EWSP.L vs. IUVF.L
Compare and contrast key facts about iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) and iShares Edge MSCI USA Value Factor UCITS (IUVF.L).
EWSP.L and IUVF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWSP.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Aug 2, 2022. IUVF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value TR USD. It was launched on Oct 13, 2016. Both EWSP.L and IUVF.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWSP.L or IUVF.L.
Performance
EWSP.L vs. IUVF.L - Performance Comparison
Returns By Period
In the year-to-date period, EWSP.L achieves a 16.40% return, which is significantly higher than IUVF.L's 12.69% return.
EWSP.L
16.40%
2.96%
9.32%
24.37%
N/A
N/A
IUVF.L
12.69%
4.21%
8.73%
21.20%
7.99%
N/A
Key characteristics
| EWSP.L | IUVF.L | |
|---|---|---|
| Sharpe Ratio | 2.36 | 1.71 |
| Sortino Ratio | 3.49 | 2.44 |
| Omega Ratio | 1.45 | 1.32 |
| Calmar Ratio | 2.98 | 2.41 |
| Martin Ratio | 12.17 | 5.81 |
| Ulcer Index | 2.00% | 3.63% |
| Daily Std Dev | 10.30% | 12.29% |
| Max Drawdown | -12.48% | -31.83% |
| Current Drawdown | -1.15% | -0.31% |
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EWSP.L vs. IUVF.L - Expense Ratio Comparison
Both EWSP.L and IUVF.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between EWSP.L and IUVF.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EWSP.L vs. IUVF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) and iShares Edge MSCI USA Value Factor UCITS (IUVF.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.
Dividends
EWSP.L vs. IUVF.L - Dividend Comparison
Neither EWSP.L nor IUVF.L has paid dividends to shareholders.
Drawdowns
EWSP.L vs. IUVF.L - Drawdown Comparison
The maximum EWSP.L drawdown since its inception was -12.48%, smaller than the maximum IUVF.L drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for EWSP.L and IUVF.L. For additional features, visit the drawdowns tool.
Volatility
EWSP.L vs. IUVF.L - Volatility Comparison
The current volatility for iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) is 3.46%, while iShares Edge MSCI USA Value Factor UCITS (IUVF.L) has a volatility of 3.89%. This indicates that EWSP.L experiences smaller price fluctuations and is considered to be less risky than IUVF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.