IVLU vs. EVLU
Compare and contrast key facts about iShares MSCI Intl Value Factor ETF (IVLU) and iShares MSCI Emerging Markets Value Factor ETF (EVLU).
IVLU and EVLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015. EVLU is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Value Factor Select Index (Net). It was launched on Sep 4, 2024. Both IVLU and EVLU 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
IVLU vs. EVLU - Performance Comparison
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IVLU vs. EVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 4.28% | 46.09% | -2.22% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 4.44% | 38.54% | 1.61% |
Returns By Period
The year-to-date returns for both investments are quite close, with IVLU having a 4.28% return and EVLU slightly higher at 4.44%.
IVLU
- 1D
- 3.04%
- 1M
- -7.33%
- YTD
- 4.28%
- 6M
- 13.88%
- 1Y
- 36.26%
- 3Y*
- 22.21%
- 5Y*
- 13.77%
- 10Y*
- 10.58%
EVLU
- 1D
- 2.98%
- 1M
- -10.26%
- YTD
- 4.44%
- 6M
- 14.87%
- 1Y
- 38.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IVLU vs. EVLU - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is lower than EVLU's 0.35% expense ratio.
Return for Risk
IVLU vs. EVLU — Risk / Return Rank
IVLU
EVLU
IVLU vs. EVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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.
| IVLU | EVLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.95 | +0.08 |
Sortino ratioReturn per unit of downside risk | 2.70 | 2.58 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.89 | +0.05 |
Martin ratioReturn relative to average drawdown | 11.44 | 10.74 | +0.70 |
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
| IVLU | EVLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.95 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.48 | -1.04 |
Correlation
The correlation between IVLU and EVLU is 0.62, 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
IVLU vs. EVLU - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 3.56%, less than EVLU's 4.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 3.56% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 4.98% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IVLU vs. EVLU - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.85%, which is greater than EVLU's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for IVLU and EVLU.
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Drawdown Indicators
| IVLU | EVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.85% | -17.17% | -24.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -13.13% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.85% | — | — |
Current DrawdownCurrent decline from peak | -7.74% | -10.30% | +2.56% |
Average DrawdownAverage peak-to-trough decline | -8.69% | -3.58% | -5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.54% | -0.47% |
Volatility
IVLU vs. EVLU - Volatility Comparison
The current volatility for iShares MSCI Intl Value Factor ETF (IVLU) is 7.58%, while iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a volatility of 9.59%. This indicates that IVLU experiences smaller price fluctuations and is considered to be less risky than EVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVLU | EVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 9.59% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 14.07% | -2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.01% | 19.75% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 19.04% | -2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 19.04% | -1.39% |