PortfoliosLab logoPortfoliosLab logo
IUVF.L vs. FGBL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUVF.L vs. FGBL.L - 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 First Trust Global Equity Income UCITS ETF Class A USD (Acc) (FGBL.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IUVF.L achieves a 39.00% return, which is significantly higher than FGBL.L's 13.76% return.


IUVF.L

1D
0.11%
1M
-5.16%
6M
32.06%
YTD
39.00%
1Y
69.68%
3Y*
27.21%
5Y*
16.15%
10Y*

FGBL.L

1D
0.26%
1M
1.06%
6M
10.74%
YTD
13.76%
1Y
29.77%
3Y*
19.74%
5Y*
12.90%
10Y*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUVF.L vs. FGBL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUVF.L
iShares Edge MSCI USA Value Factor UCITS
39.00%23.92%8.23%8.28%-4.63%31.29%-4.75%22.11%-7.17%10.45%
FGBL.L
First Trust Global Equity Income UCITS ETF Class A USD (Acc)
13.76%30.51%6.22%11.15%3.62%10.79%-8.84%11.01%-5.93%11.89%

Correlation

The correlation between IUVF.L and FGBL.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.54

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

0.62

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

0.70

Over the past year, the correlation between IUVF.L and FGBL.L has dropped to 0.40 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUVF.L vs. FGBL.L — 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: 9797
Overall Rank
IUVF.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IUVF.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IUVF.L Omega Ratio Rank: 9696
Omega Ratio Rank
IUVF.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IUVF.L Martin Ratio Rank: 9797
Martin Ratio Rank

FGBL.L
FGBL.L Risk / Return Rank: 9595
Overall Rank
FGBL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FGBL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
FGBL.L Omega Ratio Rank: 9595
Omega Ratio Rank
FGBL.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
FGBL.L Martin Ratio Rank: 9393
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. FGBL.L - 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 First Trust Global Equity Income UCITS ETF Class A USD (Acc) (FGBL.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.

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.LFGBL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.70

1.57

+0.12

Calmar ratioReturn relative to maximum drawdown

8.11

5.22

+2.90

Martin ratioReturn relative to average drawdown

31.72

18.20

+13.53

IUVF.L vs. FGBL.L - Sharpe Ratio Comparison

The current IUVF.L Sharpe Ratio is 3.99, which is comparable to the FGBL.L Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of IUVF.L and FGBL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IUVF.L vs. FGBL.L - Drawdown Comparison

The maximum IUVF.L drawdown since its inception was -31.83%, smaller than the maximum FGBL.L drawdown of -40.36%. Use the drawdown chart below to compare losses from any high point for IUVF.L and FGBL.L.


Loading charts...

Drawdown Indicators


IUVF.LFGBL.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-40.36%

+8.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-5.68%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-20.13%

-12.45%

-7.68%

Max Drawdown (5Y)

Largest decline over 5 years

-20.13%

-12.45%

-7.68%

Max Drawdown (10Y)

Largest decline over 10 years

-29.44%

Current Drawdown

Current decline from peak

-8.44%

-0.03%

-8.41%

Average Drawdown

Average peak-to-trough decline

-5.50%

-8.01%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.63%

+0.56%

Volatility

IUVF.L vs. FGBL.L - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS (IUVF.L) has a higher volatility of 7.76% compared to First Trust Global Equity Income UCITS ETF Class A USD (Acc) (FGBL.L) at 2.11%. This indicates that IUVF.L's price experiences larger fluctuations and is considered to be riskier than FGBL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUVF.LFGBL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

2.11%

+5.65%

Volatility (6M)

Calculated over the trailing 6-month period

15.09%

7.11%

+7.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

9.33%

+8.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

11.86%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

13.92%

+4.14%

IUVF.L vs. FGBL.L - Expense Ratio Comparison

IUVF.L has a 0.20% expense ratio, which is lower than FGBL.L's 0.60% expense ratio.


Dividends

IUVF.L vs. FGBL.L - Dividend Comparison

Neither IUVF.L nor FGBL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUVF.L and FGBL.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUVF.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUVF.L is cheaper with a 0.20% expense ratio, compared with 0.60% for FGBL.L.

IUVF.L is categorized as Large Cap Value Equities, while FGBL.L is Dividend. IUVF.L tracks Russell 1000 Value TR USD, while FGBL.L tracks Nasdaq Global High Equity Income NTR Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for IUVF.L and 0.60% for FGBL.L.

Portfolio Optimizer

Find the right allocation for IUVF.L and FGBL.L

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

Open Portfolio Optimizer