IUVD.L vs. CGVV
IUVD.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)) and CGVV (Capital Group U.S. Large Value ETF) are both Large Cap Value Equities funds. IUVD.L is passively managed, while CGVV is actively managed. A 0.57 correlation means they provide meaningful diversification when combined. IUVD.L charges 0.20%/yr vs 0.33%/yr for CGVV.
Performance
IUVD.L vs. CGVV - Performance Comparison
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Returns By Period
In the year-to-date period, IUVD.L achieves a 46.43% return, which is significantly higher than CGVV's 12.58% return.
IUVD.L
- 1D
- -0.99%
- 1M
- 15.70%
- YTD
- 46.43%
- 6M
- 50.36%
- 1Y
- 89.18%
- 3Y*
- 33.45%
- 5Y*
- 15.73%
- 10Y*
- —
CGVV
- 1D
- 0.95%
- 1M
- 1.02%
- YTD
- 12.58%
- 6M
- 12.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUVD.L vs. CGVV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 46.43% | 24.00% |
CGVV Capital Group U.S. Large Value ETF | 12.58% | 6.41% |
Correlation
The correlation between IUVD.L and CGVV is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 27, 2025 | 0.57 |
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Return for Risk
IUVD.L vs. CGVV — Risk / Return Rank
IUVD.L
CGVV
IUVD.L vs. CGVV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) and Capital Group U.S. Large Value ETF (CGVV). 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.
| IUVD.L | CGVV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.92 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 10.77 | — | — |
| Martin ratioReturn relative to average drawdown | 44.44 | — | — |
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
| IUVD.L | CGVV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.38 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 1.58 | -0.90 |
Drawdowns
IUVD.L vs. CGVV - Drawdown Comparison
The maximum IUVD.L drawdown since its inception was -39.67%, which is greater than CGVV's maximum drawdown of -10.11%. Use the drawdown chart below to compare losses from any high point for IUVD.L and CGVV.
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Drawdown Indicators
| IUVD.L | CGVV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -10.11% | -29.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.77% | — | — |
Current DrawdownCurrent decline from peak | -1.03% | -0.16% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -1.65% | -6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | — | — |
Volatility
IUVD.L vs. CGVV - Volatility Comparison
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Volatility by Period
| IUVD.L | CGVV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.26% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 13.51% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 13.51% | +4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 13.51% | +6.33% |
IUVD.L vs. CGVV - Expense Ratio Comparison
IUVD.L has a 0.20% expense ratio, which is lower than CGVV's 0.33% expense ratio.
Dividends
IUVD.L vs. CGVV - Dividend Comparison
IUVD.L's dividend yield for the trailing twelve months is around 1.12%, more than CGVV's 0.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CGVV Capital Group U.S. Large Value ETF | 0.51% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 1.12% | 1.64% | 2.24% | 2.27% | 2.61% | 1.85% | 2.26% | 2.26% | 1.73% |
Frequently Asked Questions
IUVD.L and CGVV have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUVD.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUVD.L is cheaper with a 0.20% expense ratio, compared with 0.33% for CGVV.
They also come from different issuers: iShares and Capital Group. Their fees differ too: 0.20% for IUVD.L and 0.33% for CGVV.
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