IUVD.L vs. IEAA.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L).

IUVD.L and IEAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUVD.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value TR USD. It was launched on Feb 23, 2018. IEAA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Euro Corp TR EUR. It was launched on Sep 21, 2017. Both IUVD.L and IEAA.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

IUVD.L vs. IEAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) and iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L). The values are adjusted to include any dividend payments, if applicable.

IUVD.L vs. IEAA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)	5.70%	33.00%	6.51%	14.55%	-14.85%	29.63%	-1.41%	25.64%	-11.85%
IEAA.L iShares Core Euro Corporate Bond UCITS ETF (Acc)	-1.87%	16.95%	-2.14%	10.91%	-18.60%	-7.85%	11.79%	4.17%	-7.94%

Different Trading Currencies

IUVD.L is traded in USD, while IEAA.L is traded in EUR. To make them comparable, the IEAA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUVD.L achieves a 5.70% return, which is significantly higher than IEAA.L's -1.87% return.

IUVD.L

• 1D: 3.89%
• 1M: -2.25%
• YTD: 5.70%
• 6M: 16.39%
• 1Y: 38.79%
• 3Y*: 18.83%
• 5Y*: 9.54%
• 10Y*: —

IEAA.L

• 1D: 0.84%
• 1M: -2.29%
• YTD: -1.87%
• 6M: -1.44%
• 1Y: 9.92%
• 3Y*: 6.66%
• 5Y*: -0.53%
• 10Y*: —

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

IUVD.L vs. IEAA.L - Expense Ratio Comparison

Both IUVD.L and IEAA.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

IUVD.L

iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)

IEAA.L

iShares Core Euro Corporate Bond UCITS ETF (Acc)

Return for Risk

IUVD.L vs. IEAA.L — Risk / Return Rank

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

IUVD.L

IUVD.L Risk / Return Rank: 93
IUVD.L Sharpe Ratio Rank: 92
IUVD.L Sortino Ratio Rank: 93
IUVD.L Omega Ratio Rank: 91
IUVD.L Calmar Ratio Rank: 94
IUVD.L Martin Ratio Rank: 95

IEAA.L

IEAA.L Risk / Return Rank: 38
IEAA.L Sharpe Ratio Rank: 42
IEAA.L Sortino Ratio Rank: 38
IEAA.L Omega Ratio Rank: 37
IEAA.L Calmar Ratio Rank: 33
IEAA.L Martin Ratio Rank: 40

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.

IUVD.L vs. IEAA.L - 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 iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.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.

	IUVD.L	IEAA.L	Difference
Sharpe ratio Return per unit of total volatility	2.18	1.13	+1.05
Sortino ratio Return per unit of downside risk	2.93	1.73	+1.20
Omega ratio Gain probability vs. loss probability	1.41	1.21	+0.20
Calmar ratio Return relative to maximum drawdown	3.95	1.47	+2.48
Martin ratio Return relative to average drawdown	16.62	4.86	+11.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUVD.L vs. IEAA.L - Sharpe Ratio Comparison

The current IUVD.L Sharpe Ratio is 2.18, which is higher than the IEAA.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of IUVD.L and IEAA.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.

Sharpe Ratios by Period

	IUVD.L	IEAA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.18	1.13	+1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.55	-0.06	+0.61
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.05	+0.42

Correlation

The correlation between IUVD.L and IEAA.L is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IUVD.L vs. IEAA.L - Dividend Comparison

IUVD.L's dividend yield for the trailing twelve months is around 1.55%, while IEAA.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)	1.55%	1.64%	2.24%	2.27%	2.61%	1.85%	2.26%	2.26%	1.73%
IEAA.L iShares Core Euro Corporate Bond UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IUVD.L vs. IEAA.L - Drawdown Comparison

The maximum IUVD.L drawdown since its inception was -39.67%, which is greater than IEAA.L's maximum drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for IUVD.L and IEAA.L.

Drawdown Indicators

	IUVD.L	IEAA.L	Difference
Max Drawdown Largest peak-to-trough decline	-39.67%	-17.29%	-22.38%
Max Drawdown (1Y) Largest decline over 1 year	-13.31%	-2.73%	-10.58%
Max Drawdown (5Y) Largest decline over 5 years	-26.77%	-17.29%	-9.48%
Current Drawdown Current decline from peak	-4.66%	-2.20%	-2.46%
Average Drawdown Average peak-to-trough decline	-8.27%	-4.62%	-3.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	0.61%	+1.68%

Volatility

IUVD.L vs. IEAA.L - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a higher volatility of 6.61% compared to iShares Core Euro Corporate Bond UCITS ETF (Acc) (IEAA.L) at 3.16%. This indicates that IUVD.L's price experiences larger fluctuations and is considered to be riskier than IEAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUVD.L	IEAA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.61%	3.16%	+3.45%
Volatility (6M) Calculated over the trailing 6-month period	10.93%	5.14%	+5.79%
Volatility (1Y) Calculated over the trailing 1-year period	17.70%	8.73%	+8.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.32%	9.28%	+8.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.72%	8.79%	+10.93%