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IEDL.L vs. IEFV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IEDL.L vs. IEFV.L

Last updated Jun 26, 2026

IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds from iShares tracking the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, IEDL.L returned 14.97%/yr vs 15.01%/yr for IEFV.L. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.

Performance

IEDL.L vs. IEFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEDL.L is traded in EUR, while IEFV.L is traded in GBp. To make them comparable, the IEFV.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with IEDL.L having a 16.51% return and IEFV.L slightly lower at 16.18%.

IEDL.L

1D
1.54%
1M
1.49%
YTD
16.51%
6M
17.13%
1Y
37.70%
3Y*
22.69%
5Y*
14.97%
10Y*
—

IEFV.L

1D
1.51%
1M
1.53%
YTD
16.18%
6M
16.84%
1Y
37.43%
3Y*
22.62%
5Y*
15.01%
10Y*
12.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEDL.L vs. IEFV.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		16.51%34.97%10.35%13.65%-3.82%26.74%-8.81%21.98%-12.14%
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF		16.18%34.79%10.49%13.77%-3.76%26.29%-8.97%23.07%-12.57%

Correlation

The correlation between IEDL.L and IEFV.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.95

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

0.96

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2018

0.94

The correlation between IEDL.L and IEFV.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

IEDL.L vs. IEFV.L - Sectors Allocation Comparison

Sectors
IEDL.L
IEFV.L

Financial Services

25.8%
23.6%

Industrials

18.9%
18.8%

Healthcare

12.7%
13.2%

Technology

9.6%
9.7%

Consumer Defensive

8.2%
8.6%

Consumer Cyclical

5.9%
6.5%

Basic Materials

5.3%
5.5%

Utilities

4.6%
4.8%

Energy

4.5%
5.2%

Communication Services

3.3%
3.6%

Real Estate

0.6%
0.7%

Financial Services

IEDL.L
25.8%
IEFV.L
23.6%

Industrials

IEDL.L
18.9%
IEFV.L
18.8%

Healthcare

IEDL.L
12.7%
IEFV.L
13.2%

Technology

IEDL.L
9.6%
IEFV.L
9.7%

Consumer Defensive

IEDL.L
8.2%
IEFV.L
8.6%

Consumer Cyclical

IEDL.L
5.9%
IEFV.L
6.5%

Basic Materials

IEDL.L
5.3%
IEFV.L
5.5%

Utilities

IEDL.L
4.6%
IEFV.L
4.8%

Energy

IEDL.L
4.5%
IEFV.L
5.2%

Communication Services

IEDL.L
3.3%
IEFV.L
3.6%

Real Estate

IEDL.L
0.6%
IEFV.L
0.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)

iShares Edge MSCI Europe Value Factor UCITS ETF

Often compared with IEDL.L:
IEDL.L vs. S7XP.LIEDL.L vs. XHYG.DEIEDL.L vs. MVEW.DEIEDL.L vs. T3KE.DEIEDL.L vs. EUMD.LIEDL.L vs. CNX1.LIEDL.L vs. VEUR.L
Often compared with IEFV.L:
IEFV.L vs. EVAL.LIEFV.L vs. BRK-BIEFV.L vs. NASL.LIEFV.L vs. SMEA.LIEFV.L vs. UC96.LIEFV.L vs. XDAX.LIEFV.L vs. EFV

Return for Risk

IEDL.L vs. IEFV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IEDL.L
IEDL.L Risk / Return Rank: 8787
Overall Rank
IEDL.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 9090
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 8282
Martin Ratio Rank
IEFV.L
IEFV.L Risk / Return Rank: 8787
Overall Rank
IEFV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IEFV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IEFV.L Omega Ratio Rank: 9292
Omega Ratio Rank
IEFV.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
IEFV.L Martin Ratio Rank: 7979
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.

IEDL.L vs. IEFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.

IEDL.LIEFV.LDifference
Sharpe ratioReturn per unit of total volatility
2.73
2.72

+0.01

Sortino ratioReturn per unit of downside risk
3.70
3.74

-0.03

Omega ratioGain probability vs. loss probability

1.50

1.50

+0.01

Calmar ratioReturn relative to maximum drawdown

3.87

3.79

+0.08

Martin ratioReturn relative to average drawdown

14.53

14.11

+0.42

IEDL.L vs. IEFV.L - Sharpe Ratio Comparison

The current IEDL.L Sharpe Ratio is 2.73, which is comparable to the IEFV.L Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of IEDL.L and IEFV.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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Drawdowns

IEDL.L vs. IEFV.L - Drawdown Comparison

The maximum IEDL.L drawdown since its inception was -39.77%, roughly equal to the maximum IEFV.L drawdown of -40.78%. Use the drawdown chart below to compare losses from any high point for IEDL.L and IEFV.L.

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Drawdown Indicators

IEDL.LIEFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.77%

-40.78%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-9.82%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-17.59%

-16.66%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

-19.43%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.78%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.16%

-7.69%

+1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.65%

-0.06%

Volatility

IEDL.L vs. IEFV.L - Volatility Comparison

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) have volatilities of 3.74% and 3.93%, 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

IEDL.LIEFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.93%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.27%

11.21%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

13.72%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

17.46%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

18.26%

-0.30%

IEDL.L vs. IEFV.L - Expense Ratio Comparison

Both IEDL.L and IEFV.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

IEDL.L vs. IEFV.L - Dividend Comparison

IEDL.L's dividend yield for the trailing twelve months is around 2.92%, while IEFV.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)		2.92%3.44%4.22%4.75%4.23%3.55%2.32%3.86%3.19%
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.96, IEDL.L and IEFV.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IEDL.L and IEFV.L have the same expense ratio: 0.25% per year.

Both ETFs track MSCI Europe Value NR EUR.

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