IEVL.L vs. UTIL.L
Compare and contrast key facts about iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) and SPDR MSCI Europe Utilities UCITS ETF (UTIL.L).
IEVL.L and UTIL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEVL.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Enhanced Value Index. It was launched on Feb 23, 2018. UTIL.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Utilities NR USD. It was launched on Dec 5, 2014. Both IEVL.L and UTIL.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
IEVL.L vs. UTIL.L - Performance Comparison
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IEVL.L vs. UTIL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEVL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating | 2.19% | 35.00% | 10.59% | 13.55% | -3.79% | 26.68% | -8.75% | 21.75% | -13.48% | 10.41% |
UTIL.L SPDR MSCI Europe Utilities UCITS ETF | 13.78% | 33.98% | 1.33% | 13.09% | -6.77% | 8.27% | 11.82% | 29.32% | 3.35% | 9.30% |
Returns By Period
In the year-to-date period, IEVL.L achieves a 2.19% return, which is significantly lower than UTIL.L's 13.78% return. Over the past 10 years, IEVL.L has underperformed UTIL.L with an annualized return of 10.05%, while UTIL.L has yielded a comparatively higher 11.23% annualized 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%
UTIL.L
- 1D
- 0.31%
- 1M
- -3.48%
- YTD
- 13.78%
- 6M
- 25.67%
- 1Y
- 37.77%
- 3Y*
- 17.50%
- 5Y*
- 11.88%
- 10Y*
- 11.23%
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IEVL.L vs. UTIL.L - Expense Ratio Comparison
IEVL.L has a 0.25% expense ratio, which is higher than UTIL.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. UTIL.L — Risk / Return Rank
IEVL.L
UTIL.L
IEVL.L vs. UTIL.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 SPDR MSCI Europe Utilities UCITS ETF (UTIL.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.L | UTIL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 2.27 | -0.68 |
Sortino ratioReturn per unit of downside risk | 2.01 | 2.78 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 3.57 | -1.77 |
Martin ratioReturn relative to average drawdown | 7.76 | 14.30 | -6.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEVL.L | UTIL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.27 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.74 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.64 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.51 | -0.08 |
Correlation
The correlation between IEVL.L and UTIL.L is 0.55, 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
IEVL.L vs. UTIL.L - Dividend Comparison
Neither IEVL.L nor UTIL.L has paid dividends to shareholders.
Drawdowns
IEVL.L vs. UTIL.L - Drawdown Comparison
The maximum IEVL.L drawdown since its inception was -40.09%, which is greater than UTIL.L's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for IEVL.L and UTIL.L.
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Drawdown Indicators
| IEVL.L | UTIL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.09% | -34.59% | -5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -14.33% | -10.41% | -3.92% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -22.12% | +2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -40.09% | -34.59% | -5.50% |
Current DrawdownCurrent decline from peak | -7.18% | -3.48% | -3.70% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -6.03% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.60% | +0.58% |
Volatility
IEVL.L vs. UTIL.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) is 6.41%, while SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) has a volatility of 8.00%. This indicates that IEVL.L experiences smaller price fluctuations and is considered to be less risky than UTIL.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.L | UTIL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | 8.00% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 10.89% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 16.59% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 16.04% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.67% | 17.63% | +0.04% |