IUVD.L vs. R1VL.L
IUVD.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)) and R1VL.L (iShares Russell 1000 Value UCITS ETF USD (Acc)) are both Large Cap Value Equities funds from iShares - IUVD.L tracks the Russell 1000 Value TR USD while R1VL.L tracks the Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index. Both are passively managed. Over the past 3 years, IUVD.L returned 28.90%/yr vs 17.93%/yr for R1VL.L. Their correlation of 0.85 suggests significant overlap in exposure. IUVD.L charges 0.20%/yr vs 0.18%/yr for R1VL.L.
Performance
IUVD.L vs. R1VL.L - Performance Comparison
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Returns By Period
In the year-to-date period, IUVD.L achieves a 39.14% return, which is significantly higher than R1VL.L's 18.42% return.
IUVD.L
- 1D
- -0.69%
- 1M
- -5.11%
- 6M
- 31.83%
- YTD
- 39.14%
- 1Y
- 71.95%
- 3Y*
- 28.90%
- 5Y*
- 15.58%
- 10Y*
- —
R1VL.L
- 1D
- 0.79%
- 1M
- 2.24%
- 6M
- 14.11%
- YTD
- 18.42%
- 1Y
- 30.51%
- 3Y*
- 17.93%
- 5Y*
- —
- 10Y*
- —
IUVD.L vs. R1VL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 39.14% | 32.95% | 6.42% | 10.74% |
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 18.42% | 16.01% | 13.45% | 6.43% |
Correlation
The correlation between IUVD.L and R1VL.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.85 |
The correlation between IUVD.L and R1VL.L has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.
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Return for Risk
IUVD.L vs. R1VL.L — Risk / Return Rank
IUVD.L
R1VL.L
IUVD.L vs. R1VL.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 Russell 1000 Value UCITS ETF USD (Acc) (R1VL.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUVD.L | R1VL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.53 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 8.67 | 5.26 | +3.42 |
| Martin ratioReturn relative to average drawdown | 30.12 | 19.65 | +10.47 |
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Drawdowns
IUVD.L vs. R1VL.L - Drawdown Comparison
The maximum IUVD.L drawdown since its inception was -39.64%, which is greater than R1VL.L's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for IUVD.L and R1VL.L.
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Drawdown Indicators
| IUVD.L | R1VL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.64% | -16.43% | -23.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.25% | -5.78% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -18.72% | -16.43% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -26.67% | — | — |
Current DrawdownCurrent decline from peak | -6.74% | 0.00% | -6.74% |
Average DrawdownAverage peak-to-trough decline | -8.04% | -2.35% | -5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 1.55% | +0.83% |
Volatility
IUVD.L vs. R1VL.L - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a higher volatility of 7.82% compared to iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.L) at 2.62%. This indicates that IUVD.L's price experiences larger fluctuations and is considered to be riskier than R1VL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUVD.L | R1VL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.82% | 2.62% | +5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 16.20% | 7.94% | +8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 10.52% | +8.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.13% | 12.61% | +5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 12.61% | +7.36% |
IUVD.L vs. R1VL.L - Expense Ratio Comparison
IUVD.L has a 0.20% expense ratio, which is higher than R1VL.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IUVD.L vs. R1VL.L - Dividend Comparison
IUVD.L's dividend yield for the trailing twelve months is around 1.19%, while R1VL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 1.19% | 1.64% | 2.24% | 2.27% | 2.61% | 1.84% | 2.26% | 2.26% | 1.73% |
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUVD.L and R1VL.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, R1VL.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
R1VL.L is cheaper with a 0.18% expense ratio, compared with 0.20% for IUVD.L.
IUVD.L tracks Russell 1000 Value TR USD, while R1VL.L tracks Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index. Their fees differ too: 0.20% for IUVD.L and 0.18% for R1VL.L.
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