IUVF.L vs. VTV
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS (IUVF.L) and Vanguard Value ETF (VTV).
IUVF.L and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both IUVF.L and VTV 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 VTV.
Key characteristics
| IUVF.L | VTV | |
|---|---|---|
| YTD Return | 10.41% | 21.01% |
| 1Y Return | 20.79% | 32.68% |
| 3Y Return (Ann) | 5.68% | 9.75% |
| 5Y Return (Ann) | 7.31% | 11.69% |
| Sharpe Ratio | 1.69 | 3.13 |
| Sortino Ratio | 2.39 | 4.42 |
| Omega Ratio | 1.32 | 1.58 |
| Calmar Ratio | 2.29 | 4.70 |
| Martin Ratio | 5.72 | 20.48 |
| Ulcer Index | 3.63% | 1.58% |
| Daily Std Dev | 12.30% | 10.32% |
| Max Drawdown | -31.83% | -59.27% |
| Current Drawdown | -0.12% | -0.30% |
Correlation
The correlation between IUVF.L and VTV is 0.61, 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.
Performance
IUVF.L vs. VTV - Performance Comparison
In the year-to-date period, IUVF.L achieves a 10.41% return, which is significantly lower than VTV's 21.01% 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. VTV - Expense Ratio Comparison
IUVF.L has a 0.20% expense ratio, which is higher than VTV's 0.04% 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%.
Risk-Adjusted Performance
IUVF.L vs. VTV - 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 Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
IUVF.L has not paid dividends to shareholders, while VTV's dividend yield for the trailing twelve months is around 2.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
IUVF.L vs. VTV - Drawdown Comparison
The maximum IUVF.L drawdown since its inception was -31.83%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IUVF.L and VTV. For additional features, visit the drawdowns tool.
Volatility
IUVF.L vs. VTV - Volatility Comparison
The current volatility for iShares Edge MSCI USA Value Factor UCITS (IUVF.L) is 3.29%, while Vanguard Value ETF (VTV) has a volatility of 3.75%. This indicates that IUVF.L experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.