IUVL.L vs. IWVL.L
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L).
IUVL.L and IWVL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUVL.L is a passively managed fund by iShares that tracks the performance of the MSCI USA Enhanced Value Index. It was launched on Feb 23, 2018. IWVL.L is a passively managed fund by iShares that tracks the performance of the MSCI World Enhanced Value Index. It was launched on Oct 3, 2014. Both IUVL.L and IWVL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IUVL.L vs. IWVL.L - Performance Comparison
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IUVL.L vs. IWVL.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) | 5.64% | 33.07% | 6.49% | 14.53% | -14.87% | 29.80% | -1.49% | 25.93% | -12.11% | 21.68% |
IWVL.L iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) | 6.21% | 40.41% | 5.13% | 19.53% | -9.79% | 20.11% | -3.67% | 18.13% | -14.03% | 22.60% |
Returns By Period
In the year-to-date period, IUVL.L achieves a 5.64% return, which is significantly lower than IWVL.L's 6.21% return.
IUVL.L
- 1D
- 3.87%
- 1M
- -2.33%
- YTD
- 5.64%
- 6M
- 16.15%
- 1Y
- 38.76%
- 3Y*
- 18.80%
- 5Y*
- 9.52%
- 10Y*
- —
IWVL.L
- 1D
- 4.26%
- 1M
- -2.72%
- YTD
- 6.21%
- 6M
- 16.29%
- 1Y
- 39.09%
- 3Y*
- 21.08%
- 5Y*
- 12.18%
- 10Y*
- 10.75%
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IUVL.L vs. IWVL.L - Expense Ratio Comparison
IUVL.L has a 0.20% expense ratio, which is lower than IWVL.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IUVL.L vs. IWVL.L — Risk / Return Rank
IUVL.L
IWVL.L
IUVL.L vs. IWVL.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 Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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.
| IUVL.L | IWVL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 2.34 | -0.21 |
Sortino ratioReturn per unit of downside risk | 2.86 | 3.03 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.45 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.88 | 4.11 | -0.23 |
Martin ratioReturn relative to average drawdown | 16.23 | 15.80 | +0.42 |
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 | IWVL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.34 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.77 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.50 | +0.10 |
Correlation
The correlation between IUVL.L and IWVL.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IUVL.L vs. IWVL.L - Dividend Comparison
Neither IUVL.L nor IWVL.L has paid dividends to shareholders.
Drawdowns
IUVL.L vs. IWVL.L - Drawdown Comparison
The maximum IUVL.L drawdown since its inception was -39.73%, roughly equal to the maximum IWVL.L drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for IUVL.L and IWVL.L.
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Drawdown Indicators
| IUVL.L | IWVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.73% | -39.30% | -0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -13.45% | -12.04% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -26.55% | -0.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.30% | — |
Current DrawdownCurrent decline from peak | -4.92% | -4.85% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -7.40% | -7.60% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.47% | -0.12% |
Volatility
IUVL.L vs. IWVL.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) is 6.52%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 7.37%. This indicates that IUVL.L experiences smaller price fluctuations and is considered to be less risky than IWVL.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 | IWVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 7.37% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 11.16% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 16.65% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 15.71% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 16.86% | +1.98% |