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IUVF.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IUVF.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUVF.L is traded in GBp, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUVF.L achieves a 41.36% return, which is significantly higher than BTC-USD's -26.94% return.


IUVF.L

1D
0.24%
1M
8.67%
YTD
41.36%
6M
41.69%
1Y
79.59%
3Y*
27.51%
5Y*
16.22%
10Y*

BTC-USD

1D
3.26%
1M
-20.19%
YTD
-26.94%
6M
-31.37%
1Y
-40.84%
3Y*
31.85%
5Y*
12.39%
10Y*
57.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUVF.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUVF.L
iShares Edge MSCI USA Value Factor UCITS
41.36%23.92%8.23%8.28%-4.63%31.29%-4.75%22.11%-7.17%10.45%
BTC-USD
Bitcoin
-26.94%-12.95%125.81%140.73%-59.81%60.91%292.68%86.71%-73.15%1,284.82%

Correlation

The correlation between IUVF.L and BTC-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.13

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2016

0.10

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Return for Risk

IUVF.L vs. BTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUVF.L
IUVF.L Risk / Return Rank: 9898
Overall Rank
IUVF.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IUVF.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IUVF.L Omega Ratio Rank: 9797
Omega Ratio Rank
IUVF.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
IUVF.L Martin Ratio Rank: 9898
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3535
Overall Rank
BTC-USD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3838
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5252
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2727
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.

IUVF.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and Bitcoin (BTC-USD). 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.


IUVF.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+6.05

Sortino ratioReturn per unit of downside risk

+7.99

Omega ratioGain probability vs. loss probability

1.89

0.85

+1.04

Calmar ratioReturn relative to maximum drawdown

13.86

-0.81

+14.67

Martin ratioReturn relative to average drawdown

50.37

-1.41

+51.78

IUVF.L vs. BTC-USD - Sharpe Ratio Comparison

The current IUVF.L Sharpe Ratio is 5.07, which is higher than the BTC-USD Sharpe Ratio of -0.98. The chart below compares the historical Sharpe Ratios of IUVF.L and BTC-USD, 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

IUVF.L vs. BTC-USD - Drawdown Comparison

The maximum IUVF.L drawdown since its inception was -31.83%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for IUVF.L and BTC-USD.


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Drawdown Indicators


IUVF.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-84.19%

+52.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.71%

-50.55%

+44.84%

Max Drawdown (3Y)

Largest decline over 3 years

-20.13%

-50.55%

+30.42%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-73.24%

+53.11%

Max Drawdown (10Y)

Largest decline over 10 years

-82.15%

Current Drawdown

Current decline from peak

-4.52%

-48.72%

+44.20%

Average Drawdown

Average peak-to-trough decline

-5.52%

-40.32%

+34.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

34.59%

-33.01%

Volatility

IUVF.L vs. BTC-USD - Volatility Comparison

The current volatility for iShares Edge MSCI USA Value Factor UCITS (IUVF.L) is 7.07%, while Bitcoin (BTC-USD) has a volatility of 11.92%. This indicates that IUVF.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUVF.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

11.92%

-4.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

34.04%

-21.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.62%

34.74%

-19.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

44.50%

-28.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

56.06%

-38.12%

Frequently Asked Questions


IUVF.L and BTC-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Find the right allocation for IUVF.L and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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