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IUVL.L vs. VAGF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUVL.L vs. VAGF.DE - 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 Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUVL.L is traded in USD, while VAGF.DE is traded in EUR. To make them comparable, the VAGF.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 VAGF.DE's -1.83% 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*

VAGF.DE

1D
0.21%
1M
-0.43%
YTD
-1.83%
6M
-0.79%
1Y
2.94%
3Y*
4.82%
5Y*
-2.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUVL.L vs. VAGF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%13.78%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc
-1.83%16.54%-4.95%7.83%-19.53%-10.63%15.34%-0.10%

Correlation

The correlation between IUVL.L and VAGF.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.21

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2019

0.17

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Return for Risk

IUVL.L vs. VAGF.DE — 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: 9898
Sortino Ratio Rank
IUVL.L Omega Ratio Rank: 9797
Omega Ratio Rank
IUVL.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IUVL.L Martin Ratio Rank: 9797
Martin Ratio Rank

VAGF.DE
VAGF.DE Risk / Return Rank: 1414
Overall Rank
VAGF.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
VAGF.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
VAGF.DE Omega Ratio Rank: 1313
Omega Ratio Rank
VAGF.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
VAGF.DE Martin Ratio Rank: 1414
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. VAGF.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 Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.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.LVAGF.DEDifference
Sharpe ratioReturn per unit of total volatility

+4.98

Sortino ratioReturn per unit of downside risk

+6.64

Omega ratioGain probability vs. loss probability

1.92

1.07

+0.85

Calmar ratioReturn relative to maximum drawdown

10.48

0.49

+9.99

Martin ratioReturn relative to average drawdown

43.31

1.19

+42.12

IUVL.L vs. VAGF.DE - Sharpe Ratio Comparison

The current IUVL.L Sharpe Ratio is 5.33, which is higher than the VAGF.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of IUVL.L and VAGF.DE, 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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Sharpe Ratios by Period


IUVL.LVAGF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.33

0.35

+4.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

-0.26

+1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

-0.04

+0.83

Drawdowns

IUVL.L vs. VAGF.DE - Drawdown Comparison

The maximum IUVL.L drawdown since its inception was -39.73%, which is greater than VAGF.DE's maximum drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for IUVL.L and VAGF.DE.


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Drawdown Indicators


IUVL.LVAGF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.73%

-36.13%

-3.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

-6.01%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-18.88%

-11.32%

-7.56%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

-33.74%

+7.04%

Current Drawdown

Current decline from peak

-0.96%

-15.67%

+14.71%

Average Drawdown

Average peak-to-trough decline

-7.28%

-15.79%

+8.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.47%

-0.42%

Volatility

IUVL.L vs. VAGF.DE - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) has a higher volatility of 7.66% compared to Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) at 2.42%. This indicates that IUVL.L's price experiences larger fluctuations and is considered to be riskier than VAGF.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.LVAGF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.66%

2.42%

+5.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

5.97%

+7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

8.30%

+8.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.89%

9.90%

+7.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

9.53%

+9.44%

IUVL.L vs. VAGF.DE - Expense Ratio Comparison

IUVL.L has a 0.20% expense ratio, which is higher than VAGF.DE's 0.10% 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. VAGF.DE - Dividend Comparison

Neither IUVL.L nor VAGF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUVL.L and VAGF.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGF.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGF.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IUVL.L.

IUVL.L is categorized as Large Cap Value Equities, while VAGF.DE is Global Bonds. IUVL.L tracks MSCI USA Enhanced Value Index, while VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IUVL.L and 0.10% for VAGF.DE.

Portfolio Optimizer

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