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IDWR.L vs. IWVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IDWR.L vs. IWVL.L

Last updated Jun 5, 2026

IDWR.L (iShares MSCI World UCITS) and IWVL.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)) are both Global Equities funds from iShares - IDWR.L tracks the MSCI ACWI NR USD while IWVL.L tracks the MSCI World Enhanced Value Index. Both are passively managed. Over the past 10 years, IDWR.L returned 12.75%/yr vs 12.86%/yr for IWVL.L. Their correlation of 0.88 suggests significant overlap in exposure. IDWR.L charges 0.50%/yr vs 0.25%/yr for IWVL.L.

Performance

IDWR.L vs. IWVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World UCITS (IDWR.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDWR.L achieves a 9.72% return, which is significantly lower than IWVL.L's 34.30% return. Both investments have delivered pretty close results over the past 10 years, with IDWR.L having a 12.75% annualized return and IWVL.L not far ahead at 12.86%.

IDWR.L

1D
0.09%
1M
4.01%
YTD
9.72%
6M
10.83%
1Y
25.57%
3Y*
20.43%
5Y*
11.53%
10Y*
12.75%

IWVL.L

1D
-0.65%
1M
12.22%
YTD
34.30%
6M
38.21%
1Y
66.32%
3Y*
30.35%
5Y*
16.28%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDWR.L vs. IWVL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IDWR.L
iShares MSCI World UCITS		9.72%20.58%18.78%24.08%-18.32%21.58%15.70%26.75%-9.24%22.59%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)		34.30%40.41%5.13%19.53%-9.79%20.11%-3.67%18.13%-14.03%22.60%

Correlation

The correlation between IDWR.L and IWVL.L is 0.83, 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

0.83

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

0.82

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

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2014

0.88

The correlation between IDWR.L and IWVL.L has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

IDWR.L vs. IWVL.L - Sectors Allocation Comparison

Sectors
IDWR.L
IWVL.L

Technology

31.0%
33.9%

Financial Services

15.1%
14.8%

Industrials

10.5%
11.3%

Consumer Cyclical

9.1%
7.9%

Communication Services

8.9%
7.6%

Healthcare

8.5%
8.8%

Consumer Defensive

5.0%
4.5%

Energy

3.9%
3.8%

Basic Materials

3.2%
3.0%

Utilities

2.6%
2.5%

Real Estate

1.6%
1.8%

Technology

IDWR.L
31.0%
IWVL.L
33.9%

Financial Services

IDWR.L
15.1%
IWVL.L
14.8%

Industrials

IDWR.L
10.5%
IWVL.L
11.3%

Consumer Cyclical

IDWR.L
9.1%
IWVL.L
7.9%

Communication Services

IDWR.L
8.9%
IWVL.L
7.6%

Healthcare

IDWR.L
8.5%
IWVL.L
8.8%

Consumer Defensive

IDWR.L
5.0%
IWVL.L
4.5%

Energy

IDWR.L
3.9%
IWVL.L
3.8%

Basic Materials

IDWR.L
3.2%
IWVL.L
3.0%

Utilities

IDWR.L
2.6%
IWVL.L
2.5%

Real Estate

IDWR.L
1.6%
IWVL.L
1.8%

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iShares MSCI World UCITS

iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)

Often compared with IDWR.L:
IDWR.L vs. VWRL.LIDWR.L vs. XESX.LIDWR.L vs. XESC.DEIDWR.L vs. URTHIDWR.L vs. XDWL.DEIDWR.L vs. IWDA.ASIDWR.L vs. SXR8.DE
Often compared with IWVL.L:
IWVL.L vs. VWRA.LIWVL.L vs. IWDA.ASIWVL.L vs. IWQU.LIWVL.L vs. DFIVIWVL.L vs. VOOIWVL.L vs. URTHIWVL.L vs. VT

Return for Risk

IDWR.L vs. IWVL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDWR.L
IDWR.L Risk / Return Rank: 6767
Overall Rank
IDWR.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IDWR.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IDWR.L Omega Ratio Rank: 6666
Omega Ratio Rank
IDWR.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IDWR.L Martin Ratio Rank: 7171
Martin Ratio Rank
IWVL.L
IWVL.L Risk / Return Rank: 9595
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
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.

IDWR.L vs. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS (IDWR.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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.

IDWR.LIWVL.LDifference
Sharpe ratioReturn per unit of total volatility
2.15
4.24

-2.09

Sortino ratioReturn per unit of downside risk
3.20
5.85

-2.65

Omega ratioGain probability vs. loss probability

1.39

1.76

-0.37

Calmar ratioReturn relative to maximum drawdown

3.07

7.55

-4.48

Martin ratioReturn relative to average drawdown

12.98

28.57

-15.59

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

IDWR.L vs. IWVL.L - Sharpe Ratio Comparison

The current IDWR.L Sharpe Ratio is 2.15, which is lower than the IWVL.L Sharpe Ratio of 4.24. The chart below compares the historical Sharpe Ratios of IDWR.L and IWVL.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.

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Sharpe Ratios by Period

IDWR.LIWVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

4.24

-2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.01

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.75

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.62

-0.16

Drawdowns

IDWR.L vs. IWVL.L - Drawdown Comparison

The maximum IDWR.L drawdown since its inception was -56.75%, which is greater than IWVL.L's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for IDWR.L and IWVL.L.

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Drawdown Indicators

IDWR.LIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.75%

-39.30%

-17.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-8.74%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-14.46%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-26.55%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-34.06%

-39.30%

+5.24%

Current Drawdown

Current decline from peak

-0.46%

-0.91%

+0.45%

Average Drawdown

Average peak-to-trough decline

-9.61%

-7.50%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.31%

-0.35%

Volatility

IDWR.L vs. IWVL.L - Volatility Comparison

The current volatility for iShares MSCI World UCITS (IDWR.L) is 3.30%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 6.56%. This indicates that IDWR.L experiences smaller price fluctuations and is considered to be less risky than IWVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IDWR.LIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

6.56%

-3.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

12.94%

-3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

15.57%

-3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

16.05%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

17.02%

-1.16%

IDWR.L vs. IWVL.L - Expense Ratio Comparison

IDWR.L has a 0.50% expense ratio, which is higher than IWVL.L's 0.25% expense ratio.

Dividends

IDWR.L vs. IWVL.L - Dividend Comparison

IDWR.L's dividend yield for the trailing twelve months is around 0.85%, while IWVL.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IDWR.L
iShares MSCI World UCITS		0.85%0.93%1.08%1.29%1.46%1.05%1.14%1.61%1.87%1.58%1.77%1.83%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)		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

IDWR.L and IWVL.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IWVL.L is cheaper with a 0.25% expense ratio, compared with 0.50% for IDWR.L.

IDWR.L tracks MSCI ACWI NR USD, while IWVL.L tracks MSCI World Enhanced Value Index. Their fees differ too: 0.50% for IDWR.L and 0.25% for IWVL.L.

Portfolio Optimizer

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