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IUVL.L vs. FASA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUVL.L vs. FASA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) and Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUVL.L is traded in USD, while FASA.L is traded in GBp. To make them comparable, the FASA.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUVL.L achieves a 39.17% return, which is significantly higher than FASA.L's 3.45% return.


IUVL.L

1D
0.06%
1M
-4.71%
6M
32.87%
YTD
39.17%
1Y
70.48%
3Y*
28.56%
5Y*
15.58%
10Y*

FASA.L

1D
-0.14%
1M
1.40%
6M
2.33%
YTD
3.45%
1Y
14.08%
3Y*
13.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUVL.L vs. FASA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IUVL.L
iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc)
39.17%33.10%6.39%14.59%-14.87%6.80%
FASA.L
Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc)
3.45%30.43%7.54%10.09%-12.86%2.61%

Correlation

The correlation between IUVL.L and FASA.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2021

0.60

The correlation between IUVL.L and FASA.L shifts across timeframes, from 0.44 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUVL.L vs. FASA.L — Risk / Return Rank

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

IUVL.L
IUVL.L Risk / Return Rank: 9797
Overall Rank
IUVL.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IUVL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IUVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IUVL.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IUVL.L Martin Ratio Rank: 9696
Martin Ratio Rank

FASA.L
FASA.L Risk / Return Rank: 4545
Overall Rank
FASA.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FASA.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
FASA.L Omega Ratio Rank: 5050
Omega Ratio Rank
FASA.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
FASA.L Martin Ratio Rank: 3838
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.

IUVL.L vs. FASA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) and Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.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.


IUVL.LFASA.LDifference
Sharpe ratioReturn per unit of total volatility

+2.74

Sortino ratioReturn per unit of downside risk

+3.61

Omega ratioGain probability vs. loss probability

1.65

1.19

+0.46

Calmar ratioReturn relative to maximum drawdown

8.28

1.23

+7.05

Martin ratioReturn relative to average drawdown

28.55

3.73

+24.81

IUVL.L vs. FASA.L - Sharpe Ratio Comparison

The current IUVL.L Sharpe Ratio is 3.78, which is higher than the FASA.L Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of IUVL.L and FASA.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.


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Drawdowns

IUVL.L vs. FASA.L - Drawdown Comparison

The maximum IUVL.L drawdown since its inception was -39.73%, which is greater than FASA.L's maximum drawdown of -28.93%. Use the drawdown chart below to compare losses from any high point for IUVL.L and FASA.L.


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Drawdown Indicators


IUVL.LFASA.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.73%

-28.93%

-10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-11.73%

+3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-18.93%

-12.32%

-6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

Current Drawdown

Current decline from peak

-6.62%

-3.41%

-3.21%

Average Drawdown

Average peak-to-trough decline

-7.23%

-6.78%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

3.88%

-1.42%

Volatility

IUVL.L vs. FASA.L - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) has a higher volatility of 7.55% compared to Invesco FTSE All Share Screened & Tilted UCITS ETF GBP (Acc) (FASA.L) at 3.88%. This indicates that IUVL.L's price experiences larger fluctuations and is considered to be riskier than FASA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUVL.LFASA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

3.88%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

11.52%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

13.92%

+4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

16.89%

+1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

16.89%

+2.19%

IUVL.L vs. FASA.L - Expense Ratio Comparison

IUVL.L has a 0.20% expense ratio, which is higher than FASA.L's 0.12% 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

IUVL.L vs. FASA.L - Dividend Comparison

Neither IUVL.L nor FASA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUVL.L and FASA.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FASA.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FASA.L is cheaper with a 0.12% expense ratio, compared with 0.20% for IUVL.L.

IUVL.L is categorized as Large Cap Value Equities, while FASA.L is Europe Equities. IUVL.L tracks MSCI USA Enhanced Value Index, while FASA.L tracks FTSE All-Share ex Investment Trusts ESG Climate Select Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for IUVL.L and 0.12% for FASA.L.

Portfolio Optimizer

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