IUVD.L vs. XDEW.DE
IUVD.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - IUVD.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 5 years, IUVD.L returned 15.73%/yr vs 8.21%/yr for XDEW.DE. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
IUVD.L vs. XDEW.DE - Performance Comparison
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Different Trading Currencies
IUVD.L is traded in USD, while XDEW.DE is traded in EUR. To make them comparable, the XDEW.DE 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 46.43% return, which is significantly higher than XDEW.DE's 9.12% return.
IUVD.L
- 1D
- -0.99%
- 1M
- 15.70%
- YTD
- 46.43%
- 6M
- 50.36%
- 1Y
- 89.18%
- 3Y*
- 33.45%
- 5Y*
- 15.73%
- 10Y*
- —
XDEW.DE
- 1D
- 0.42%
- 1M
- 3.79%
- YTD
- 9.12%
- 6M
- 10.68%
- 1Y
- 19.86%
- 3Y*
- 15.18%
- 5Y*
- 8.21%
- 10Y*
- 11.50%
IUVD.L vs. XDEW.DE - 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) | 46.43% | 33.00% | 6.51% | 14.55% | -14.85% | 29.63% | -1.41% | 25.64% | -11.85% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 9.12% | 12.37% | 11.87% | 13.56% | -12.06% | 30.42% | 11.07% | 28.48% | -8.70% |
Correlation
The correlation between IUVD.L and XDEW.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2018 | 0.85 |
The correlation between IUVD.L and XDEW.DE shifts across timeframes, from 0.72 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUVD.L vs. XDEW.DE — Risk / Return Rank
IUVD.L
XDEW.DE
IUVD.L vs. XDEW.DE - 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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). 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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.55 | ||
| Sortino ratioReturn per unit of downside risk | +4.50 | ||
| Omega ratioGain probability vs. loss probability | 1.92 | 1.32 | +0.60 |
| Calmar ratioReturn relative to maximum drawdown | 10.77 | 2.94 | +7.84 |
| Martin ratioReturn relative to average drawdown | 44.44 | 10.25 | +34.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUVD.L | XDEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.38 | 1.84 | +3.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.51 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.61 | +0.08 |
Drawdowns
IUVD.L vs. XDEW.DE - Drawdown Comparison
The maximum IUVD.L drawdown since its inception was -39.67%, roughly equal to the maximum XDEW.DE drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for IUVD.L and XDEW.DE.
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Drawdown Indicators
| IUVD.L | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -39.23% | -0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -6.73% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -18.73% | -19.71% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -26.77% | -20.94% | -5.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.23% | — |
Current DrawdownCurrent decline from peak | -1.03% | 0.00% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -4.55% | -3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.93% | +0.07% |
Volatility
IUVD.L vs. XDEW.DE - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a higher volatility of 7.63% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.30%. This indicates that IUVD.L's price experiences larger fluctuations and is considered to be riskier than XDEW.DE 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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 2.30% | +5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.26% | 7.16% | +6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.48% | 10.76% | +5.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 15.81% | +1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 17.27% | +2.57% |
IUVD.L vs. XDEW.DE - Expense Ratio Comparison
Both IUVD.L and XDEW.DE 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%.
Dividends
IUVD.L vs. XDEW.DE - Dividend Comparison
IUVD.L's dividend yield for the trailing twelve months is around 1.12%, while XDEW.DE 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) | 1.12% | 1.64% | 2.24% | 2.27% | 2.61% | 1.85% | 2.26% | 2.26% | 1.73% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUVD.L and XDEW.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUVD.L and XDEW.DE have the same expense ratio: 0.20% per year.
IUVD.L is categorized as Large Cap Value Equities, while XDEW.DE is S&P 500. IUVD.L tracks Russell 1000 Value TR USD, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: iShares and Xtrackers.
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