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

Performance

IEFV.L vs. GLCB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) and SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IEFV.L having a 12.73% return and GLCB.L slightly higher at 12.80%. Over the past 10 years, IEFV.L has outperformed GLCB.L with an annualized return of 11.26%, while GLCB.L has yielded a comparatively lower 5.41% annualized return.


IEFV.L

1D
-0.21%
1M
-1.02%
6M
9.89%
YTD
12.73%
1Y
31.33%
3Y*
21.33%
5Y*
15.29%
10Y*
11.26%

GLCB.L

1D
-0.65%
1M
-4.59%
6M
7.85%
YTD
12.80%
1Y
26.22%
3Y*
14.93%
5Y*
6.32%
10Y*
5.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF
12.73%42.20%5.40%11.41%1.47%18.58%-3.74%15.71%-12.67%14.28%
GLCB.L
SPDR Refinitiv Global Convertible Bond UCITS ETF
12.80%16.97%8.82%8.16%-10.86%-2.14%33.15%9.84%-25.44%11.93%

Correlation

The correlation between IEFV.L and GLCB.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.34

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

0.37

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

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.43

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Return for Risk

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

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

IEFV.L
IEFV.L Risk / Return Rank: 8181
Overall Rank
IEFV.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IEFV.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IEFV.L Omega Ratio Rank: 8686
Omega Ratio Rank
IEFV.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
IEFV.L Martin Ratio Rank: 7474
Martin Ratio Rank

GLCB.L
GLCB.L Risk / Return Rank: 8787
Overall Rank
GLCB.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
GLCB.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLCB.L Omega Ratio Rank: 8686
Omega Ratio Rank
GLCB.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLCB.L Martin Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) and SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.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.


IEFV.LGLCB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

2.95

4.17

-1.22

Martin ratioReturn relative to average drawdown

10.75

13.71

-2.95

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

The current IEFV.L Sharpe Ratio is 2.27, which is comparable to the GLCB.L Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of IEFV.L and GLCB.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

IEFV.L vs. GLCB.L - Drawdown Comparison

The maximum IEFV.L drawdown since its inception was -34.64%, which is greater than GLCB.L's maximum drawdown of -29.82%. Use the drawdown chart below to compare losses from any high point for IEFV.L and GLCB.L.


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Drawdown Indicators


IEFV.LGLCB.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.64%

-29.82%

-4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-6.26%

-4.31%

Max Drawdown (3Y)

Largest decline over 3 years

-15.02%

-8.41%

-6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.16%

-19.80%

+3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

-29.82%

-4.82%

Current Drawdown

Current decline from peak

-2.36%

-6.26%

+3.90%

Average Drawdown

Average peak-to-trough decline

-6.16%

-9.78%

+3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.91%

+1.00%

Volatility

IEFV.L vs. GLCB.L - Volatility Comparison

iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a higher volatility of 4.35% compared to SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.L) at 4.12%. This indicates that IEFV.L's price experiences larger fluctuations and is considered to be riskier than GLCB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFV.LGLCB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.12%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

9.09%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

11.57%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.11%

10.06%

+7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%

12.99%

+4.55%

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

IEFV.L has a 0.25% expense ratio, which is lower than GLCB.L's 0.50% expense ratio.


Dividends

IEFV.L vs. GLCB.L - Dividend Comparison

IEFV.L has not paid dividends to shareholders, while GLCB.L's dividend yield for the trailing twelve months is around 0.27%.


PositionTTM202520242023202220212020201920182017
GLCB.L
SPDR Refinitiv Global Convertible Bond UCITS ETF
0.27%0.66%0.47%0.23%0.23%0.17%0.31%0.43%0.35%0.38%
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%0.00%

Frequently Asked Questions


IEFV.L and GLCB.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IEFV.L is cheaper with a 0.25% expense ratio, compared with 0.50% for GLCB.L.

IEFV.L is categorized as Europe Equities, while GLCB.L is Convertible Bonds. IEFV.L tracks MSCI Europe Value NR EUR, while GLCB.L tracks Refinitiv Global CB TR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for IEFV.L and 0.50% for GLCB.L.

Portfolio Optimizer

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