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ISAG.L vs. IWVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISAG.L vs. IWVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Agribusiness UCITS ETF USD (Acc) (ISAG.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISAG.L is traded in USD, while IWVG.L is traded in GBP. To make them comparable, the IWVG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISAG.L achieves a 11.78% return, which is significantly lower than IWVG.L's 29.21% return.


ISAG.L

1D
0.72%
1M
1.26%
6M
5.61%
YTD
11.78%
1Y
14.56%
3Y*
5.53%
5Y*
4.56%
10Y*
7.24%

IWVG.L

1D
-1.38%
1M
-4.12%
6M
25.30%
YTD
29.21%
1Y
56.72%
3Y*
26.65%
5Y*
16.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISAG.L vs. IWVG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ISAG.L
iShares Agribusiness UCITS ETF USD (Acc)
11.78%16.78%-5.66%-8.90%2.73%23.33%10.28%17.65%-12.94%
IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)
29.21%41.17%4.80%19.04%-9.76%20.14%-4.01%19.28%-16.25%

Correlation

The correlation between ISAG.L and IWVG.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

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

0.55

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

0.61

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2018

0.68

Over the past year, the correlation between ISAG.L and IWVG.L has dropped to 0.37 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

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Return for Risk

ISAG.L vs. IWVG.L — Risk / Return Rank

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

ISAG.L
ISAG.L Risk / Return Rank: 3838
Overall Rank
ISAG.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ISAG.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
ISAG.L Omega Ratio Rank: 3838
Omega Ratio Rank
ISAG.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
ISAG.L Martin Ratio Rank: 3535
Martin Ratio Rank

IWVG.L
IWVG.L Risk / Return Rank: 9696
Overall Rank
IWVG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWVG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWVG.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVG.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IWVG.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.

ISAG.L vs. IWVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Agribusiness UCITS ETF USD (Acc) (ISAG.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.


ISAG.LIWVG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.21

1.60

-0.39

Calmar ratioReturn relative to maximum drawdown

1.55

6.55

-5.00

Martin ratioReturn relative to average drawdown

4.36

23.13

-18.76

ISAG.L vs. IWVG.L - Sharpe Ratio Comparison

The current ISAG.L Sharpe Ratio is 1.17, which is lower than the IWVG.L Sharpe Ratio of 3.48. The chart below compares the historical Sharpe Ratios of ISAG.L and IWVG.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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Drawdowns

ISAG.L vs. IWVG.L - Drawdown Comparison

The maximum ISAG.L drawdown since its inception was -37.16%, roughly equal to the maximum IWVG.L drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for ISAG.L and IWVG.L.


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Drawdown Indicators


ISAG.LIWVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.16%

-35.79%

-1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-8.62%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-19.13%

-14.64%

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-33.22%

-26.94%

-6.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.16%

Current Drawdown

Current decline from peak

-7.20%

-4.24%

-2.96%

Average Drawdown

Average peak-to-trough decline

-10.38%

-6.64%

-3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.45%

+1.17%

Volatility

ISAG.L vs. IWVG.L - Volatility Comparison

The current volatility for iShares Agribusiness UCITS ETF USD (Acc) (ISAG.L) is 2.94%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) has a volatility of 6.03%. This indicates that ISAG.L experiences smaller price fluctuations and is considered to be less risky 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


ISAG.LIWVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

6.03%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

13.95%

-3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

16.24%

-2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

15.95%

+1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

17.66%

+0.18%

ISAG.L vs. IWVG.L - Expense Ratio Comparison

ISAG.L has a 0.55% expense ratio, which is higher than IWVG.L's 0.30% expense ratio.


Dividends

ISAG.L vs. IWVG.L - Dividend Comparison

ISAG.L has not paid dividends to shareholders, while IWVG.L's dividend yield for the trailing twelve months is around 1.93%.


PositionTTM20252024202320222021202020192018
ISAG.L
iShares Agribusiness 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


ISAG.L and IWVG.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IWVG.L is cheaper with a 0.30% expense ratio, compared with 0.55% for ISAG.L.

ISAG.L tracks iShares Agribusiness UCITS ETF USD (Acc), while IWVG.L tracks MSCI ACWI Value NR USD. Their fees differ too: 0.55% for ISAG.L and 0.30% for IWVG.L.

Portfolio Optimizer

Find the right allocation for ISAG.L and IWVG.L

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