IWFV.L vs. SXR8.DE
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
IWFV.L and SXR8.DE 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. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both IWFV.L and SXR8.DE 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 SXR8.DE.
Performance
IWFV.L vs. SXR8.DE - Performance Comparison
Returns By Period
In the year-to-date period, IWFV.L achieves a 7.77% return, which is significantly lower than SXR8.DE's 29.98% return. Over the past 10 years, IWFV.L has underperformed SXR8.DE with an annualized return of 7.96%, while SXR8.DE has yielded a comparatively higher 14.65% annualized return.
IWFV.L
7.77%
0.83%
1.04%
12.11%
6.86%
7.96%
SXR8.DE
29.98%
4.12%
15.00%
36.22%
15.89%
14.65%
Key characteristics
| IWFV.L | SXR8.DE | |
|---|---|---|
| Sharpe Ratio | 1.21 | 2.98 |
| Sortino Ratio | 1.62 | 4.03 |
| Omega Ratio | 1.23 | 1.61 |
| Calmar Ratio | 1.62 | 4.34 |
| Martin Ratio | 5.61 | 19.29 |
| Ulcer Index | 2.21% | 1.86% |
| Daily Std Dev | 10.21% | 11.97% |
| Max Drawdown | -28.79% | -33.78% |
| Current Drawdown | 0.00% | -1.74% |
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IWFV.L vs. SXR8.DE - Expense Ratio Comparison
IWFV.L has a 0.30% expense ratio, which is higher than SXR8.DE's 0.12% expense ratio.
Correlation
The correlation between IWFV.L and SXR8.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IWFV.L vs. SXR8.DE - 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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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. SXR8.DE - Dividend Comparison
Neither IWFV.L nor SXR8.DE has paid dividends to shareholders.
Drawdowns
IWFV.L vs. SXR8.DE - Drawdown Comparison
The maximum IWFV.L drawdown since its inception was -28.79%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IWFV.L and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
IWFV.L vs. SXR8.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) is 3.35%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.79%. This indicates that IWFV.L experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.