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IUVD.L vs. TDIV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUVD.L vs. TDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUVD.L achieves a 39.02% return, which is significantly higher than TDIV.L's 11.84% return.


IUVD.L

1D
-0.09%
1M
-4.80%
6M
32.62%
YTD
39.02%
1Y
70.29%
3Y*
28.49%
5Y*
15.56%
10Y*

TDIV.L

1D
0.32%
1M
2.15%
6M
10.53%
YTD
11.84%
1Y
29.81%
3Y*
22.34%
5Y*
17.81%
10Y*
13.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IUVD.L
iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)
39.02%32.95%6.42%14.65%-14.91%29.73%-1.42%25.64%-11.20%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
11.84%40.41%8.93%15.44%9.29%18.14%-2.30%37.03%-3.23%

Correlation

The correlation between IUVD.L and TDIV.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2018

0.74

Over the past year, the correlation between IUVD.L and TDIV.L has dropped to 0.38 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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Return for Risk

IUVD.L vs. TDIV.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: 9797
Overall Rank
IUVD.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IUVD.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IUVD.L Omega Ratio Rank: 9696
Omega Ratio Rank
IUVD.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IUVD.L Martin Ratio Rank: 9797
Martin Ratio Rank

TDIV.L
TDIV.L Risk / Return Rank: 9393
Overall Rank
TDIV.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TDIV.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
TDIV.L Omega Ratio Rank: 9292
Omega Ratio Rank
TDIV.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
TDIV.L Martin Ratio Rank: 9191
Martin Ratio Rank
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. TDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.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.LTDIV.LDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.64

1.48

+0.16

Calmar ratioReturn relative to maximum drawdown

8.47

5.64

+2.84

Martin ratioReturn relative to average drawdown

28.96

15.83

+13.13

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

The current IUVD.L Sharpe Ratio is 3.76, which is higher than the TDIV.L Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of IUVD.L and TDIV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IUVD.L vs. TDIV.L - Drawdown Comparison

The maximum IUVD.L drawdown since its inception was -39.64%, roughly equal to the maximum TDIV.L drawdown of -37.94%. Use the drawdown chart below to compare losses from any high point for IUVD.L and TDIV.L.


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Drawdown Indicators


IUVD.LTDIV.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.64%

-37.94%

-1.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-5.27%

-2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-13.89%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-26.67%

-18.52%

-8.15%

Max Drawdown (10Y)

Largest decline over 10 years

-37.94%

Current Drawdown

Current decline from peak

-6.82%

0.00%

-6.82%

Average Drawdown

Average peak-to-trough decline

-8.04%

-3.99%

-4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.88%

+0.54%

Volatility

IUVD.L vs. TDIV.L - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a higher volatility of 7.79% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist) (TDIV.L) at 2.90%. This indicates that IUVD.L's price experiences larger fluctuations and is considered to be riskier than TDIV.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.LTDIV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

2.90%

+4.89%

Volatility (6M)

Calculated over the trailing 6-month period

16.18%

8.56%

+7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

11.22%

+7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

14.56%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.96%

16.20%

+3.76%

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

IUVD.L has a 0.20% expense ratio, which is lower than TDIV.L's 0.38% expense ratio.


Dividends

IUVD.L vs. TDIV.L - Dividend Comparison

IUVD.L's dividend yield for the trailing twelve months is around 1.20%, less than TDIV.L's 3.10% yield.


PositionTTM202520242023202220212020201920182017
IUVD.L
iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)
1.20%1.64%2.24%2.27%2.61%1.84%2.26%2.26%1.73%0.00%
TDIV.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF USD (Dist)
3.10%3.49%4.36%4.82%4.49%4.14%3.88%4.37%5.77%4.50%

Frequently Asked Questions


IUVD.L and TDIV.L have a correlation of 0.38, 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 0.38% for TDIV.L.

IUVD.L is categorized as Large Cap Value Equities, while TDIV.L is Global Equities. IUVD.L tracks Russell 1000 Value TR USD, while TDIV.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.20% for IUVD.L and 0.38% for TDIV.L.

Portfolio Optimizer

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