IUVL.L vs. IESU.L
IUVL.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc)) and IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - IUVL.L is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index, while IESU.L is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy Index NTR. Both are passively managed. Over the past 5 years, IUVL.L returned 15.58%/yr vs 22.27%/yr for IESU.L. A 0.51 correlation means they provide meaningful diversification when combined. IUVL.L charges 0.20%/yr vs 0.15%/yr for IESU.L.
Performance
IUVL.L vs. IESU.L - Performance Comparison
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Different Trading Currencies
IUVL.L is traded in USD, while IESU.L is traded in GBp. To make them comparable, the IESU.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 IESU.L's 28.54% 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*
- —
IESU.L
- 1D
- 0.85%
- 1M
- 6.06%
- 6M
- 21.20%
- YTD
- 28.54%
- 1Y
- 36.33%
- 3Y*
- 14.63%
- 5Y*
- 22.27%
- 10Y*
- 8.78%
IUVL.L vs. IESU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 25.93% | -12.11% | 21.68% |
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 28.54% | 9.98% | 3.69% | -1.00% | 63.91% | 52.43% | -33.64% | 9.60% | -18.29% | -1.45% |
Correlation
The correlation between IUVL.L and IESU.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.51 |
The correlation between IUVL.L and IESU.L shifts across timeframes, from -0.02 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUVL.L vs. IESU.L — Risk / Return Rank
IUVL.L
IESU.L
IUVL.L vs. IESU.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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.L | IESU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.27 | ||
| Sortino ratioReturn per unit of downside risk | +3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.26 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 8.28 | 2.21 | +6.07 |
| Martin ratioReturn relative to average drawdown | 28.55 | 5.65 | +22.90 |
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Drawdowns
IUVL.L vs. IESU.L - Drawdown Comparison
The maximum IUVL.L drawdown since its inception was -39.73%, smaller than the maximum IESU.L drawdown of -72.57%. Use the drawdown chart below to compare losses from any high point for IUVL.L and IESU.L.
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Drawdown Indicators
| IUVL.L | IESU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.73% | -72.57% | +32.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | -16.37% | +7.90% |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | -22.55% | +3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -27.74% | +1.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.85% | — |
Current DrawdownCurrent decline from peak | -6.62% | -8.87% | +2.25% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -24.88% | +17.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 6.42% | -3.96% |
Volatility
IUVL.L vs. IESU.L - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) has a higher volatility of 7.55% compared to iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) at 6.97%. This indicates that IUVL.L's price experiences larger fluctuations and is considered to be riskier than IESU.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.L | IESU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 6.97% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 21.03% | -4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 23.89% | -5.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 29.47% | -11.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 29.81% | -10.73% |
IUVL.L vs. IESU.L - Expense Ratio Comparison
IUVL.L has a 0.20% expense ratio, which is higher than IESU.L's 0.15% 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. IESU.L - Dividend Comparison
Neither IUVL.L nor IESU.L has paid dividends to shareholders.
Frequently Asked Questions
IUVL.L and IESU.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IESU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for IUVL.L.
IUVL.L is categorized as Large Cap Value Equities, while IESU.L is Energy Equities. IUVL.L tracks MSCI USA Enhanced Value Index, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. Their fees differ too: 0.20% for IUVL.L and 0.15% for IESU.L.
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