IWVG.L vs. VTV
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) and Vanguard Value ETF (VTV).
IWVG.L and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both IWVG.L and VTV 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 VTV.
Performance
IWVG.L vs. VTV - Performance Comparison
Returns By Period
In the year-to-date period, IWVG.L achieves a 7.78% return, which is significantly lower than VTV's 20.50% return.
IWVG.L
7.78%
0.92%
0.68%
12.21%
6.99%
N/A
VTV
20.50%
-0.49%
9.86%
28.68%
11.65%
10.48%
Key characteristics
| IWVG.L | VTV | |
|---|---|---|
| Sharpe Ratio | 1.24 | 2.88 |
| Sortino Ratio | 1.65 | 4.04 |
| Omega Ratio | 1.24 | 1.52 |
| Calmar Ratio | 1.63 | 5.75 |
| Martin Ratio | 5.71 | 18.45 |
| Ulcer Index | 2.18% | 1.59% |
| Daily Std Dev | 10.01% | 10.18% |
| Max Drawdown | -28.07% | -59.27% |
| Current Drawdown | 0.00% | -1.24% |
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IWVG.L vs. VTV - Expense Ratio Comparison
IWVG.L has a 0.30% expense ratio, which is higher than VTV's 0.04% expense ratio.
Correlation
The correlation between IWVG.L and VTV is 0.63, 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. VTV - 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 Vanguard Value ETF (VTV). 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. VTV - Dividend Comparison
IWVG.L's dividend yield for the trailing twelve months is around 2.96%, more than VTV's 2.24% 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) | 2.96% | 3.23% | 3.12% | 2.61% | 2.37% | 2.90% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.24% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
IWVG.L vs. VTV - Drawdown Comparison
The maximum IWVG.L drawdown since its inception was -28.07%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IWVG.L and VTV. For additional features, visit the drawdowns tool.
Volatility
IWVG.L vs. VTV - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) is 3.36%, while Vanguard Value ETF (VTV) has a volatility of 3.69%. This indicates that IWVG.L experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.