IWFV.L vs. OEF
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) and iShares S&P 100 ETF (OEF).
IWFV.L and OEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWFV.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Oct 3, 2014. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000. Both IWFV.L and OEF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWFV.L or OEF.
Performance
IWFV.L vs. OEF - Performance Comparison
Returns By Period
In the year-to-date period, IWFV.L achieves a 7.77% return, which is significantly lower than OEF's 28.55% return. Over the past 10 years, IWFV.L has underperformed OEF with an annualized return of 7.96%, while OEF has yielded a comparatively higher 13.96% annualized return.
IWFV.L
7.77%
0.83%
1.04%
12.11%
6.86%
7.96%
OEF
28.55%
0.95%
13.29%
34.89%
17.19%
13.96%
Key characteristics
| IWFV.L | OEF | |
|---|---|---|
| Sharpe Ratio | 1.21 | 2.63 |
| Sortino Ratio | 1.62 | 3.48 |
| Omega Ratio | 1.23 | 1.49 |
| Calmar Ratio | 1.62 | 3.58 |
| Martin Ratio | 5.61 | 15.88 |
| Ulcer Index | 2.21% | 2.19% |
| Daily Std Dev | 10.21% | 13.27% |
| Max Drawdown | -28.79% | -54.11% |
| Current Drawdown | 0.00% | -1.78% |
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IWFV.L vs. OEF - Expense Ratio Comparison
IWFV.L has a 0.30% expense ratio, which is higher than OEF's 0.20% expense ratio.
Correlation
The correlation between IWFV.L and OEF is 0.52, 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.
Risk-Adjusted Performance
IWFV.L vs. OEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) and iShares S&P 100 ETF (OEF). 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.
Dividends
IWFV.L vs. OEF - Dividend Comparison
IWFV.L has not paid dividends to shareholders, while OEF's dividend yield for the trailing twelve months is around 1.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OEF iShares S&P 100 ETF | 1.01% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% | 1.96% |
Drawdowns
IWFV.L vs. OEF - Drawdown Comparison
The maximum IWFV.L drawdown since its inception was -28.79%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for IWFV.L and OEF. For additional features, visit the drawdowns tool.
Volatility
IWFV.L vs. OEF - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) is 3.35%, while iShares S&P 100 ETF (OEF) has a volatility of 4.54%. This indicates that IWFV.L experiences smaller price fluctuations and is considered to be less risky than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.