IUSV vs. FEGE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core S&P U.S. Value ETF (IUSV) and First Eagle Global Equity ETF (FEGE).

IUSV and FEGE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSV is a passively managed fund by iShares that tracks the performance of the S&P 900 Value Index. It was launched on Jul 24, 2000. FEGE is an actively managed fund by First Eagle. It was launched on Dec 19, 2024.

Performance

IUSV vs. FEGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Value ETF (IUSV) and First Eagle Global Equity ETF (FEGE). The values are adjusted to include any dividend payments, if applicable.

IUSV vs. FEGE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IUSV iShares Core S&P U.S. Value ETF	0.24%	12.85%	-0.46%
FEGE First Eagle Global Equity ETF	2.79%	34.19%	-1.12%

Returns By Period

In the year-to-date period, IUSV achieves a 0.24% return, which is significantly lower than FEGE's 2.79% return.

IUSV

• 1D: 0.14%
• 1M: -4.43%
• YTD: 0.24%
• 6M: 3.09%
• 1Y: 13.16%
• 3Y*: 13.74%
• 5Y*: 10.28%
• 10Y*: 11.61%

FEGE

• 1D: 0.66%
• 1M: -6.65%
• YTD: 2.79%
• 6M: 8.16%
• 1Y: 27.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IUSV vs. FEGE - Expense Ratio Comparison

IUSV has a 0.04% expense ratio, which is lower than FEGE's 0.50% expense ratio.

FEGE

First Eagle Global Equity ETF

IUSV

iShares Core S&P U.S. Value ETF

Return for Risk

IUSV vs. FEGE — Risk / Return Rank

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

IUSV

IUSV Risk / Return Rank: 45
IUSV Sharpe Ratio Rank: 43
IUSV Sortino Ratio Rank: 43
IUSV Omega Ratio Rank: 47
IUSV Calmar Ratio Rank: 40
IUSV Martin Ratio Rank: 50

FEGE

FEGE Risk / Return Rank: 84
FEGE Sharpe Ratio Rank: 84
FEGE Sortino Ratio Rank: 85
FEGE Omega Ratio Rank: 85
FEGE Calmar Ratio Rank: 82
FEGE Martin Ratio Rank: 81

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.

IUSV vs. FEGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Value ETF (IUSV) and First Eagle Global Equity ETF (FEGE). 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.

	IUSV	FEGE	Difference
Sharpe ratio Return per unit of total volatility	0.84	1.76	-0.92
Sortino ratio Return per unit of downside risk	1.27	2.38	-1.11
Omega ratio Gain probability vs. loss probability	1.19	1.35	-0.16
Calmar ratio Return relative to maximum drawdown	1.07	2.51	-1.44
Martin ratio Return relative to average drawdown	4.98	9.75	-4.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSV vs. FEGE - Sharpe Ratio Comparison

The current IUSV Sharpe Ratio is 0.84, which is lower than the FEGE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IUSV and FEGE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUSV	FEGE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.84	1.76	-0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	1.88	-1.29

Correlation

The correlation between IUSV and FEGE is 0.77, 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

IUSV vs. FEGE - Dividend Comparison

IUSV's dividend yield for the trailing twelve months is around 1.80%, more than FEGE's 1.24% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSV iShares Core S&P U.S. Value ETF	1.80%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%
FEGE First Eagle Global Equity ETF	1.24%	1.28%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IUSV vs. FEGE - Drawdown Comparison

The maximum IUSV drawdown since its inception was -56.88%, which is greater than FEGE's maximum drawdown of -11.13%. Use the drawdown chart below to compare losses from any high point for IUSV and FEGE.

Drawdown Indicators

	IUSV	FEGE	Difference
Max Drawdown Largest peak-to-trough decline	-56.88%	-11.13%	-45.75%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-10.96%	-1.17%
Max Drawdown (5Y) Largest decline over 5 years	-17.95%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.54%	—	—
Current Drawdown Current decline from peak	-4.51%	-8.08%	+3.57%
Average Drawdown Average peak-to-trough decline	-6.33%	-1.37%	-4.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.82%	-0.21%

Volatility

IUSV vs. FEGE - Volatility Comparison

The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 3.86%, while First Eagle Global Equity ETF (FEGE) has a volatility of 5.59%. This indicates that IUSV experiences smaller price fluctuations and is considered to be less risky than FEGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUSV	FEGE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	5.59%	-1.73%
Volatility (6M) Calculated over the trailing 6-month period	7.79%	9.89%	-2.10%
Volatility (1Y) Calculated over the trailing 1-year period	15.67%	15.66%	+0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.60%	14.87%	-0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.08%	14.87%	+2.21%