IUVL.L vs. IS3S.DE
IUVL.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - IUVL.L is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index, while IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, IUVL.L returned 15.74%/yr vs 16.26%/yr for IS3S.DE. Their correlation of 0.83 suggests significant overlap in exposure. IUVL.L charges 0.20%/yr vs 0.30%/yr for IS3S.DE.
Performance
IUVL.L vs. IS3S.DE - Performance Comparison
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Different Trading Currencies
IUVL.L is traded in USD, while IS3S.DE is traded in EUR. To make them comparable, the IS3S.DE 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 46.45% return, which is significantly higher than IS3S.DE's 33.71% return.
IUVL.L
- 1D
- -0.85%
- 1M
- 15.82%
- YTD
- 46.45%
- 6M
- 50.45%
- 1Y
- 89.18%
- 3Y*
- 33.44%
- 5Y*
- 15.74%
- 10Y*
- —
IS3S.DE
- 1D
- -0.71%
- 1M
- 11.89%
- YTD
- 33.71%
- 6M
- 38.17%
- 1Y
- 66.24%
- 3Y*
- 30.28%
- 5Y*
- 16.26%
- 10Y*
- 12.86%
IUVL.L vs. IS3S.DE - 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) | 46.45% | 33.07% | 6.49% | 14.53% | -14.87% | 29.80% | -1.49% | 25.93% | -12.11% | 21.68% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 33.71% | 41.27% | 5.00% | 19.27% | -10.05% | 20.09% | -3.98% | 19.44% | -14.55% | 22.88% |
Correlation
The correlation between IUVL.L and IS3S.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2016 | 0.83 |
The correlation between IUVL.L and IS3S.DE has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
IUVL.L vs. IS3S.DE — Risk / Return Rank
IUVL.L
IS3S.DE
IUVL.L vs. IS3S.DE - 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 Edge MSCI World Value Factor UCITS ETF (IS3S.DE). 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.
| IUVL.L | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.92 | 1.80 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 10.48 | 7.76 | +2.71 |
| Martin ratioReturn relative to average drawdown | 43.31 | 29.11 | +14.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUVL.L | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.33 | 4.42 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 1.02 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.62 | +0.17 |
Drawdowns
IUVL.L vs. IS3S.DE - Drawdown Comparison
The maximum IUVL.L drawdown since its inception was -39.73%, roughly equal to the maximum IS3S.DE drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for IUVL.L and IS3S.DE.
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Drawdown Indicators
| IUVL.L | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.73% | -39.28% | -0.45% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | -8.49% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.88% | -15.59% | -3.29% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -26.37% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.28% | — |
Current DrawdownCurrent decline from peak | -0.96% | -0.91% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -7.52% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.27% | -0.22% |
Volatility
IUVL.L vs. IS3S.DE - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) has a higher volatility of 7.66% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 6.05%. This indicates that IUVL.L's price experiences larger fluctuations and is considered to be riskier than IS3S.DE 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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.66% | 6.05% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 13.43% | 12.10% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 14.93% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 15.77% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 16.83% | +2.14% |
IUVL.L vs. IS3S.DE - Expense Ratio Comparison
IUVL.L has a 0.20% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
IUVL.L vs. IS3S.DE - Dividend Comparison
Neither IUVL.L nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
IUVL.L and IS3S.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUVL.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUVL.L is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3S.DE.
IUVL.L is categorized as Large Cap Value Equities, while IS3S.DE is Global Equities. IUVL.L tracks MSCI USA Enhanced Value Index, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.20% for IUVL.L and 0.30% for IS3S.DE.
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