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IOO vs. IWFV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IOO vs. IWFV.L

Last updated Jun 4, 2026

IOO (iShares Global 100 ETF) and IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - IOO tracks the S&P Global 100 Index (Net) while IWFV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IOO returned 16.70%/yr vs 13.06%/yr for IWFV.L. A 0.58 correlation means they provide meaningful diversification when combined. IOO charges 0.40%/yr vs 0.30%/yr for IWFV.L.

Performance

IOO vs. IWFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IOO achieves a 12.26% return, which is significantly lower than IWFV.L's 35.16% return. Over the past 10 years, IOO has outperformed IWFV.L with an annualized return of 16.70%, while IWFV.L has yielded a comparatively lower 13.06% annualized return.

IOO

1D
-1.33%
1M
5.37%
YTD
12.26%
6M
12.43%
1Y
38.24%
3Y*
25.48%
5Y*
16.68%
10Y*
16.70%

IWFV.L

1D
-0.09%
1M
15.27%
YTD
35.16%
6M
39.52%
1Y
67.74%
3Y*
30.63%
5Y*
16.42%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. IWFV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IOO
iShares Global 100 ETF		12.26%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		35.16%40.55%5.07%18.98%-9.85%20.49%-4.06%19.29%-14.47%22.70%

Correlation

The correlation between IOO and IWFV.L is 0.62, 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

0.62

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

0.49

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

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2014

0.58

The correlation between IOO and IWFV.L shifts across timeframes, from 0.49 (3 years) to 0.62 (1 year), reflecting how their relationship changes across market environments.

IOO vs. IWFV.L - Sectors Allocation Comparison

Sectors
IOO
IWFV.L

Technology

46.2%
33.9%

Communication Services

11.0%
7.6%

Financial Services

9.1%
14.8%

Consumer Cyclical

8.4%
7.9%

Healthcare

8.4%
8.8%

Consumer Defensive

5.6%
4.5%

Industrials

4.8%
11.3%

Energy

3.6%
3.8%

Basic Materials

1.7%
3.0%

Utilities

0.5%
2.5%

Real Estate

0.2%
1.8%

Technology

IOO
46.2%
IWFV.L
33.9%

Communication Services

IOO
11.0%
IWFV.L
7.6%

Financial Services

IOO
9.1%
IWFV.L
14.8%

Consumer Cyclical

IOO
8.4%
IWFV.L
7.9%

Healthcare

IOO
8.4%
IWFV.L
8.8%

Consumer Defensive

IOO
5.6%
IWFV.L
4.5%

Industrials

IOO
4.8%
IWFV.L
11.3%

Energy

IOO
3.6%
IWFV.L
3.8%

Basic Materials

IOO
1.7%
IWFV.L
3.0%

Utilities

IOO
0.5%
IWFV.L
2.5%

Real Estate

IOO
0.2%
IWFV.L
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Global 100 ETF

iShares Edge MSCI World Value Factor UCITS ETF

Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. NDAQIOO vs. VGTIOO vs. MOAT
Often compared with IWFV.L:
IWFV.L vs. OEFIWFV.L vs. VOOIWFV.L vs. IWQU.LIWFV.L vs. VWRA.LIWFV.L vs. SMGB.LIWFV.L vs. IWDA.LIWFV.L vs. IWFQ.L

Return for Risk

IOO vs. IWFV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IOO
IOO Risk / Return Rank: 8282
Overall Rank
IOO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8484
Sortino Ratio Rank
IOO Omega Ratio Rank: 8282
Omega Ratio Rank
IOO Calmar Ratio Rank: 7575
Calmar Ratio Rank
IOO Martin Ratio Rank: 8585
Martin Ratio Rank
IWFV.L
IWFV.L Risk / Return Rank: 9797
Overall Rank
IWFV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9696
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.

IOO vs. IWFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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.

IOOIWFV.LDifference
Sharpe ratioReturn per unit of total volatility
2.84
4.51

-1.67

Sortino ratioReturn per unit of downside risk
3.85
6.15

-2.30

Omega ratioGain probability vs. loss probability

1.50

1.81

-0.30

Calmar ratioReturn relative to maximum drawdown

3.87

7.77

-3.91

Martin ratioReturn relative to average drawdown

17.94

29.72

-11.78

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

IOO vs. IWFV.L - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.84, which is lower than the IWFV.L Sharpe Ratio of 4.51. The chart below compares the historical Sharpe Ratios of IOO and IWFV.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

IOOIWFV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

4.51

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

1.05

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.77

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.63

-0.23

Drawdowns

IOO vs. IWFV.L - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, which is greater than IWFV.L's maximum drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for IOO and IWFV.L.

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Drawdown Indicators

IOOIWFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-39.15%

-16.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-8.67%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-14.41%

-4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-26.74%

+3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

-39.15%

+7.72%

Current Drawdown

Current decline from peak

-1.33%

-0.09%

-1.24%

Average Drawdown

Average peak-to-trough decline

-11.27%

-7.49%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.27%

-0.13%

Volatility

IOO vs. IWFV.L - Volatility Comparison

The current volatility for iShares Global 100 ETF (IOO) is 3.81%, while iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a volatility of 6.00%. This indicates that IOO experiences smaller price fluctuations and is considered to be less risky than IWFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IOOIWFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

6.00%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

12.20%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

14.95%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

15.69%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

16.85%

+0.93%

IOO vs. IWFV.L - Expense Ratio Comparison

IOO has a 0.40% expense ratio, which is higher than IWFV.L's 0.30% expense ratio.

Dividends

IOO vs. IWFV.L - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.82%, while IWFV.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IOO
iShares Global 100 ETF		0.82%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IOO and IWFV.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWFV.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWFV.L is cheaper with a 0.30% expense ratio, compared with 0.40% for IOO.

IOO tracks S&P Global 100 Index (Net), while IWFV.L tracks MSCI ACWI Value NR USD. Their fees differ too: 0.40% for IOO and 0.30% for IWFV.L.

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