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IWVL.L vs. EURUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IWVL.L vs. EURUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) and Euro / U.S. Dollar (EURUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWVL.L achieves a 32.97% return, which is significantly higher than EURUSD=X's -1.25% return. Over the past 10 years, IWVL.L has outperformed EURUSD=X with an annualized return of 13.36%, while EURUSD=X has yielded a comparatively lower 0.33% annualized return.


IWVL.L

1D
3.36%
1M
6.98%
YTD
32.97%
6M
35.11%
1Y
63.09%
3Y*
28.41%
5Y*
16.13%
10Y*
13.36%

EURUSD=X

1D
0.28%
1M
-0.23%
YTD
-1.25%
6M
-1.15%
1Y
0.41%
3Y*
1.95%
5Y*
-0.88%
10Y*
0.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWVL.L vs. EURUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
32.97%40.42%5.13%19.53%-9.79%20.11%-3.67%18.13%-14.03%22.60%
EURUSD=X
Euro / U.S. Dollar
-1.25%13.43%-6.18%3.16%-6.01%-6.81%8.85%-1.94%-4.66%14.14%

Correlation

The correlation between IWVL.L and EURUSD=X is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.19

The correlation between IWVL.L and EURUSD=X shifts across timeframes, from 0.19 (all time) to 0.36 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IWVL.L vs. EURUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWVL.L
IWVL.L Risk / Return Rank: 9696
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9595
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
Martin Ratio Rank

EURUSD=X
EURUSD=X Risk / Return Rank: 5858
Overall Rank
EURUSD=X Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 5959
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 5858
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 5858
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWVL.L vs. EURUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) and Euro / U.S. Dollar (EURUSD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IWVL.LEURUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+3.77

Sortino ratioReturn per unit of downside risk

+5.19

Omega ratioGain probability vs. loss probability

1.68

1.01

+0.67

Calmar ratioReturn relative to maximum drawdown

7.10

0.06

+7.03

Martin ratioReturn relative to average drawdown

25.90

0.14

+25.76

IWVL.L vs. EURUSD=X - Sharpe Ratio Comparison

The current IWVL.L Sharpe Ratio is 3.83, which is higher than the EURUSD=X Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of IWVL.L and EURUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IWVL.L vs. EURUSD=X - Drawdown Comparison

The maximum IWVL.L drawdown since its inception was -39.30%, roughly equal to the maximum EURUSD=X drawdown of -40.01%. Use the drawdown chart below to compare losses from any high point for IWVL.L and EURUSD=X.


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Drawdown Indicators


IWVL.LEURUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-40.01%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-5.19%

-3.55%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-8.83%

-5.63%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

-20.02%

-6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-23.31%

-15.99%

Current Drawdown

Current decline from peak

-1.88%

-27.47%

+25.59%

Average Drawdown

Average peak-to-trough decline

-7.48%

-23.45%

+15.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.50%

-0.10%

Volatility

IWVL.L vs. EURUSD=X - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a higher volatility of 6.99% compared to Euro / U.S. Dollar (EURUSD=X) at 1.09%. This indicates that IWVL.L's price experiences larger fluctuations and is considered to be riskier than EURUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWVL.LEURUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

1.09%

+5.90%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

4.50%

+9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

5.85%

+10.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

7.41%

+8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

7.15%

+9.90%

Frequently Asked Questions


IWVL.L and EURUSD=X have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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