IESU.L vs. IWVG.L
IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) and IWVG.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) are both Global Equities funds from iShares - IESU.L tracks the iShares S&P 500 Energy Sector UCITS ETF USD (Acc) while IWVG.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, IESU.L returned 22.17%/yr vs 16.93%/yr for IWVG.L. At a 0.48 correlation, their price movements are largely independent. IESU.L charges 0.15%/yr vs 0.30%/yr for IWVG.L.
Performance
IESU.L vs. IWVG.L - Performance Comparison
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Different Trading Currencies
IESU.L is traded in GBp, while IWVG.L is traded in GBP. To make them comparable, the IWVG.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IESU.L achieves a 25.22% return, which is significantly lower than IWVG.L's 28.47% return.
IESU.L
- 1D
- 0.70%
- 1M
- 1.19%
- 6M
- 16.95%
- YTD
- 25.22%
- 1Y
- 30.64%
- 3Y*
- 13.17%
- 5Y*
- 22.17%
- 10Y*
- 8.35%
IWVG.L
- 1D
- -2.49%
- 1M
- -4.98%
- 6M
- 24.42%
- YTD
- 28.47%
- 1Y
- 54.93%
- 3Y*
- 25.26%
- 5Y*
- 16.93%
- 10Y*
- —
IESU.L vs. IWVG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 25.22% | 2.26% | 5.45% | -5.96% | 83.53% | 53.82% | -35.62% | 5.37% | -4.14% |
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 28.47% | 31.27% | 6.58% | 13.08% | 1.04% | 21.24% | -6.86% | 14.68% | -8.59% |
Correlation
The correlation between IESU.L and IWVG.L is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2018 | 0.48 |
The correlation between IESU.L and IWVG.L shifts across timeframes, from -0.08 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IESU.L vs. IWVG.L — Risk / Return Rank
IESU.L
IWVG.L
IESU.L vs. IWVG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.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.
| IESU.L | IWVG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.67 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 7.82 | -5.91 |
| Martin ratioReturn relative to average drawdown | 4.65 | 25.39 | -20.74 |
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Drawdowns
IESU.L vs. IWVG.L - Drawdown Comparison
The maximum IESU.L drawdown since its inception was -63.88%, which is greater than IWVG.L's maximum drawdown of -28.07%. Use the drawdown chart below to compare losses from any high point for IESU.L and IWVG.L.
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Drawdown Indicators
| IESU.L | IWVG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.88% | -28.07% | -35.81% |
Max Drawdown (1Y)Largest decline over 1 year | -17.34% | -6.99% | -10.35% |
Max Drawdown (3Y)Largest decline over 3 years | -26.36% | -13.92% | -12.44% |
Max Drawdown (5Y)Largest decline over 5 years | -26.36% | -13.92% | -12.44% |
Max Drawdown (10Y)Largest decline over 10 years | -62.16% | — | — |
Current DrawdownCurrent decline from peak | -13.00% | -6.26% | -6.74% |
Average DrawdownAverage peak-to-trough decline | -20.51% | -4.29% | -16.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.14% | 2.16% | +4.98% |
Volatility
IESU.L vs. IWVG.L - Volatility Comparison
iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a higher volatility of 7.43% compared to iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) at 6.15%. This indicates that IESU.L's price experiences larger fluctuations and is considered to be riskier than IWVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IESU.L | IWVG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 6.15% | +1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 21.63% | 13.11% | +8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.53% | 14.94% | +9.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.07% | 13.44% | +15.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.15% | 15.68% | +13.47% |
IESU.L vs. IWVG.L - Expense Ratio Comparison
IESU.L has a 0.15% expense ratio, which is lower than IWVG.L's 0.30% expense ratio.
Dividends
IESU.L vs. IWVG.L - Dividend Comparison
IESU.L has not paid dividends to shareholders, while IWVG.L's dividend yield for the trailing twelve months is around 1.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 1.93% | 2.48% | 3.12% | 3.22% | 3.11% | 2.61% | 2.37% | 2.90% | 2.48% |
Frequently Asked Questions
IESU.L and IWVG.L have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IESU.L is cheaper with a 0.15% expense ratio, compared with 0.30% for IWVG.L.
IESU.L tracks iShares S&P 500 Energy Sector UCITS ETF USD (Acc), while IWVG.L tracks MSCI ACWI Value NR USD. Their fees differ too: 0.15% for IESU.L and 0.30% for IWVG.L.
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