IUVD.L vs. IWVG.L
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L).
IUVD.L and IWVG.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. IWVG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Feb 23, 2018. Both IUVD.L and IWVG.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUVD.L or IWVG.L.
Key characteristics
| IUVD.L | IWVG.L | |
|---|---|---|
| YTD Return | 3.54% | 7.20% |
| 1Y Return | 21.04% | 19.00% |
| 3Y Return (Ann) | 1.96% | 9.36% |
| 5Y Return (Ann) | 8.05% | 8.27% |
| Sharpe Ratio | 1.59 | 1.87 |
| Daily Std Dev | 13.14% | 10.17% |
| Max Drawdown | -39.66% | -28.06% |
| Current Drawdown | -4.07% | -0.30% |
Correlation
The correlation between IUVD.L and IWVG.L is 0.86, 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.
Performance
IUVD.L vs. IWVG.L - Performance Comparison
In the year-to-date period, IUVD.L achieves a 3.54% return, which is significantly lower than IWVG.L's 7.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUVD.L vs. IWVG.L - Expense Ratio Comparison
IUVD.L has a 0.20% expense ratio, which is lower than IWVG.L's 0.30% expense ratio.
Risk-Adjusted Performance
IUVD.L vs. IWVG.L - Risk-Adjusted Performance 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 Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.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.
Dividends
IUVD.L vs. IWVG.L - Dividend Comparison
IUVD.L's dividend yield for the trailing twelve months is around 2.20%, less than IWVG.L's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 2.20% | 2.27% | 2.61% | 1.84% | 2.26% | 2.26% | 1.73% |
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 3.01% | 3.23% | 3.12% | 2.60% | 2.37% | 2.90% | 2.48% |
Drawdowns
IUVD.L vs. IWVG.L - Drawdown Comparison
The maximum IUVD.L drawdown since its inception was -39.66%, which is greater than IWVG.L's maximum drawdown of -28.06%. Use the drawdown chart below to compare losses from any high point for IUVD.L and IWVG.L. For additional features, visit the drawdowns tool.
Volatility
IUVD.L vs. IWVG.L - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a higher volatility of 3.94% compared to iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) at 3.70%. This indicates that IUVD.L's price experiences larger fluctuations and is considered to be riskier than IWVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.