IUVF.L vs. IESU.L
IUVF.L (iShares Edge MSCI USA Value Factor UCITS) and IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - IUVF.L is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while IESU.L is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy Index NTR. Both are passively managed. Over the past 5 years, IUVF.L returned 16.15%/yr vs 22.82%/yr for IESU.L. A 0.54 correlation means they provide meaningful diversification when combined. IUVF.L charges 0.20%/yr vs 0.15%/yr for IESU.L.
Performance
IUVF.L vs. IESU.L - Performance Comparison
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Returns By Period
In the year-to-date period, IUVF.L achieves a 39.00% return, which is significantly higher than IESU.L's 28.61% 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*
- —
IESU.L
- 1D
- 1.07%
- 1M
- 4.80%
- 6M
- 20.56%
- YTD
- 28.61%
- 1Y
- 35.99%
- 3Y*
- 13.44%
- 5Y*
- 22.82%
- 10Y*
- 8.50%
IUVF.L vs. IESU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 28.61% | 2.26% | 5.45% | -5.96% | 83.53% | 53.82% | -35.62% | 5.37% | -13.39% | -10.01% |
Correlation
The correlation between IUVF.L and IESU.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2016 | 0.54 |
Over the past year, the correlation between IUVF.L and IESU.L has dropped to 0.02 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
IUVF.L vs. IESU.L — Risk / Return Rank
IUVF.L
IESU.L
IUVF.L vs. IESU.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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.L | IESU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.53 | ||
| Sortino ratioReturn per unit of downside risk | +3.29 | ||
| Omega ratioGain probability vs. loss probability | 1.70 | 1.26 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 8.11 | 2.07 | +6.05 |
| Martin ratioReturn relative to average drawdown | 31.72 | 5.01 | +26.71 |
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Drawdowns
IUVF.L vs. IESU.L - Drawdown Comparison
The maximum IUVF.L drawdown since its inception was -31.83%, smaller than the maximum IESU.L drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for IUVF.L and IESU.L.
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Drawdown Indicators
| IUVF.L | IESU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -63.88% | +32.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -17.34% | +8.79% |
Max Drawdown (3Y)Largest decline over 3 years | -20.13% | -26.36% | +6.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -26.36% | +6.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.16% | — |
Current DrawdownCurrent decline from peak | -8.44% | -10.65% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -20.50% | +15.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 7.16% | -4.97% |
Volatility
IUVF.L vs. IESU.L - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) have volatilities of 7.76% and 7.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUVF.L | IESU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 7.50% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 21.74% | -6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 24.54% | -7.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 29.08% | -12.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.06% | 29.16% | -11.10% |
IUVF.L vs. IESU.L - Expense Ratio Comparison
IUVF.L has a 0.20% expense ratio, which is higher than IESU.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IUVF.L vs. IESU.L - Dividend Comparison
Neither IUVF.L nor IESU.L has paid dividends to shareholders.
Frequently Asked Questions
IUVF.L and IESU.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IESU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for IUVF.L.
IUVF.L is categorized as Large Cap Value Equities, while IESU.L is Energy Equities. IUVF.L tracks Russell 1000 Value TR USD, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. Their fees differ too: 0.20% for IUVF.L and 0.15% for IESU.L.
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