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IESE.AS vs. IUVD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IESE.AS vs. IUVD.L

Last updated Jun 5, 2026

IESE.AS (iShares MSCI Europe SRI UCITS ETF EUR (Acc)) and IUVD.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)) are both exchange-traded funds - IESE.AS is a Europe Equities fund tracking the MSCI Europe NR EUR, while IUVD.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD. Both are passively managed. Over the past 5 years, IESE.AS returned 5.38%/yr vs 17.07%/yr for IUVD.L. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.

Performance

IESE.AS vs. IUVD.L - Performance Comparison

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

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Different Trading Currencies

IESE.AS is traded in EUR, while IUVD.L is traded in USD. To make them comparable, the IUVD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IESE.AS achieves a 7.16% return, which is significantly lower than IUVD.L's 49.78% return.

IESE.AS

1D
0.85%
1M
3.61%
YTD
7.16%
6M
8.48%
1Y
5.39%
3Y*
7.02%
5Y*
5.38%
10Y*
7.87%

IUVD.L

1D
0.24%
1M
17.79%
YTD
49.78%
6M
52.48%
1Y
88.12%
3Y*
30.33%
5Y*
17.07%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IESE.AS vs. IUVD.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IESE.AS
iShares MSCI Europe SRI UCITS ETF EUR (Acc)		7.16%2.40%6.46%16.38%-14.87%27.26%3.74%29.04%-4.89%
IUVD.L
iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)		49.78%17.22%13.54%11.12%-9.57%39.33%-9.53%28.47%-5.46%

Correlation

The correlation between IESE.AS and IUVD.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.54

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

0.54

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

0.58

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2018

0.62

The correlation between IESE.AS and IUVD.L has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

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iShares MSCI Europe SRI UCITS ETF EUR (Acc)

iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)

Often compared with IESE.AS:
IESE.AS vs. EUEA.ASIESE.AS vs. VWCE.DEIESE.AS vs. 2B7K.DEIESE.AS vs. EUMD.LIESE.AS vs. VTIESE.AS vs. IWDA.ASIESE.AS vs. VGEU.DE
Often compared with IUVD.L:
IUVD.L vs. IWVG.LIUVD.L vs. UVAL.LIUVD.L vs. VTVIUVD.L vs. IEAA.LIUVD.L vs. EHF1.DEIUVD.L vs. IESG.LIUVD.L vs. FXC.AS

Return for Risk

IESE.AS vs. IUVD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IESE.AS
IESE.AS Risk / Return Rank: 1515
Overall Rank
IESE.AS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IESE.AS Sortino Ratio Rank: 1515
Sortino Ratio Rank
IESE.AS Omega Ratio Rank: 1515
Omega Ratio Rank
IESE.AS Calmar Ratio Rank: 1616
Calmar Ratio Rank
IESE.AS Martin Ratio Rank: 1616
Martin Ratio Rank
IUVD.L
IUVD.L Risk / Return Rank: 9797
Overall Rank
IUVD.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IUVD.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IUVD.L Omega Ratio Rank: 9797
Omega Ratio Rank
IUVD.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IUVD.L Martin Ratio Rank: 9797
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.

IESE.AS vs. IUVD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) and iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.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.

IESE.ASIUVD.LDifference
Sharpe ratioReturn per unit of total volatility
0.40
5.22

-4.82

Sortino ratioReturn per unit of downside risk
0.67
6.74

-6.07

Omega ratioGain probability vs. loss probability

1.08

1.87

-0.79

Calmar ratioReturn relative to maximum drawdown

0.53

13.66

-13.13

Martin ratioReturn relative to average drawdown

1.40

55.87

-54.47

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

IESE.AS vs. IUVD.L - Sharpe Ratio Comparison

The current IESE.AS Sharpe Ratio is 0.40, which is lower than the IUVD.L Sharpe Ratio of 5.22. The chart below compares the historical Sharpe Ratios of IESE.AS and IUVD.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

IESE.ASIUVD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

5.22

-4.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.97

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.73

-0.22

Drawdowns

IESE.AS vs. IUVD.L - Drawdown Comparison

The maximum IESE.AS drawdown since its inception was -33.34%, smaller than the maximum IUVD.L drawdown of -38.85%. Use the drawdown chart below to compare losses from any high point for IESE.AS and IUVD.L.

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Drawdown Indicators

IESE.ASIUVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.34%

-38.85%

+5.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-6.44%

-3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-15.79%

-22.36%

+6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

-22.36%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.34%

—

—

Current Drawdown

Current decline from peak

-1.05%

0.00%

-1.05%

Average Drawdown

Average peak-to-trough decline

-6.13%

-7.24%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

1.58%

+2.26%

Volatility

IESE.AS vs. IUVD.L - Volatility Comparison

The current volatility for iShares MSCI Europe SRI UCITS ETF EUR (Acc) (IESE.AS) is 4.41%, while iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a volatility of 7.40%. This indicates that IESE.AS experiences smaller price fluctuations and is considered to be less risky than IUVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IESE.ASIUVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

7.40%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

13.32%

-2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

16.96%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

17.57%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

19.91%

-4.62%

IESE.AS vs. IUVD.L - Expense Ratio Comparison

Both IESE.AS and IUVD.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

IESE.AS vs. IUVD.L - Dividend Comparison

IESE.AS has not paid dividends to shareholders, while IUVD.L's dividend yield for the trailing twelve months is around 1.11%.

PositionTTM20252024202320222021202020192018
IESE.AS
iShares MSCI Europe SRI UCITS ETF EUR (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUVD.L
iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)		1.11%1.64%2.24%2.27%2.61%1.85%2.26%2.26%1.73%

Frequently Asked Questions

IESE.AS and IUVD.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IESE.AS and IUVD.L have the same expense ratio: 0.20% per year.

IESE.AS is categorized as Europe Equities, while IUVD.L is Large Cap Value Equities. IESE.AS tracks MSCI Europe NR EUR, while IUVD.L tracks Russell 1000 Value TR USD.

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