IUVD.L vs. VTV
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) and Vanguard Value ETF (VTV).
IUVD.L and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both IUVD.L and VTV 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 VTV.
Performance
IUVD.L vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, IUVD.L achieves a 11.78% return, which is significantly lower than VTV's 20.50% return.
IUVD.L
11.78%
0.96%
7.62%
23.25%
7.60%
N/A
VTV
20.50%
-0.49%
9.86%
28.68%
11.65%
10.48%
Key characteristics
| IUVD.L | VTV | |
|---|---|---|
| Sharpe Ratio | 1.68 | 2.88 |
| Sortino Ratio | 2.36 | 4.04 |
| Omega Ratio | 1.32 | 1.52 |
| Calmar Ratio | 1.42 | 5.75 |
| Martin Ratio | 6.62 | 18.45 |
| Ulcer Index | 3.38% | 1.59% |
| Daily Std Dev | 13.36% | 10.18% |
| Max Drawdown | -39.67% | -59.27% |
| Current Drawdown | -1.83% | -1.24% |
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IUVD.L vs. VTV - Expense Ratio Comparison
IUVD.L has a 0.20% expense ratio, which is higher than VTV's 0.04% 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%.
Correlation
The correlation between IUVD.L and VTV is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IUVD.L vs. VTV - 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 Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
IUVD.L's dividend yield for the trailing twelve months is around 2.02%, less than VTV's 2.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 2.02% | 2.27% | 2.61% | 1.85% | 2.26% | 2.26% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.24% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
IUVD.L vs. VTV - Drawdown Comparison
The maximum IUVD.L drawdown since its inception was -39.67%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IUVD.L and VTV. For additional features, visit the drawdowns tool.
Volatility
IUVD.L vs. VTV - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a higher volatility of 3.89% compared to Vanguard Value ETF (VTV) at 3.69%. This indicates that IUVD.L's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.