IEFV.L vs. UC96.L
Compare and contrast key facts about iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) and UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L).
IEFV.L and UC96.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEFV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Jan 16, 2015. UC96.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 Value TR USD. It was launched on Aug 26, 2015. Both IEFV.L and UC96.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEFV.L or UC96.L.
Key characteristics
| IEFV.L | UC96.L | |
|---|---|---|
| YTD Return | 4.87% | 12.47% |
| 1Y Return | 13.51% | 20.42% |
| 3Y Return (Ann) | 5.81% | 9.18% |
| 5Y Return (Ann) | 6.49% | 11.65% |
| Sharpe Ratio | 1.21 | 1.98 |
| Sortino Ratio | 1.69 | 2.94 |
| Omega Ratio | 1.21 | 1.37 |
| Calmar Ratio | 1.57 | 3.47 |
| Martin Ratio | 4.03 | 10.93 |
| Ulcer Index | 3.28% | 1.91% |
| Daily Std Dev | 10.87% | 10.57% |
| Max Drawdown | -34.64% | -26.78% |
| Current Drawdown | -5.26% | -0.25% |
Correlation
The correlation between IEFV.L and UC96.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IEFV.L vs. UC96.L - Performance Comparison
In the year-to-date period, IEFV.L achieves a 4.87% return, which is significantly lower than UC96.L's 12.47% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IEFV.L vs. UC96.L - Expense Ratio Comparison
Both IEFV.L and UC96.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%.
Risk-Adjusted Performance
IEFV.L vs. UC96.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) and UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.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.
Dividends
IEFV.L vs. UC96.L - Dividend Comparison
IEFV.L has not paid dividends to shareholders, while UC96.L's dividend yield for the trailing twelve months is around 0.67%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
UC96.L UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 0.67% | 1.53% | 1.52% | 1.62% | 1.84% | 1.39% | 1.86% | 1.58% | 1.34% |
Drawdowns
IEFV.L vs. UC96.L - Drawdown Comparison
The maximum IEFV.L drawdown since its inception was -34.64%, which is greater than UC96.L's maximum drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for IEFV.L and UC96.L. For additional features, visit the drawdowns tool.
Volatility
IEFV.L vs. UC96.L - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a higher volatility of 3.60% compared to UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis (UC96.L) at 3.11%. This indicates that IEFV.L's price experiences larger fluctuations and is considered to be riskier than UC96.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.