NR EUR, while IEVL.L tracks MSCI Europe Enhanced Value Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.34% for EUFM.L and 0.25% for IEVL.L.

Portfolio Optimizer

Find the right allocation for EUFM.L and IEVL.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