IUVF.L vs. EWSP.L
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L).
IUVF.L and EWSP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUVF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value TR USD. It was launched on Oct 13, 2016. EWSP.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Aug 2, 2022. Both IUVF.L and EWSP.L 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: IUVF.L or EWSP.L.
Key characteristics
| IUVF.L | EWSP.L | |
|---|---|---|
| YTD Return | 13.03% | 17.75% |
| 1Y Return | 22.16% | 26.44% |
| Sharpe Ratio | 1.71 | 2.47 |
| Sortino Ratio | 2.42 | 3.63 |
| Omega Ratio | 1.32 | 1.47 |
| Calmar Ratio | 2.41 | 3.11 |
| Martin Ratio | 5.81 | 12.71 |
| Ulcer Index | 3.63% | 2.00% |
| Daily Std Dev | 12.36% | 10.34% |
| Max Drawdown | -31.83% | -12.48% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IUVF.L and EWSP.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IUVF.L vs. EWSP.L - Performance Comparison
In the year-to-date period, IUVF.L achieves a 13.03% return, which is significantly lower than EWSP.L's 17.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUVF.L vs. EWSP.L - Expense Ratio Comparison
Both IUVF.L and EWSP.L 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%.
Risk-Adjusted Performance
IUVF.L vs. EWSP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.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.
Dividends
IUVF.L vs. EWSP.L - Dividend Comparison
Neither IUVF.L nor EWSP.L has paid dividends to shareholders.
Drawdowns
IUVF.L vs. EWSP.L - Drawdown Comparison
The maximum IUVF.L drawdown since its inception was -31.83%, which is greater than EWSP.L's maximum drawdown of -12.48%. Use the drawdown chart below to compare losses from any high point for IUVF.L and EWSP.L. For additional features, visit the drawdowns tool.
Volatility
IUVF.L vs. EWSP.L - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS (IUVF.L) has a higher volatility of 3.53% compared to iShares S&P 500 Equal Weight UCITS ETF USD (Acc) (EWSP.L) at 3.19%. This indicates that IUVF.L's price experiences larger fluctuations and is considered to be riskier than EWSP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.