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IUMS.L vs. IUVF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUMS.L vs. IUVF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Materials Sector UCITS ETF USD (Acc) (IUMS.L) and iShares Edge MSCI USA Value Factor UCITS (IUVF.L). The values are adjusted to include any dividend payments, if applicable.

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IUMS.L vs. IUVF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IUMS.L
IUMS.L Risk / Return Rank: 5151
Overall Rank
IUMS.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IUMS.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
IUMS.L Omega Ratio Rank: 4848
Omega Ratio Rank
IUMS.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
IUMS.L Martin Ratio Rank: 4747
Martin Ratio Rank

IUVF.L
IUVF.L Risk / Return Rank: 9292
Overall Rank
IUVF.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IUVF.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IUVF.L Omega Ratio Rank: 8888
Omega Ratio Rank
IUVF.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IUVF.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.

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.LIUVF.LDifference

Sharpe ratio

Return per unit of total volatility

1.02

2.15

-1.13

Sortino ratio

Return per unit of downside risk

1.46

2.86

-1.41

Omega ratio

Gain probability vs. loss probability

1.19

1.40

-0.20

Calmar ratio

Return relative to maximum drawdown

1.59

4.09

-2.50

Martin ratio

Return relative to average drawdown

4.93

16.96

-12.04

IUMS.L vs. IUVF.L - Sharpe Ratio Comparison

The current IUMS.L Sharpe Ratio is 1.02, which is lower than the IUVF.L Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of IUMS.L and IUVF.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUMS.LIUVF.LDifference

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.


Tickers have no history of dividend payments

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.LIUVF.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.24%

-2.90%

-2.34%

Average Drawdown

Average peak-to-trough decline

-7.12%

-5.77%

-1.35%

Ulcer Index

Depth 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.LIUVF.LDifference

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%