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IWVL.L vs. IWDA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWVL.L and IWDA.AS is 0.82, 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.


-0.50.00.51.00.8

Performance

IWVL.L vs. IWDA.AS - 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 iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
4.49%
6.76%
IWVL.L
IWDA.AS

Key characteristics

Sharpe Ratio

IWVL.L:

0.89

IWDA.AS:

1.99

Sortino Ratio

IWVL.L:

1.22

IWDA.AS:

2.71

Omega Ratio

IWVL.L:

1.16

IWDA.AS:

1.40

Calmar Ratio

IWVL.L:

1.21

IWDA.AS:

2.78

Martin Ratio

IWVL.L:

3.65

IWDA.AS:

12.88

Ulcer Index

IWVL.L:

3.06%

IWDA.AS:

1.76%

Daily Std Dev

IWVL.L:

12.57%

IWDA.AS:

11.39%

Max Drawdown

IWVL.L:

-39.30%

IWDA.AS:

-33.63%

Current Drawdown

IWVL.L:

-0.26%

IWDA.AS:

-0.91%

Returns By Period

In the year-to-date period, IWVL.L achieves a 7.51% return, which is significantly higher than IWDA.AS's 3.52% return. Over the past 10 years, IWVL.L has underperformed IWDA.AS with an annualized return of 5.74%, while IWDA.AS has yielded a comparatively higher 10.81% annualized return.


IWVL.L

YTD

7.51%

1M

4.67%

6M

4.49%

1Y

11.68%

5Y*

7.66%

10Y*

5.74%

IWDA.AS

YTD

3.52%

1M

0.59%

6M

14.25%

1Y

22.46%

5Y*

12.39%

10Y*

10.81%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IWVL.L vs. IWDA.AS - Expense Ratio Comparison

IWVL.L has a 0.25% expense ratio, which is higher than IWDA.AS's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
Expense ratio chart for IWVL.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for IWDA.AS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

IWVL.L vs. IWDA.AS — Risk-Adjusted Performance Rank

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

IWVL.L
The Risk-Adjusted Performance Rank of IWVL.L is 3737
Overall Rank
The Sharpe Ratio Rank of IWVL.L is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of IWVL.L is 3131
Sortino Ratio Rank
The Omega Ratio Rank of IWVL.L is 3333
Omega Ratio Rank
The Calmar Ratio Rank of IWVL.L is 4848
Calmar Ratio Rank
The Martin Ratio Rank of IWVL.L is 4040
Martin Ratio Rank

IWDA.AS
The Risk-Adjusted Performance Rank of IWDA.AS is 8383
Overall Rank
The Sharpe Ratio Rank of IWDA.AS is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IWDA.AS is 8181
Sortino Ratio Rank
The Omega Ratio Rank of IWDA.AS is 8585
Omega Ratio Rank
The Calmar Ratio Rank of IWDA.AS is 7979
Calmar Ratio Rank
The Martin Ratio Rank of IWDA.AS is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWVL.L vs. IWDA.AS - Risk-Adjusted Performance 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 iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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.


Sharpe ratio
The chart of Sharpe ratio for IWVL.L, currently valued at 0.92, compared to the broader market0.002.004.000.921.63
The chart of Sortino ratio for IWVL.L, currently valued at 1.26, compared to the broader market0.005.0010.001.262.28
The chart of Omega ratio for IWVL.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.30
The chart of Calmar ratio for IWVL.L, currently valued at 1.26, compared to the broader market0.005.0010.0015.001.262.37
The chart of Martin ratio for IWVL.L, currently valued at 3.78, compared to the broader market0.0020.0040.0060.0080.00100.003.789.15
IWVL.L
IWDA.AS

The current IWVL.L Sharpe Ratio is 0.89, which is lower than the IWDA.AS Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IWVL.L and IWDA.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.92
1.63
IWVL.L
IWDA.AS

Dividends

IWVL.L vs. IWDA.AS - Dividend Comparison

Neither IWVL.L nor IWDA.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IWVL.L vs. IWDA.AS - Drawdown Comparison

The maximum IWVL.L drawdown since its inception was -39.30%, which is greater than IWDA.AS's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for IWVL.L and IWDA.AS. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.26%
-0.79%
IWVL.L
IWDA.AS

Volatility

IWVL.L vs. IWDA.AS - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) have volatilities of 3.00% and 3.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.00%
3.11%
IWVL.L
IWDA.AS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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