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IUVF.L vs. VIVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUVF.L vs. VIVAX - 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 Vanguard Value Index Fund (VIVAX). The values are adjusted to include any dividend payments, if applicable.

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IUVF.L vs. VIVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUVF.L
IUVF.L Risk / Return Rank: 9292
Overall Rank
IUVF.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IUVF.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IUVF.L Omega Ratio Rank: 8888
Omega Ratio Rank
IUVF.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IUVF.L Martin Ratio Rank: 9696
Martin Ratio Rank

VIVAX
VIVAX Risk / Return Rank: 6060
Overall Rank
VIVAX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VIVAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VIVAX Omega Ratio Rank: 5656
Omega Ratio Rank
VIVAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VIVAX Martin Ratio Rank: 7171
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. 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.LVIVAXDifference

Sharpe ratio

Return per unit of total volatility

2.02

0.87

+1.16

Sortino ratio

Return per unit of downside risk

2.66

1.24

+1.42

Omega ratio

Gain probability vs. loss probability

1.38

1.18

+0.20

Calmar ratio

Return relative to maximum drawdown

4.79

1.29

+3.51

Martin ratio

Return relative to average drawdown

17.85

4.52

+13.33

IUVF.L vs. VIVAX - Sharpe Ratio Comparison

The current IUVF.L Sharpe Ratio is 2.02, which is higher than the VIVAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of IUVF.L and VIVAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUVF.LVIVAXDifference

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%.


TTM20252024202320222021202020192018201720162015
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.LVIVAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.90%

-4.83%

+1.93%

Average Drawdown

Average peak-to-trough decline

-5.77%

-8.11%

+2.34%

Ulcer Index

Depth 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.LVIVAXDifference

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%