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

Performance

IUVL.L vs. FLXB.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 Franklin FTSE Brazil UCITS ETF USD (Acc) (FLXB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUVL.L achieves a 39.17% return, which is significantly higher than FLXB.L's 16.02% 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*

FLXB.L

1D
-0.23%
1M
1.52%
6M
11.51%
YTD
16.02%
1Y
37.38%
3Y*
11.33%
5Y*
6.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IUVL.L
iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc)
39.17%33.10%6.39%14.59%-14.87%29.80%-1.49%20.89%
FLXB.L
Franklin FTSE Brazil UCITS ETF USD (Acc)
16.02%45.49%-27.92%33.43%10.93%-16.59%-19.42%12.18%

Correlation

The correlation between IUVL.L and FLXB.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.44

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Return for Risk

IUVL.L vs. FLXB.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

FLXB.L
FLXB.L Risk / Return Rank: 5656
Overall Rank
FLXB.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FLXB.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
FLXB.L Omega Ratio Rank: 5656
Omega Ratio Rank
FLXB.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
FLXB.L Martin Ratio Rank: 4444
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. FLXB.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 Franklin FTSE Brazil UCITS ETF USD (Acc) (FLXB.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.LFLXB.LDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+2.94

Omega ratioGain probability vs. loss probability

1.65

1.26

+0.39

Calmar ratioReturn relative to maximum drawdown

8.28

2.09

+6.19

Martin ratioReturn relative to average drawdown

28.55

5.37

+23.18

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

The current IUVL.L Sharpe Ratio is 3.78, which is higher than the FLXB.L Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of IUVL.L and FLXB.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. FLXB.L - Drawdown Comparison

The maximum IUVL.L drawdown since its inception was -39.73%, smaller than the maximum FLXB.L drawdown of -56.54%. Use the drawdown chart below to compare losses from any high point for IUVL.L and FLXB.L.


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Drawdown Indicators


IUVL.LFLXB.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.73%

-56.54%

+16.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-17.78%

+9.31%

Max Drawdown (3Y)

Largest decline over 3 years

-18.93%

-28.79%

+9.86%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

-32.17%

+5.47%

Current Drawdown

Current decline from peak

-6.62%

-13.40%

+6.78%

Average Drawdown

Average peak-to-trough decline

-7.23%

-18.96%

+11.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

6.95%

-4.49%

Volatility

IUVL.L vs. FLXB.L - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) has a higher volatility of 7.55% compared to Franklin FTSE Brazil UCITS ETF USD (Acc) (FLXB.L) at 5.12%. This indicates that IUVL.L's price experiences larger fluctuations and is considered to be riskier than FLXB.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.LFLXB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

5.12%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

18.27%

-2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

23.84%

-5.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

27.18%

-8.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

32.03%

-12.95%

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

IUVL.L has a 0.20% expense ratio, which is higher than FLXB.L's 0.19% 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. FLXB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUVL.L and FLXB.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXB.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXB.L is cheaper with a 0.19% expense ratio, compared with 0.20% for IUVL.L.

IUVL.L is categorized as Large Cap Value Equities, while FLXB.L is Brazil Equities. IUVL.L tracks MSCI USA Enhanced Value Index, while FLXB.L tracks FTSE Brazil 30/18 Capped Index (Net Return). They also come from different issuers: iShares and Franklin. Their fees differ too: 0.20% for IUVL.L and 0.19% for FLXB.L.

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