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

Performance

IWFV.L vs. BCOG.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 L&G All Commodities UCITS ETF (BCOG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWFV.L achieves a 27.74% return, which is significantly higher than BCOG.L's 21.27% return.


IWFV.L

1D
-0.24%
1M
-5.28%
6M
22.71%
YTD
27.74%
1Y
53.97%
3Y*
24.39%
5Y*
16.75%
10Y*
12.06%

BCOG.L

1D
1.01%
1M
2.18%
6M
16.83%
YTD
21.27%
1Y
29.88%
3Y*
11.50%
5Y*
11.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF
27.74%30.69%6.85%13.02%0.95%21.60%-6.91%14.69%-9.34%8.27%
BCOG.L
L&G All Commodities UCITS ETF
21.27%8.16%6.13%-12.32%29.36%29.04%-6.24%1.82%-1.43%-23.52%

Correlation

The correlation between IWFV.L and BCOG.L is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

0.05

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2017

0.21

The correlation between IWFV.L and BCOG.L shifts across timeframes, from -0.09 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWFV.L vs. BCOG.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: 9696
Overall Rank
IWFV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9696
Martin Ratio Rank

BCOG.L
BCOG.L Risk / Return Rank: 5858
Overall Rank
BCOG.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 6262
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 5252
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. BCOG.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 L&G All Commodities UCITS ETF (BCOG.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+1.95

Sortino ratioReturn per unit of downside risk

+2.67

Omega ratioGain probability vs. loss probability

1.65

1.29

+0.36

Calmar ratioReturn relative to maximum drawdown

7.59

2.24

+5.35

Martin ratioReturn relative to average drawdown

23.93

6.84

+17.10

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

The current IWFV.L Sharpe Ratio is 3.60, which is higher than the BCOG.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of IWFV.L and BCOG.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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Drawdowns

IWFV.L vs. BCOG.L - Drawdown Comparison

The maximum IWFV.L drawdown since its inception was -42.78%, which is greater than BCOG.L's maximum drawdown of -40.03%. Use the drawdown chart below to compare losses from any high point for IWFV.L and BCOG.L.


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Drawdown Indicators


IWFV.LBCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.78%

-40.03%

-2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-13.29%

+6.21%

Max Drawdown (3Y)

Largest decline over 3 years

-19.86%

-26.54%

+6.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.86%

-27.76%

+7.90%

Max Drawdown (10Y)

Largest decline over 10 years

-28.79%

Current Drawdown

Current decline from peak

-7.02%

-7.97%

+0.95%

Average Drawdown

Average peak-to-trough decline

-11.20%

-18.96%

+7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

4.29%

-2.04%

Volatility

IWFV.L vs. BCOG.L - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a higher volatility of 5.71% compared to L&G All Commodities UCITS ETF (BCOG.L) at 4.58%. This indicates that IWFV.L's price experiences larger fluctuations and is considered to be riskier than BCOG.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.LBCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

4.58%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.15%

16.08%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

14.94%

18.10%

-3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.04%

21.53%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

19.84%

-1.90%

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

IWFV.L has a 0.30% expense ratio, which is higher than BCOG.L's 0.15% expense ratio.


Dividends

IWFV.L vs. BCOG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IWFV.L and BCOG.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BCOG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCOG.L is cheaper with a 0.15% expense ratio, compared with 0.30% for IWFV.L.

IWFV.L is categorized as Global Equities, while BCOG.L is Commodities. IWFV.L tracks MSCI ACWI Value NR USD, while BCOG.L tracks Bloomberg Commodity. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.30% for IWFV.L and 0.15% for BCOG.L.

Portfolio Optimizer

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