EVLU vs. IVLU
Compare and contrast key facts about iShares MSCI Emerging Markets Value Factor ETF (EVLU) and iShares MSCI Intl Value Factor ETF (IVLU).
EVLU and IVLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EVLU is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Value Factor Select Index (Net). It was launched on Sep 4, 2024. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015. Both EVLU and IVLU 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
EVLU vs. IVLU - Performance Comparison
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EVLU vs. IVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 4.44% | 38.54% | 1.61% |
IVLU iShares MSCI Intl Value Factor ETF | 4.28% | 46.09% | -2.22% |
Returns By Period
The year-to-date returns for both stocks are quite close, with EVLU having a 4.44% return and IVLU slightly lower at 4.28%.
EVLU
- 1D
- 2.98%
- 1M
- -10.26%
- YTD
- 4.44%
- 6M
- 14.87%
- 1Y
- 38.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVLU
- 1D
- 3.04%
- 1M
- -7.33%
- YTD
- 4.28%
- 6M
- 13.88%
- 1Y
- 36.26%
- 3Y*
- 22.21%
- 5Y*
- 13.77%
- 10Y*
- 10.58%
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EVLU vs. IVLU - Expense Ratio Comparison
EVLU has a 0.35% expense ratio, which is higher than IVLU's 0.30% expense ratio.
Return for Risk
EVLU vs. IVLU — Risk / Return Rank
EVLU
IVLU
EVLU vs. IVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) and iShares MSCI Intl Value Factor ETF (IVLU). 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.
| EVLU | IVLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 2.03 | -0.08 |
Sortino ratioReturn per unit of downside risk | 2.58 | 2.70 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 2.94 | -0.05 |
Martin ratioReturn relative to average drawdown | 10.74 | 11.44 | -0.70 |
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
| EVLU | IVLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.03 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.48 | 0.44 | +1.04 |
Correlation
The correlation between EVLU and IVLU is 0.62, 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
EVLU vs. IVLU - Dividend Comparison
EVLU's dividend yield for the trailing twelve months is around 4.98%, more than IVLU's 3.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 4.98% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVLU iShares MSCI Intl Value Factor ETF | 3.56% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
Drawdowns
EVLU vs. IVLU - Drawdown Comparison
The maximum EVLU drawdown since its inception was -17.17%, smaller than the maximum IVLU drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for EVLU and IVLU.
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Drawdown Indicators
| EVLU | IVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -41.85% | +24.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -11.89% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.85% | — |
Current DrawdownCurrent decline from peak | -10.30% | -7.74% | -2.56% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -8.69% | +5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 3.07% | +0.47% |
Volatility
EVLU vs. IVLU - Volatility Comparison
iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a higher volatility of 9.59% compared to iShares MSCI Intl Value Factor ETF (IVLU) at 7.58%. This indicates that EVLU's price experiences larger fluctuations and is considered to be riskier than IVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVLU | IVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.59% | 7.58% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 11.16% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.75% | 18.01% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 16.34% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 17.65% | +1.39% |