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IEVL.L vs. ESIF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEVL.L vs. ESIF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) and iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L). The values are adjusted to include any dividend payments, if applicable.

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IEVL.L vs. ESIF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating
2.19%35.00%10.59%13.55%-3.79%26.68%2.75%
ESIF.L
iShares MSCI Europe Financials Sector UCITS ETF
-6.32%46.49%25.88%21.33%-1.75%28.32%2.14%
Different Trading Currencies

IEVL.L is traded in EUR, while ESIF.L is traded in GBP. To make them comparable, the ESIF.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEVL.L achieves a 2.19% return, which is significantly higher than ESIF.L's -6.32% return.


IEVL.L

1D
0.56%
1M
-7.02%
YTD
2.19%
6M
13.36%
1Y
25.76%
3Y*
17.47%
5Y*
13.16%
10Y*
10.05%

ESIF.L

1D
1.07%
1M
-7.97%
YTD
-6.32%
6M
3.14%
1Y
18.04%
3Y*
26.29%
5Y*
18.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEVL.L vs. ESIF.L - Expense Ratio Comparison

IEVL.L has a 0.25% expense ratio, which is higher than ESIF.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IEVL.L vs. ESIF.L — Risk / Return Rank

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

IEVL.L
IEVL.L Risk / Return Rank: 7777
Overall Rank
IEVL.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IEVL.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
IEVL.L Omega Ratio Rank: 8181
Omega Ratio Rank
IEVL.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
IEVL.L Martin Ratio Rank: 7474
Martin Ratio Rank

ESIF.L
ESIF.L Risk / Return Rank: 6868
Overall Rank
ESIF.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ESIF.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
ESIF.L Omega Ratio Rank: 6565
Omega Ratio Rank
ESIF.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
ESIF.L Martin Ratio Rank: 6363
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.

IEVL.L vs. ESIF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) and iShares MSCI Europe Financials Sector UCITS ETF (ESIF.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.


IEVL.LESIF.LDifference

Sharpe ratio

Return per unit of total volatility

1.59

0.94

+0.65

Sortino ratio

Return per unit of downside risk

2.01

1.28

+0.73

Omega ratio

Gain probability vs. loss probability

1.31

1.19

+0.13

Calmar ratio

Return relative to maximum drawdown

1.80

1.09

+0.70

Martin ratio

Return relative to average drawdown

7.76

4.04

+3.72

IEVL.L vs. ESIF.L - Sharpe Ratio Comparison

The current IEVL.L Sharpe Ratio is 1.59, which is higher than the ESIF.L Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of IEVL.L and ESIF.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.


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Sharpe Ratios by Period


IEVL.LESIF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

0.94

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.99

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.10

-0.67

Correlation

The correlation between IEVL.L and ESIF.L is 0.86, 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.


Dividends

IEVL.L vs. ESIF.L - Dividend Comparison

Neither IEVL.L nor ESIF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IEVL.L vs. ESIF.L - Drawdown Comparison

The maximum IEVL.L drawdown since its inception was -40.09%, which is greater than ESIF.L's maximum drawdown of -22.71%. Use the drawdown chart below to compare losses from any high point for IEVL.L and ESIF.L.


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Drawdown Indicators


IEVL.LESIF.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.09%

-23.55%

-16.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.33%

-12.55%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-19.55%

-23.55%

+4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.09%

Current Drawdown

Current decline from peak

-7.18%

-8.69%

+1.51%

Average Drawdown

Average peak-to-trough decline

-7.60%

-4.18%

-3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.53%

-0.35%

Volatility

IEVL.L vs. ESIF.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) is 6.41%, while iShares MSCI Europe Financials Sector UCITS ETF (ESIF.L) has a volatility of 7.99%. This indicates that IEVL.L experiences smaller price fluctuations and is considered to be less risky than ESIF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEVL.LESIF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

7.99%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

12.44%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

19.14%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

18.38%

-3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

18.45%

-0.78%