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IWVL.L vs. KMLM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWVL.L vs. KMLM - 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 KFA Mount Lucas Index Strategy ETF (KMLM). 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 KMLM's 8.32% 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%

KMLM

1D
-0.53%
1M
-5.80%
YTD
8.32%
6M
9.68%
1Y
13.24%
3Y*
-1.51%
5Y*
4.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWVL.L vs. KMLM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
32.97%40.42%5.13%19.53%-9.79%20.11%2.11%
KMLM
KFA Mount Lucas Index Strategy ETF
8.32%-2.98%-1.69%-5.66%30.61%7.04%5.74%

Correlation

The correlation between IWVL.L and KMLM is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

-0.07

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2020

-0.06

The correlation between IWVL.L and KMLM shifts across timeframes, from -0.08 (5 years) to 0.08 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IWVL.L vs. KMLM — 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

KMLM
KMLM Risk / Return Rank: 3636
Overall Rank
KMLM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
KMLM Sortino Ratio Rank: 3131
Sortino Ratio Rank
KMLM Omega Ratio Rank: 3232
Omega Ratio Rank
KMLM Calmar Ratio Rank: 4141
Calmar Ratio Rank
KMLM Martin Ratio Rank: 4141
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. KMLM - 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 KFA Mount Lucas Index Strategy ETF (KMLM). 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.LKMLMDifference
Sharpe ratioReturn per unit of total volatility

+2.77

Sortino ratioReturn per unit of downside risk

+3.82

Omega ratioGain probability vs. loss probability

1.68

1.19

+0.49

Calmar ratioReturn relative to maximum drawdown

7.10

1.78

+5.31

Martin ratioReturn relative to average drawdown

25.90

5.86

+20.04

IWVL.L vs. KMLM - Sharpe Ratio Comparison

The current IWVL.L Sharpe Ratio is 3.83, which is higher than the KMLM Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IWVL.L and KMLM, 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. KMLM - Drawdown Comparison

The maximum IWVL.L drawdown since its inception was -39.30%, which is greater than KMLM's maximum drawdown of -27.47%. Use the drawdown chart below to compare losses from any high point for IWVL.L and KMLM.


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Drawdown Indicators


IWVL.LKMLMDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-27.47%

-11.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-6.83%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-22.28%

+7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

-27.47%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-1.88%

-15.54%

+13.66%

Average Drawdown

Average peak-to-trough decline

-7.48%

-12.74%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.10%

+0.30%

Volatility

IWVL.L vs. KMLM - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a higher volatility of 6.99% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 3.35%. This indicates that IWVL.L's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWVL.LKMLMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

3.35%

+3.64%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

9.77%

+3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

11.50%

+4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

14.62%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

14.71%

+2.34%

IWVL.L vs. KMLM - Expense Ratio Comparison

IWVL.L has a 0.25% expense ratio, which is lower than KMLM's 0.90% expense ratio.


Dividends

IWVL.L vs. KMLM - Dividend Comparison

IWVL.L has not paid dividends to shareholders, while KMLM's dividend yield for the trailing twelve months is around 4.64%.


PositionTTM20252024202320222021
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
KMLM
KFA Mount Lucas Index Strategy ETF
4.64%5.02%0.82%0.00%13.22%6.94%

Frequently Asked Questions


IWVL.L and KMLM have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWVL.L is cheaper with a 0.25% expense ratio, compared with 0.90% for KMLM.

IWVL.L is categorized as Global Equities, while KMLM is Systematic Trend. IWVL.L tracks MSCI World Enhanced Value Index, while KMLM tracks KFA MLM Index. They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.25% for IWVL.L and 0.90% for KMLM.

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