IWFV.L vs. CHRG.L

Last updated Jun 4, 2026

IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) and CHRG.L (WisdomTree Battery Solutions UCITS ETF - USD Acc) are both exchange-traded funds - IWFV.L is a Global Equities fund tracking the MSCI ACWI Value NR USD, while CHRG.L is a Alternative Energy Equities fund tracking the WisdomTree Battery Solutions Index. Both are passively managed. Over the past 5 years, IWFV.L returned 17.65%/yr vs 6.01%/yr for CHRG.L. A 0.61 correlation means they provide meaningful diversification when combined. IWFV.L charges 0.30%/yr vs 0.40%/yr for CHRG.L.

Performance

IWFV.L vs. CHRG.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 WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with IWFV.L having a 35.48% return and CHRG.L slightly lower at 34.75%.

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%

CHRG.L

• 1D: -1.90%
• 1M: 6.41%
• YTD: 34.75%
• 6M: 34.20%
• 1Y: 109.23%
• 3Y*: 14.83%
• 5Y*: 6.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF	35.48%	30.69%	6.85%	13.02%	0.95%	21.60%	1.74%
CHRG.L WisdomTree Battery Solutions UCITS ETF - USD Acc	34.75%	44.29%	-11.91%	-9.67%	-19.10%	14.89%	72.90%

Correlation

The correlation between IWFV.L and CHRG.L is 0.55, 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	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since Mar 3, 2020	0.61

The correlation between IWFV.L and CHRG.L has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.

IWFV.L vs. CHRG.L - Sectors Allocation Comparison

Sectors	IWFV.L	CHRG.L
Technology	33.9%	8.2%
Financial Services	14.8%	-
Industrials	11.3%	48.7%
Healthcare	8.8%	-
Consumer Cyclical	7.9%	15.5%
Communication Services	7.6%	-
Consumer Defensive	4.5%	0.0%
Energy	3.8%	6.1%
Basic Materials	3.0%	20.3%
Utilities	2.5%	1.3%
Real Estate	1.8%	-

Return for Risk

IWFV.L vs. CHRG.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: 97
IWFV.L Sharpe Ratio Rank: 97
IWFV.L Sortino Ratio Rank: 98
IWFV.L Omega Ratio Rank: 97
IWFV.L Calmar Ratio Rank: 96
IWFV.L Martin Ratio Rank: 96

CHRG.L

CHRG.L Risk / Return Rank: 66
CHRG.L Sharpe Ratio Rank: 63
CHRG.L Sortino Ratio Rank: 62
CHRG.L Omega Ratio Rank: 88
CHRG.L Calmar Ratio Rank: 74
CHRG.L Martin Ratio Rank: 42

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. CHRG.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 WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.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.L	CHRG.L	Difference
Sharpe ratio: Return per unit of total volatility	5.11	2.08	+3.03
Sortino ratio: Return per unit of downside risk	6.89	2.86	+4.03
Omega ratio: Gain probability vs. loss probability	1.97	1.55	+0.42
Calmar ratio: Return relative to maximum drawdown	9.68	3.66	+6.02
Martin ratio: Return relative to average drawdown	37.44	6.77	+30.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IWFV.L Sharpe Ratio is 5.11, which is higher than the CHRG.L Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IWFV.L and CHRG.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.

Sharpe Ratios by Period

	IWFV.L	CHRG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	5.11	2.08	+3.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.35	0.20	+1.15
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	0.53	+0.26

Drawdowns

IWFV.L vs. CHRG.L - Drawdown Comparison

The maximum IWFV.L drawdown since its inception was -28.79%, smaller than the maximum CHRG.L drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for IWFV.L and CHRG.L.

Drawdown Indicators

	IWFV.L	CHRG.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.79%	-52.64%	+23.85%
Max Drawdown (1Y) Largest decline over 1 year	-7.08%	-29.68%	+22.60%
Max Drawdown (3Y) Largest decline over 3 years	-13.82%	-39.46%	+25.64%
Max Drawdown (5Y) Largest decline over 5 years	-13.82%	-52.64%	+38.82%
Max Drawdown (10Y) Largest decline over 10 years	-28.79%	—	—
Current Drawdown Current decline from peak	0.00%	-2.67%	+2.67%
Average Drawdown Average peak-to-trough decline	-4.38%	-22.35%	+17.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.83%	16.07%	-14.24%

Volatility

IWFV.L vs. CHRG.L - Volatility Comparison

The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) is 5.47%, while WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L) has a volatility of 10.38%. This indicates that IWFV.L experiences smaller price fluctuations and is considered to be less risky than CHRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IWFV.L	CHRG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.47%	10.38%	-4.91%
Volatility (6M) Calculated over the trailing 6-month period	11.17%	19.04%	-7.87%
Volatility (1Y) Calculated over the trailing 1-year period	13.42%	52.32%	-38.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.09%	30.08%	-16.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.10%	29.55%	-14.45%

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

IWFV.L has a 0.30% expense ratio, which is lower than CHRG.L's 0.40% expense ratio.

Dividends

IWFV.L vs. CHRG.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IWFV.L and CHRG.L in my portfolio?

IWFV.L and CHRG.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IWFV.L or CHRG.L?

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.

Which ETF is cheaper, IWFV.L or CHRG.L?

IWFV.L is cheaper with a 0.30% expense ratio, compared with 0.40% for CHRG.L.

What is the main difference between IWFV.L and CHRG.L?

IWFV.L is categorized as Global Equities, while CHRG.L is Alternative Energy Equities. IWFV.L tracks MSCI ACWI Value NR USD, while CHRG.L tracks WisdomTree Battery Solutions Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.30% for IWFV.L and 0.40% for CHRG.L.