IUVF.L vs. BTC-USD
IUVF.L (iShares Edge MSCI USA Value Factor UCITS) is Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, IUVF.L returned 16.22%/yr vs 12.39%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
IUVF.L vs. BTC-USD - Performance Comparison
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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%
IUVF.L vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IUVF.L
BTC-USD
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.L | BTC-USD | Difference | |
|---|---|---|---|
| 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 |
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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.L | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.52% | -48.72% | +44.20% |
Average DrawdownAverage peak-to-trough decline | -5.52% | -40.32% | +34.80% |
Ulcer IndexDepth 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.L | BTC-USD | Difference | |
|---|---|---|---|
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.
Find the right allocation for IUVF.L and BTC-USD
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