ISFD.L vs. IWVG.L
ISFD.L (iShares Core FTSE 100 UCITS ETF USD Hedged (Acc)) and IWVG.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) are both Global Equities funds from iShares - ISFD.L tracks the iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) while IWVG.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 5 years, ISFD.L returned 12.79%/yr vs 16.55%/yr for IWVG.L. A 0.66 correlation means they provide meaningful diversification when combined. ISFD.L charges 0.20%/yr vs 0.30%/yr for IWVG.L.
Performance
ISFD.L vs. IWVG.L - Performance Comparison
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Different Trading Currencies
ISFD.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, ISFD.L achieves a 7.54% return, which is significantly lower than IWVG.L's 29.21% return.
ISFD.L
- 1D
- -0.30%
- 1M
- 0.90%
- 6M
- 4.87%
- YTD
- 7.54%
- 1Y
- 20.88%
- 3Y*
- 16.48%
- 5Y*
- 12.79%
- 10Y*
- —
IWVG.L
- 1D
- -1.38%
- 1M
- -4.12%
- 6M
- 25.30%
- YTD
- 29.21%
- 1Y
- 56.72%
- 3Y*
- 26.65%
- 5Y*
- 16.55%
- 10Y*
- —
ISFD.L vs. IWVG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ISFD.L iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) | 7.54% | 25.94% | 9.52% | 8.45% | 5.93% | 17.43% | -11.32% | 19.80% | -3.71% |
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 ISFD.L and IWVG.L is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2018 | 0.66 |
The correlation between ISFD.L and IWVG.L shifts across timeframes, from 0.50 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ISFD.L vs. IWVG.L — Risk / Return Rank
ISFD.L
IWVG.L
ISFD.L vs. IWVG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.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.
| ISFD.L | IWVG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.60 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 6.55 | -4.20 |
| Martin ratioReturn relative to average drawdown | 7.41 | 23.13 | -15.71 |
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Drawdowns
ISFD.L vs. IWVG.L - Drawdown Comparison
The maximum ISFD.L drawdown since its inception was -33.97%, smaller than the maximum IWVG.L drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for ISFD.L and IWVG.L.
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Drawdown Indicators
| ISFD.L | IWVG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -35.79% | +1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -8.62% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -12.64% | -14.64% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -12.64% | -26.94% | +14.30% |
Current DrawdownCurrent decline from peak | -2.60% | -4.24% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -4.60% | -6.64% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.45% | +0.36% |
Volatility
ISFD.L vs. IWVG.L - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF USD Hedged (Acc) (ISFD.L) is 3.07%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) has a volatility of 6.03%. This indicates that ISFD.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
| ISFD.L | IWVG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 6.03% | -2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 13.95% | -4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 16.24% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.77% | 15.95% | -3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 17.66% | -2.05% |
ISFD.L vs. IWVG.L - Expense Ratio Comparison
ISFD.L has a 0.20% expense ratio, which is lower than IWVG.L's 0.30% expense ratio.
Dividends
ISFD.L vs. IWVG.L - Dividend Comparison
ISFD.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 |
|---|---|---|---|---|---|---|---|---|---|
ISFD.L iShares Core FTSE 100 UCITS ETF USD Hedged (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
ISFD.L and IWVG.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISFD.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISFD.L is cheaper with a 0.20% expense ratio, compared with 0.30% for IWVG.L.
ISFD.L tracks iShares Core FTSE 100 UCITS ETF USD Hedged (Acc), while IWVG.L tracks MSCI ACWI Value NR USD. Their fees differ too: 0.20% for ISFD.L and 0.30% for IWVG.L.
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