EXV6.DE vs. IEVL.L
EXV6.DE (iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)) and IEVL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating) are both exchange-traded funds - EXV6.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Basic Resources, while IEVL.L is a Europe Equities fund tracking the MSCI Europe Enhanced Value Index. Both are passively managed. Over the past 10 years, EXV6.DE returned 13.41%/yr vs 10.93%/yr for IEVL.L. A 0.68 correlation means they provide meaningful diversification when combined. EXV6.DE charges 0.46%/yr vs 0.25%/yr for IEVL.L.
Performance
EXV6.DE vs. IEVL.L - Performance Comparison
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Returns By Period
In the year-to-date period, EXV6.DE achieves a 13.67% return, which is significantly lower than IEVL.L's 15.33% return. Over the past 10 years, EXV6.DE has outperformed IEVL.L with an annualized return of 13.41%, while IEVL.L has yielded a comparatively lower 10.93% annualized return.
EXV6.DE
- 1D
- -0.90%
- 1M
- -7.75%
- 6M
- 4.86%
- YTD
- 13.67%
- 1Y
- 55.84%
- 3Y*
- 14.31%
- 5Y*
- 9.15%
- 10Y*
- 13.41%
- ALL TIME*
- 4.47%
IEVL.L
- 1D
- -0.36%
- 1M
- 0.96%
- 6M
- 12.86%
- YTD
- 15.33%
- 1Y
- 32.91%
- 3Y*
- 20.62%
- 5Y*
- 15.46%
- 10Y*
- 10.93%
- ALL TIME*
- 8.97%
EXV6.DE vs. IEVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV6.DE iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) | 13.67% | 33.18% | -8.72% | -2.31% | 9.36% | 26.74% | 12.82% | 22.32% | -13.59% | 22.50% |
IEVL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating | 15.33% | 35.04% | 10.57% | 13.52% | -3.79% | 26.68% | -8.75% | 21.79% | -13.55% | 10.54% |
Correlation
The correlation between EXV6.DE and IEVL.L is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.68 |
The correlation between EXV6.DE and IEVL.L has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.
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Return for Risk
EXV6.DE vs. IEVL.L — Risk / Return Rank
EXV6.DE
IEVL.L
EXV6.DE vs. IEVL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXV6.DE | IEVL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 3.35 | -0.32 |
| Martin ratioReturn relative to average drawdown | 9.30 | 12.57 | -3.26 |
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Drawdowns
EXV6.DE vs. IEVL.L - Drawdown Comparison
The maximum EXV6.DE drawdown since its inception was -73.84%, which is greater than IEVL.L's maximum drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for EXV6.DE and IEVL.L.
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Drawdown Indicators
| EXV6.DE | IEVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -40.09% | -33.75% |
Max Drawdown (1Y)Largest decline over 1 year | -18.40% | -9.79% | -8.61% |
Max Drawdown (3Y)Largest decline over 3 years | -33.37% | -17.43% | -15.94% |
Max Drawdown (5Y)Largest decline over 5 years | -37.26% | -19.55% | -17.71% |
Max Drawdown (10Y)Largest decline over 10 years | -45.38% | -40.09% | -5.29% |
Current DrawdownCurrent decline from peak | -16.27% | -1.93% | -14.34% |
Average DrawdownAverage peak-to-trough decline | -31.23% | -7.43% | -23.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.98% | 2.61% | +3.37% |
Volatility
EXV6.DE vs. IEVL.L - Volatility Comparison
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) has a higher volatility of 8.93% compared to iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) at 4.20%. This indicates that EXV6.DE's price experiences larger fluctuations and is considered to be riskier than IEVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXV6.DE | IEVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.93% | 4.20% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 23.93% | 11.81% | +12.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.31% | 14.12% | +13.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.44% | 15.31% | +11.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.22% | 17.28% | +9.94% |
EXV6.DE vs. IEVL.L - Expense Ratio Comparison
EXV6.DE has a 0.46% expense ratio, which is higher than IEVL.L's 0.25% expense ratio.
Dividends
EXV6.DE vs. IEVL.L - Dividend Comparison
EXV6.DE's dividend yield for the trailing twelve months is around 1.81%, while IEVL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV6.DE iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) | 1.81% | 1.95% | 3.23% | 3.57% | 6.02% | 5.15% | 2.86% | 5.56% | 2.93% | 2.14% | 1.80% | 5.20% |
IEVL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXV6.DE and IEVL.L have a correlation of 0.64, 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 0.46% for EXV6.DE.
EXV6.DE is categorized as Industrials Equities, while IEVL.L is Europe Equities. EXV6.DE tracks STOXX® Europe 600 Basic Resources, while IEVL.L tracks MSCI Europe Enhanced Value Index. Their fees differ too: 0.46% for EXV6.DE and 0.25% for IEVL.L.
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