IWVG.L vs. IUVD.L
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) and iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L).
IWVG.L and IUVD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWVG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Feb 23, 2018. IUVD.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value TR USD. It was launched on Feb 23, 2018. Both IWVG.L and IUVD.L 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: IWVG.L or IUVD.L.
Performance
IWVG.L vs. IUVD.L - Performance Comparison
Returns By Period
In the year-to-date period, IWVG.L achieves a 7.09% return, which is significantly lower than IUVD.L's 11.32% return.
IWVG.L
7.09%
0.06%
0.40%
12.95%
6.66%
N/A
IUVD.L
11.32%
0.37%
7.67%
23.80%
7.27%
N/A
Key characteristics
| IWVG.L | IUVD.L | |
|---|---|---|
| Sharpe Ratio | 1.15 | 1.70 |
| Sortino Ratio | 1.54 | 2.39 |
| Omega Ratio | 1.22 | 1.32 |
| Calmar Ratio | 1.51 | 1.44 |
| Martin Ratio | 5.28 | 6.73 |
| Ulcer Index | 2.18% | 3.38% |
| Daily Std Dev | 10.09% | 13.43% |
| Max Drawdown | -28.07% | -39.67% |
| Current Drawdown | -0.42% | -2.23% |
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IWVG.L vs. IUVD.L - Expense Ratio Comparison
IWVG.L has a 0.30% expense ratio, which is higher than IUVD.L's 0.20% expense ratio.
Correlation
The correlation between IWVG.L and IUVD.L is 0.86, 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
IWVG.L vs. IUVD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) and iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.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.
Dividends
IWVG.L vs. IUVD.L - Dividend Comparison
IWVG.L's dividend yield for the trailing twelve months is around 2.98%, more than IUVD.L's 2.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 2.98% | 3.23% | 3.12% | 2.61% | 2.37% | 2.90% | 2.48% |
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 2.02% | 2.27% | 2.61% | 1.85% | 2.26% | 2.26% | 1.73% |
Drawdowns
IWVG.L vs. IUVD.L - Drawdown Comparison
The maximum IWVG.L drawdown since its inception was -28.07%, smaller than the maximum IUVD.L drawdown of -39.67%. Use the drawdown chart below to compare losses from any high point for IWVG.L and IUVD.L. For additional features, visit the drawdowns tool.
Volatility
IWVG.L vs. IUVD.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) is 3.13%, while iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a volatility of 3.88%. This indicates that IWVG.L experiences smaller price fluctuations and is considered to be less risky than IUVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.