IESG.L vs. IUVD.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Europe SRI UCITS ETF (IESG.L) and iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L).

IESG.L and IUVD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IESG.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe SRI Select Reduced Fossil Fuel Index. It was launched on Feb 25, 2011. IUVD.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value TR USD. It was launched on Feb 23, 2018. Both IESG.L and IUVD.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.

Performance

IESG.L vs. IUVD.L - Performance Comparison

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

IESG.L vs. IUVD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IESG.L iShares MSCI Europe SRI UCITS ETF	-1.91%	8.44%	0.88%	14.27%	-9.89%	18.85%	9.51%	22.59%	-3.16%
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)	7.45%	23.52%	8.37%	8.83%	-4.73%	30.86%	-4.30%	20.86%	-3.46%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IESG.L achieves a -1.91% return, which is significantly lower than IUVD.L's 7.45% return.

IESG.L

• 1D: 2.25%
• 1M: -5.06%
• YTD: -1.91%
• 6M: -0.55%
• 1Y: 5.03%
• 3Y*: 4.10%
• 5Y*: 5.11%
• 10Y*: 8.46%

IUVD.L

• 1D: 3.65%
• 1M: -1.14%
• YTD: 7.45%
• 6M: 18.35%
• 1Y: 35.31%
• 3Y*: 16.01%
• 5Y*: 10.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IESG.L vs. IUVD.L - Expense Ratio Comparison

Both IESG.L 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%.

IESG.L

iShares MSCI Europe SRI UCITS ETF

IUVD.L

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

Return for Risk

IESG.L vs. IUVD.L — Risk / Return Rank

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

IESG.L

IESG.L Risk / Return Rank: 21
IESG.L Sharpe Ratio Rank: 21
IESG.L Sortino Ratio Rank: 20
IESG.L Omega Ratio Rank: 20
IESG.L Calmar Ratio Rank: 22
IESG.L Martin Ratio Rank: 23

IUVD.L

IUVD.L Risk / Return Rank: 93
IUVD.L Sharpe Ratio Rank: 92
IUVD.L Sortino Ratio Rank: 93
IUVD.L Omega Ratio Rank: 91
IUVD.L Calmar Ratio Rank: 94
IUVD.L Martin Ratio Rank: 95

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.

IESG.L vs. IUVD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (IESG.L) 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.

	IESG.L	IUVD.L	Difference
Sharpe ratio Return per unit of total volatility	0.36	1.99	-1.63
Sortino ratio Return per unit of downside risk	0.57	2.66	-2.08
Omega ratio Gain probability vs. loss probability	1.08	1.36	-0.29
Calmar ratio Return relative to maximum drawdown	0.48	4.63	-4.15
Martin ratio Return relative to average drawdown	1.66	17.27	-15.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IESG.L vs. IUVD.L - Sharpe Ratio Comparison

The current IESG.L Sharpe Ratio is 0.36, which is lower than the IUVD.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IESG.L and IUVD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IESG.L	IUVD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	1.99	-1.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.63	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.53	-0.05

Correlation

The correlation between IESG.L and IUVD.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IESG.L vs. IUVD.L - Dividend Comparison

IESG.L has not paid dividends to shareholders, while IUVD.L's dividend yield for the trailing twelve months is around 1.55%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IESG.L iShares MSCI Europe SRI UCITS ETF	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)	1.55%	1.64%	2.24%	2.27%	2.61%	1.85%	2.26%	2.26%	1.73%

Drawdowns

IESG.L vs. IUVD.L - Drawdown Comparison

The maximum IESG.L drawdown since its inception was -25.95%, smaller than the maximum IUVD.L drawdown of -32.23%. Use the drawdown chart below to compare losses from any high point for IESG.L and IUVD.L.

Drawdown Indicators

	IESG.L	IUVD.L	Difference
Max Drawdown Largest peak-to-trough decline	-25.95%	-39.67%	+13.72%
Max Drawdown (1Y) Largest decline over 1 year	-11.32%	-13.31%	+1.99%
Max Drawdown (5Y) Largest decline over 5 years	-20.77%	-26.77%	+6.00%
Max Drawdown (10Y) Largest decline over 10 years	-25.95%	—	—
Current Drawdown Current decline from peak	-7.34%	-4.66%	-2.68%
Average Drawdown Average peak-to-trough decline	-4.74%	-8.27%	+3.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.30%	2.29%	+1.01%

Volatility

IESG.L vs. IUVD.L - Volatility Comparison

The current volatility for iShares MSCI Europe SRI UCITS ETF (IESG.L) is 5.78%, while iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a volatility of 7.01%. This indicates that IESG.L 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.

Volatility by Period

	IESG.L	IUVD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.78%	7.01%	-1.23%
Volatility (6M) Calculated over the trailing 6-month period	9.51%	11.32%	-1.81%
Volatility (1Y) Calculated over the trailing 1-year period	13.82%	17.63%	-3.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.08%	16.62%	-2.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.79%	19.09%	-4.30%