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IWFV.L vs. AVGC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWFV.L vs. AVGC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) and Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWFV.L is traded in GBp, while AVGC.L is traded in USD. To make them comparable, the AVGC.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWFV.L achieves a 35.48% return, which is significantly higher than AVGC.L's 13.58% return.


IWFV.L

1D
0.18%
1M
16.50%
YTD
35.48%
6M
38.78%
1Y
68.86%
3Y*
27.38%
5Y*
17.65%
10Y*
13.95%

AVGC.L

1D
-0.06%
1M
4.81%
YTD
13.58%
6M
14.58%
1Y
32.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWFV.L vs. AVGC.L - Yearly Performance Comparison


Correlation

The correlation between IWFV.L and AVGC.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.77

The correlation between IWFV.L and AVGC.L has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.

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Return for Risk

IWFV.L vs. AVGC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWFV.L
IWFV.L Risk / Return Rank: 9797
Overall Rank
IWFV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9696
Martin Ratio Rank

AVGC.L
AVGC.L Risk / Return Rank: 8080
Overall Rank
AVGC.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AVGC.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVGC.L Omega Ratio Rank: 7878
Omega Ratio Rank
AVGC.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
AVGC.L Martin Ratio Rank: 8080
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.

IWFV.L vs. AVGC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) and Avantis Global Equity UCITS ETF USD Accumulating (AVGC.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.


IWFV.LAVGC.LDifference
Sharpe ratioReturn per unit of total volatility

+2.32

Sortino ratioReturn per unit of downside risk

+3.10

Omega ratioGain probability vs. loss probability

1.97

1.52

+0.45

Calmar ratioReturn relative to maximum drawdown

9.68

5.22

+4.46

Martin ratioReturn relative to average drawdown

37.44

19.61

+17.83

IWFV.L vs. AVGC.L - Sharpe Ratio Comparison

The current IWFV.L Sharpe Ratio is 5.11, which is higher than the AVGC.L Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of IWFV.L and AVGC.L, 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


IWFV.LAVGC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.11

2.79

+2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

3.12

-2.33

Drawdowns

IWFV.L vs. AVGC.L - Drawdown Comparison

The maximum IWFV.L drawdown since its inception was -28.79%, which is greater than AVGC.L's maximum drawdown of -6.12%. Use the drawdown chart below to compare losses from any high point for IWFV.L and AVGC.L.


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Drawdown Indicators


IWFV.LAVGC.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-6.12%

-22.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-6.12%

-0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

Max Drawdown (5Y)

Largest decline over 5 years

-13.82%

Max Drawdown (10Y)

Largest decline over 10 years

-28.79%

Current Drawdown

Current decline from peak

0.00%

-0.06%

+0.06%

Average Drawdown

Average peak-to-trough decline

-4.38%

-0.92%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.63%

+0.20%

Volatility

IWFV.L vs. AVGC.L - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a higher volatility of 5.47% compared to Avantis Global Equity UCITS ETF USD Accumulating (AVGC.L) at 3.62%. This indicates that IWFV.L's price experiences larger fluctuations and is considered to be riskier than AVGC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWFV.LAVGC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

3.62%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

8.86%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

11.49%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

12.00%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

12.00%

+3.10%

IWFV.L vs. AVGC.L - Expense Ratio Comparison

IWFV.L has a 0.30% expense ratio, which is lower than AVGC.L's 0.35% expense ratio.


Dividends

IWFV.L vs. AVGC.L - Dividend Comparison

Neither IWFV.L nor AVGC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IWFV.L and AVGC.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWFV.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWFV.L is cheaper with a 0.30% expense ratio, compared with 0.35% for AVGC.L.

IWFV.L tracks MSCI ACWI Value NR USD, while AVGC.L tracks MSCI World IMI Index. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.30% for IWFV.L and 0.35% for AVGC.L.

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