IWVG.L vs. URTH
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) and iShares MSCI World ETF (URTH).
IWVG.L and URTH 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. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both IWVG.L and URTH 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 URTH.
Performance
IWVG.L vs. URTH - Performance Comparison
Returns By Period
In the year-to-date period, IWVG.L achieves a 7.09% return, which is significantly lower than URTH's 18.73% return.
IWVG.L
7.09%
0.06%
0.40%
12.95%
6.66%
N/A
URTH
18.73%
-0.60%
7.64%
26.72%
12.07%
10.07%
Key characteristics
| IWVG.L | URTH | |
|---|---|---|
| Sharpe Ratio | 1.15 | 2.28 |
| Sortino Ratio | 1.54 | 3.11 |
| Omega Ratio | 1.22 | 1.41 |
| Calmar Ratio | 1.51 | 3.25 |
| Martin Ratio | 5.28 | 14.45 |
| Ulcer Index | 2.18% | 1.85% |
| Daily Std Dev | 10.09% | 11.70% |
| Max Drawdown | -28.07% | -34.01% |
| Current Drawdown | -0.42% | -2.24% |
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IWVG.L vs. URTH - Expense Ratio Comparison
IWVG.L has a 0.30% expense ratio, which is higher than URTH's 0.24% expense ratio.
Correlation
The correlation between IWVG.L and URTH is 0.64, 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
IWVG.L vs. URTH - 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 MSCI World ETF (URTH). 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. URTH - Dividend Comparison
IWVG.L's dividend yield for the trailing twelve months is around 2.98%, more than URTH's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.45% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
Drawdowns
IWVG.L vs. URTH - Drawdown Comparison
The maximum IWVG.L drawdown since its inception was -28.07%, smaller than the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for IWVG.L and URTH. For additional features, visit the drawdowns tool.
Volatility
IWVG.L vs. URTH - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) is 3.13%, while iShares MSCI World ETF (URTH) has a volatility of 3.42%. This indicates that IWVG.L experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.