IUVL.L vs. USLV.L
Compare and contrast key facts about iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) and SPDR S&P 500 Low Volatility UCITS ETF (USLV.L).
IUVL.L and USLV.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. USLV.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Low Volatility Index. It was launched on Oct 3, 2012. Both IUVL.L and USLV.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. USLV.L - Performance Comparison
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IUVL.L vs. USLV.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) | 5.34% | 33.07% | 6.49% | 14.53% | -14.87% | 29.80% | -1.49% | 25.93% | -12.11% | 21.68% |
USLV.L SPDR S&P 500 Low Volatility UCITS ETF | 3.17% | 4.68% | 13.57% | -1.09% | -4.51% | 24.89% | -2.87% | 27.92% | -1.46% | 16.25% |
Different Trading Currencies
IUVL.L is traded in USD, while USLV.L is traded in GBP. To make them comparable, the USLV.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 5.34% return, which is significantly higher than USLV.L's 3.17% return.
IUVL.L
- 1D
- -0.29%
- 1M
- -0.72%
- YTD
- 5.34%
- 6M
- 15.62%
- 1Y
- 37.70%
- 3Y*
- 18.45%
- 5Y*
- 9.46%
- 10Y*
- —
USLV.L
- 1D
- 0.95%
- 1M
- -3.43%
- YTD
- 3.17%
- 6M
- 2.24%
- 1Y
- 0.25%
- 3Y*
- 7.49%
- 5Y*
- 6.62%
- 10Y*
- 8.00%
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IUVL.L vs. USLV.L - Expense Ratio Comparison
IUVL.L has a 0.20% expense ratio, which is lower than USLV.L's 0.35% expense ratio.
Return for Risk
IUVL.L vs. USLV.L — Risk / Return Rank
IUVL.L
USLV.L
IUVL.L vs. USLV.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 SPDR S&P 500 Low Volatility UCITS ETF (USLV.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 | USLV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 0.02 | +2.05 |
Sortino ratioReturn per unit of downside risk | 2.79 | 0.11 | +2.68 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.02 | +0.37 |
Calmar ratioReturn relative to maximum drawdown | 5.13 | 0.16 | +4.97 |
Martin ratioReturn relative to average drawdown | 20.97 | 0.41 | +20.56 |
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 | USLV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 0.02 | +2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.54 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.72 | -0.12 |
Correlation
The correlation between IUVL.L and USLV.L is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IUVL.L vs. USLV.L - Dividend Comparison
Neither IUVL.L nor USLV.L has paid dividends to shareholders.
Drawdowns
IUVL.L vs. USLV.L - Drawdown Comparison
The maximum IUVL.L drawdown since its inception was -39.73%, which is greater than USLV.L's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for IUVL.L and USLV.L.
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Drawdown Indicators
| IUVL.L | USLV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.73% | -27.37% | -12.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.82% | -7.23% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -14.56% | -12.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.37% | — |
Current DrawdownCurrent decline from peak | -5.20% | -3.76% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -7.40% | -5.15% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.72% | -0.65% |
Volatility
IUVL.L vs. USLV.L - Volatility Comparison
iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) has a higher volatility of 6.26% compared to SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) at 3.34%. This indicates that IUVL.L's price experiences larger fluctuations and is considered to be riskier than USLV.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 | USLV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 3.34% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.93% | 6.91% | +4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 12.94% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 12.31% | +5.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 13.70% | +5.13% |