IUMS.L vs. IUVF.L
Compare and contrast key facts about iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) and iShares Edge MSCI USA Value Factor UCITS (IUVF.L).
IUMS.L and IUVF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUMS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Materials Index NTR. It was launched on Mar 20, 2017. IUVF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value TR USD. It was launched on Oct 13, 2016. Both IUMS.L and IUVF.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
IUMS.L vs. IUVF.L - Performance Comparison
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IUMS.L vs. IUVF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUMS.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 10.41% | 10.90% | -0.92% | 12.41% | -11.90% | 26.93% | 20.54% | 22.92% | -15.68% | 19.22% |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 5.57% | 33.27% | 6.43% | 13.99% | -14.83% | 30.10% | -1.42% | 26.49% | -12.01% | 18.36% |
Different Trading Currencies
IUMS.L is traded in USD, while IUVF.L is traded in GBp. To make them comparable, the IUVF.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUMS.L achieves a 10.41% return, which is significantly higher than IUVF.L's 5.57% return.
IUMS.L
- 1D
- 2.14%
- 1M
- -4.55%
- YTD
- 10.41%
- 6M
- 13.13%
- 1Y
- 18.89%
- 3Y*
- 9.67%
- 5Y*
- 6.77%
- 10Y*
- —
IUVF.L
- 1D
- 3.66%
- 1M
- -2.53%
- YTD
- 5.57%
- 6M
- 16.16%
- 1Y
- 38.57%
- 3Y*
- 18.91%
- 5Y*
- 9.52%
- 10Y*
- —
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IUMS.L vs. IUVF.L - Expense Ratio Comparison
IUMS.L has a 0.15% expense ratio, which is lower than IUVF.L's 0.20% expense ratio. Despite the difference, 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
IUMS.L vs. IUVF.L — Risk / Return Rank
IUMS.L
IUVF.L
IUMS.L vs. IUVF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) and iShares Edge MSCI USA Value Factor UCITS (IUVF.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.
| IUMS.L | IUVF.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 2.15 | -1.13 |
Sortino ratioReturn per unit of downside risk | 1.46 | 2.86 | -1.41 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.40 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 4.09 | -2.50 |
Martin ratioReturn relative to average drawdown | 4.93 | 16.96 | -12.04 |
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
| IUMS.L | IUVF.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.15 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.56 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.64 | -0.17 |
Correlation
The correlation between IUMS.L and IUVF.L is 0.73, 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
IUMS.L vs. IUVF.L - Dividend Comparison
Neither IUMS.L nor IUVF.L has paid dividends to shareholders.
Drawdowns
IUMS.L vs. IUVF.L - Drawdown Comparison
The maximum IUMS.L drawdown since its inception was -35.81%, smaller than the maximum IUVF.L drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for IUMS.L and IUVF.L.
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Drawdown Indicators
| IUMS.L | IUVF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.81% | -31.83% | -3.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.50% | -11.95% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -20.13% | -5.11% |
Current DrawdownCurrent decline from peak | -5.24% | -2.90% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -5.77% | -1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 1.93% | +1.79% |
Volatility
IUMS.L vs. IUVF.L - Volatility Comparison
iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) has a higher volatility of 7.07% compared to iShares Edge MSCI USA Value Factor UCITS (IUVF.L) at 6.15%. This indicates that IUMS.L's price experiences larger fluctuations and is considered to be riskier than IUVF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUMS.L | IUVF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 6.15% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 10.77% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.49% | 17.87% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.84% | 17.09% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 19.39% | +0.71% |