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HVPE.L vs. IPRV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HVPE.L vs. IPRV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HarbourVest Global Private Equity Ltd (HVPE.L) and iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L). The values are adjusted to include any dividend payments, if applicable.

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HVPE.L vs. IPRV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HVPE.L
HarbourVest Global Private Equity Ltd
-3.67%18.08%12.50%4.66%-21.43%47.48%8.23%33.38%8.36%7.71%
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
-14.82%-4.65%26.96%32.91%-19.32%45.11%2.39%40.72%-7.63%15.66%

Returns By Period

In the year-to-date period, HVPE.L achieves a -3.67% return, which is significantly higher than IPRV.L's -14.82% return. Both investments have delivered pretty close results over the past 10 years, with HVPE.L having a 12.79% annualized return and IPRV.L not far behind at 12.62%.


HVPE.L

1D
-1.31%
1M
4.86%
YTD
-3.67%
6M
4.50%
1Y
17.05%
3Y*
14.63%
5Y*
8.59%
10Y*
12.79%

IPRV.L

1D
-0.04%
1M
-1.17%
YTD
-14.82%
6M
-15.90%
1Y
-12.33%
3Y*
10.67%
5Y*
7.60%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HVPE.L vs. IPRV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HVPE.L
HVPE.L Risk / Return Rank: 6969
Overall Rank
HVPE.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
HVPE.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
HVPE.L Omega Ratio Rank: 6060
Omega Ratio Rank
HVPE.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
HVPE.L Martin Ratio Rank: 8080
Martin Ratio Rank

IPRV.L
IPRV.L Risk / Return Rank: 55
Overall Rank
IPRV.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IPRV.L Sortino Ratio Rank: 33
Sortino Ratio Rank
IPRV.L Omega Ratio Rank: 33
Omega Ratio Rank
IPRV.L Calmar Ratio Rank: 77
Calmar Ratio Rank
IPRV.L Martin Ratio Rank: 66
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.

HVPE.L vs. IPRV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HarbourVest Global Private Equity Ltd (HVPE.L) and iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.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.


HVPE.LIPRV.LDifference

Sharpe ratio

Return per unit of total volatility

0.84

-0.56

+1.40

Sortino ratio

Return per unit of downside risk

1.22

-0.65

+1.87

Omega ratio

Gain probability vs. loss probability

1.17

0.92

+0.25

Calmar ratio

Return relative to maximum drawdown

2.09

-0.30

+2.39

Martin ratio

Return relative to average drawdown

6.51

-0.79

+7.31

HVPE.L vs. IPRV.L - Sharpe Ratio Comparison

The current HVPE.L Sharpe Ratio is 0.84, which is higher than the IPRV.L Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of HVPE.L and IPRV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HVPE.LIPRV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.56

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.39

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.62

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.28

+0.38

Correlation

The correlation between HVPE.L and IPRV.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

HVPE.L vs. IPRV.L - Dividend Comparison

HVPE.L has not paid dividends to shareholders, while IPRV.L's dividend yield for the trailing twelve months is around 4.67%.


TTM20252024202320222021202020192018201720162015
HVPE.L
HarbourVest Global Private Equity Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
4.67%3.98%3.81%4.27%5.26%3.42%4.85%4.28%6.46%6.70%5.33%8.21%

Drawdowns

HVPE.L vs. IPRV.L - Drawdown Comparison

The maximum HVPE.L drawdown since its inception was -50.70%, smaller than the maximum IPRV.L drawdown of -76.57%. Use the drawdown chart below to compare losses from any high point for HVPE.L and IPRV.L.


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Drawdown Indicators


HVPE.LIPRV.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.70%

-76.57%

+25.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-23.47%

+12.60%

Max Drawdown (5Y)

Largest decline over 5 years

-34.35%

-27.90%

-6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-50.70%

-44.53%

-6.17%

Current Drawdown

Current decline from peak

-6.21%

-24.86%

+18.65%

Average Drawdown

Average peak-to-trough decline

-7.64%

-13.26%

+5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

8.88%

-5.39%

Volatility

HVPE.L vs. IPRV.L - Volatility Comparison

HarbourVest Global Private Equity Ltd (HVPE.L) and iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) have volatilities of 6.05% and 6.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HVPE.LIPRV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

6.32%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

14.25%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

22.05%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.04%

19.35%

+4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.83%

20.24%

+4.59%