IWFV.L vs. TI5G.L
IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) and TI5G.L (iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist)) are both exchange-traded funds - IWFV.L is a Global Equities fund tracking the MSCI ACWI Value NR USD, while TI5G.L is a Inflation-Protected Bonds fund tracking the ICE U.S. Treasury Inflation Linked Bond Index 0-5. Both are passively managed. Over the past 5 years, IWFV.L returned 17.48%/yr vs 2.89%/yr for TI5G.L. At a 0.01 correlation, their price movements are largely independent. IWFV.L charges 0.30%/yr vs 0.12%/yr for TI5G.L.
Performance
IWFV.L vs. TI5G.L - Performance Comparison
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Different Trading Currencies
IWFV.L is traded in GBp, while TI5G.L is traded in GBP. To make them comparable, the TI5G.L 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 34.52% return, which is significantly higher than TI5G.L's 2.07% return.
IWFV.L
- 1D
- -0.71%
- 1M
- 13.23%
- YTD
- 34.52%
- 6M
- 37.29%
- 1Y
- 67.80%
- 3Y*
- 26.96%
- 5Y*
- 17.48%
- 10Y*
- 13.69%
TI5G.L
- 1D
- 0.04%
- 1M
- 0.09%
- YTD
- 2.07%
- 6M
- 1.98%
- 1Y
- 4.39%
- 3Y*
- 4.91%
- 5Y*
- 2.89%
- 10Y*
- —
IWFV.L vs. TI5G.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF | 34.52% | 30.69% | 6.85% | 13.02% | 0.95% | 21.60% | -6.91% | 14.69% | -7.44% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 2.07% | 5.70% | 4.60% | 3.62% | -3.69% | 5.28% | 4.05% | 3.05% | -0.77% |
Correlation
The correlation between IWFV.L and TI5G.L is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2018 | 0.01 |
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Return for Risk
IWFV.L vs. TI5G.L — Risk / Return Rank
IWFV.L
TI5G.L
IWFV.L vs. TI5G.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 iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.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 | TI5G.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.34 | ||
| Sortino ratioReturn per unit of downside risk | +4.26 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.31 | +0.63 |
| Calmar ratioReturn relative to maximum drawdown | 9.53 | 5.26 | +4.26 |
| Martin ratioReturn relative to average drawdown | 36.85 | 17.49 | +19.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWFV.L | TI5G.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.02 | 1.68 | +3.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.33 | 0.94 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.89 | -0.10 |
Drawdowns
IWFV.L vs. TI5G.L - Drawdown Comparison
The maximum IWFV.L drawdown since its inception was -28.79%, which is greater than TI5G.L's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for IWFV.L and TI5G.L.
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Drawdown Indicators
| IWFV.L | TI5G.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -5.63% | -23.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -0.83% | -6.25% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | -1.55% | -12.27% |
Max Drawdown (5Y)Largest decline over 5 years | -13.82% | -5.63% | -8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -0.08% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -1.02% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 0.25% | +1.58% |
Volatility
IWFV.L vs. TI5G.L - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a higher volatility of 5.45% compared to iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) (TI5G.L) at 0.58%. This indicates that IWFV.L's price experiences larger fluctuations and is considered to be riskier than TI5G.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.L | TI5G.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 0.58% | +4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 1.69% | +9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 2.60% | +10.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 3.08% | +10.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 3.23% | +11.87% |
IWFV.L vs. TI5G.L - Expense Ratio Comparison
IWFV.L has a 0.30% expense ratio, which is higher than TI5G.L's 0.12% expense ratio.
Dividends
IWFV.L vs. TI5G.L - Dividend Comparison
IWFV.L has not paid dividends to shareholders, while TI5G.L's dividend yield for the trailing twelve months is around 5.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
TI5G.L iShares $ TIPS 0-5 UCITS ETF GBP Hedged (Dist) | 5.85% | 5.98% | 6.83% | 5.19% | 0.32% | 0.34% | 3.06% | 3.28% | 2.36% |
Frequently Asked Questions
IWFV.L and TI5G.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TI5G.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TI5G.L is cheaper with a 0.12% expense ratio, compared with 0.30% for IWFV.L.
IWFV.L is categorized as Global Equities, while TI5G.L is Inflation-Protected Bonds. IWFV.L tracks MSCI ACWI Value NR USD, while TI5G.L tracks ICE U.S. Treasury Inflation Linked Bond Index 0-5. Their fees differ too: 0.30% for IWFV.L and 0.12% for TI5G.L.
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