IUVF.L vs. VIVAX
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and Vanguard Value Index Fund (VIVAX).
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. VIVAX is managed by Vanguard. It was launched on Nov 2, 1992.
Performance
IUVF.L vs. VIVAX - Performance Comparison
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IUVF.L vs. VIVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 6.77% | 23.92% | 8.23% | 8.28% | -4.63% | 31.29% | -5.36% | 22.90% | -7.17% | 10.45% |
VIVAX Vanguard Value Index Fund | 5.23% | 6.34% | 17.88% | 3.63% | 9.46% | 27.52% | -0.82% | 20.88% | 0.04% | 6.87% |
Different Trading Currencies
IUVF.L is traded in GBp, while VIVAX is traded in USD. To make them comparable, the VIVAX 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 6.77% return, which is significantly higher than VIVAX's 5.23% return.
IUVF.L
- 1D
- 2.98%
- 1M
- -1.80%
- YTD
- 6.77%
- 6M
- 17.66%
- 1Y
- 34.59%
- 3Y*
- 15.93%
- 5Y*
- 10.37%
- 10Y*
- —
VIVAX
- 1D
- 1.33%
- 1M
- -3.31%
- YTD
- 5.23%
- 6M
- 8.10%
- 1Y
- 13.49%
- 3Y*
- 12.09%
- 5Y*
- 11.59%
- 10Y*
- 12.42%
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IUVF.L vs. VIVAX - Expense Ratio Comparison
IUVF.L has a 0.20% expense ratio, which is higher than VIVAX's 0.17% 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%.
Return for Risk
IUVF.L vs. VIVAX — Risk / Return Rank
IUVF.L
VIVAX
IUVF.L vs. VIVAX - 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 Vanguard Value Index Fund (VIVAX). 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.
| IUVF.L | VIVAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 0.87 | +1.16 |
Sortino ratioReturn per unit of downside risk | 2.66 | 1.24 | +1.42 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.18 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 4.79 | 1.29 | +3.51 |
Martin ratioReturn relative to average drawdown | 17.85 | 4.52 | +13.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUVF.L | VIVAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 0.87 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.87 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.54 | +0.08 |
Correlation
The correlation between IUVF.L and VIVAX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IUVF.L vs. VIVAX - Dividend Comparison
IUVF.L has not paid dividends to shareholders, while VIVAX's dividend yield for the trailing twelve months is around 1.90%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIVAX Vanguard Value Index Fund | 1.90% | 1.42% | 2.19% | 2.33% | 2.39% | 2.02% | 2.43% | 2.39% | 2.59% | 2.18% | 2.33% | 2.46% |
Drawdowns
IUVF.L vs. VIVAX - Drawdown Comparison
The maximum IUVF.L drawdown since its inception was -31.83%, smaller than the maximum VIVAX drawdown of -42.72%. Use the drawdown chart below to compare losses from any high point for IUVF.L and VIVAX.
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Drawdown Indicators
| IUVF.L | VIVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -59.38% | +27.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.95% | -11.28% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.13% | -17.17% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.81% | — |
Current DrawdownCurrent decline from peak | -2.90% | -4.83% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -5.77% | -8.11% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.51% | -0.58% |
Volatility
IUVF.L vs. VIVAX - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS (IUVF.L) has a higher volatility of 5.89% compared to Vanguard Value Index Fund (VIVAX) at 3.54%. This indicates that IUVF.L's price experiences larger fluctuations and is considered to be riskier than VIVAX 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 | VIVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 3.54% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 8.07% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.04% | 15.37% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 13.37% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 17.07% | +1.28% |