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

IWFV.L vs. SCHD

Last updated Jun 4, 2026

IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - IWFV.L is a Global Equities fund tracking the MSCI ACWI Value NR USD, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, IWFV.L returned 13.95%/yr vs 13.66%/yr for SCHD. A 0.53 correlation means they provide meaningful diversification when combined. IWFV.L charges 0.30%/yr vs 0.06%/yr for SCHD.

Performance

IWFV.L vs. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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 SCHD is traded in USD. To make them comparable, the SCHD 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 SCHD's 19.45% return. Both investments have delivered pretty close results over the past 10 years, with IWFV.L having a 13.95% annualized return and SCHD not far behind at 13.66%.

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%

SCHD

1D
0.27%
1M
3.53%
YTD
19.45%
6M
18.00%
1Y
28.05%
3Y*
12.24%
5Y*
9.52%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWFV.L vs. SCHD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		35.48%30.69%6.85%13.02%0.95%21.60%-6.91%14.69%-9.34%12.04%
SCHD
Schwab U.S. Dividend Equity ETF		19.45%-3.09%13.61%-0.68%8.25%31.10%11.65%22.45%0.04%10.40%

Correlation

The correlation between IWFV.L and SCHD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.36

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

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2014

0.53

Over the past year, the correlation between IWFV.L and SCHD has dropped to 0.27 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

IWFV.L vs. SCHD - Sectors Allocation Comparison

Sectors
IWFV.L
SCHD

Technology

33.9%
16.4%

Financial Services

14.8%
9.3%

Industrials

11.3%
7.5%

Healthcare

8.8%
18.8%

Consumer Cyclical

7.9%
6.3%

Communication Services

7.6%
6.3%

Consumer Defensive

4.5%
19.2%

Energy

3.8%
16.2%

Basic Materials

3.0%
1.2%

Utilities

2.5%
0.0%

Real Estate

1.8%

-

Technology

IWFV.L
33.9%
SCHD
16.4%

Financial Services

IWFV.L
14.8%
SCHD
9.3%

Industrials

IWFV.L
11.3%
SCHD
7.5%

Healthcare

IWFV.L
8.8%
SCHD
18.8%

Consumer Cyclical

IWFV.L
7.9%
SCHD
6.3%

Communication Services

IWFV.L
7.6%
SCHD
6.3%

Consumer Defensive

IWFV.L
4.5%
SCHD
19.2%

Energy

IWFV.L
3.8%
SCHD
16.2%

Basic Materials

IWFV.L
3.0%
SCHD
1.2%

Utilities

IWFV.L
2.5%
SCHD
0.0%

Real Estate

IWFV.L
1.8%
SCHD

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Edge MSCI World Value Factor UCITS ETF

Schwab U.S. Dividend Equity ETF

Often compared with IWFV.L:
IWFV.L vs. OEFIWFV.L vs. VOOIWFV.L vs. IOOIWFV.L vs. IWQU.LIWFV.L vs. VWRA.LIWFV.L vs. SMGB.LIWFV.L vs. IWDA.L
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

IWFV.L vs. SCHD — 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
SCHD
SCHD Risk / Return Rank: 8080
Overall Rank
SCHD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8484
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7373
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7575
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. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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.LSCHDDifference
Sharpe ratioReturn per unit of total volatility
5.11
2.46

+2.65

Sortino ratioReturn per unit of downside risk
6.89
3.59

+3.29

Omega ratioGain probability vs. loss probability

1.97

1.43

+0.54

Calmar ratioReturn relative to maximum drawdown

9.68

6.49

+3.19

Martin ratioReturn relative to average drawdown

37.44

17.22

+20.22

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. SCHD - Sharpe Ratio Comparison

The current IWFV.L Sharpe Ratio is 5.11, which is higher than the SCHD Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of IWFV.L and SCHD, 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.LSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.11

2.46

+2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.35

0.69

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.80

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.91

-0.12

Drawdowns

IWFV.L vs. SCHD - Drawdown Comparison

The maximum IWFV.L drawdown since its inception was -28.79%, which is greater than SCHD's maximum drawdown of -24.95%. Use the drawdown chart below to compare losses from any high point for IWFV.L and SCHD.

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Drawdown Indicators

IWFV.LSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-28.79%

-24.95%

-3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-4.34%

-2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

-18.85%

+5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.82%

-18.85%

+5.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.79%

-24.95%

-3.84%

Current Drawdown

Current decline from peak

0.00%

-1.34%

+1.34%

Average Drawdown

Average peak-to-trough decline

-4.38%

-3.74%

-0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

1.64%

+0.19%

Volatility

IWFV.L vs. SCHD - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a higher volatility of 5.47% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.91%. This indicates that IWFV.L's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IWFV.LSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

2.91%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

8.41%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.42%

11.50%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

13.89%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

17.17%

-2.07%

IWFV.L vs. SCHD - Expense Ratio Comparison

IWFV.L has a 0.30% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

IWFV.L vs. SCHD - Dividend Comparison

IWFV.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.26%.

PositionTTM20252024202320222021202020192018201720162015
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%
SCHD
Schwab U.S. Dividend Equity ETF		3.26%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions

IWFV.L and SCHD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.30% for IWFV.L.

IWFV.L is categorized as Global Equities, while SCHD is Dividend. IWFV.L tracks MSCI ACWI Value NR USD, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.30% for IWFV.L and 0.06% for SCHD.

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