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

Performance

IWVL.L vs. PACW.L - 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 Amundi Prime All Country World UCITS ETF Income (PACW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWVL.L is traded in USD, while PACW.L is traded in GBP. To make them comparable, the PACW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWVL.L achieves a 35.18% return, which is significantly higher than PACW.L's 11.69% return.


IWVL.L

1D
-0.26%
1M
14.91%
YTD
35.18%
6M
39.74%
1Y
67.93%
3Y*
30.59%
5Y*
16.43%
10Y*
13.06%

PACW.L

1D
-0.70%
1M
4.73%
YTD
11.69%
6M
13.19%
1Y
29.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWVL.L vs. PACW.L - Yearly Performance Comparison


Correlation

The correlation between IWVL.L and PACW.L is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2025

0.79

The correlation between IWVL.L and PACW.L has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.

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Return for Risk

IWVL.L vs. PACW.L — 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: 9595
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
Martin Ratio Rank

PACW.L
PACW.L Risk / Return Rank: 8686
Overall Rank
PACW.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 8888
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 8585
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. PACW.L - 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 Amundi Prime All Country World UCITS ETF Income (PACW.L). 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.


IWVL.LPACW.LDifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

+2.33

Omega ratioGain probability vs. loss probability

1.78

1.46

+0.33

Calmar ratioReturn relative to maximum drawdown

7.73

3.24

+4.49

Martin ratioReturn relative to average drawdown

29.28

14.07

+15.20

IWVL.L vs. PACW.L - Sharpe Ratio Comparison

The current IWVL.L Sharpe Ratio is 4.35, which is higher than the PACW.L Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of IWVL.L and PACW.L, 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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Sharpe Ratios by Period


IWVL.LPACW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.35

2.51

+1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.50

-0.88

Drawdowns

IWVL.L vs. PACW.L - Drawdown Comparison

The maximum IWVL.L drawdown since its inception was -39.30%, which is greater than PACW.L's maximum drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for IWVL.L and PACW.L.


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Drawdown Indicators


IWVL.LPACW.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-16.93%

-22.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-9.14%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-0.26%

-0.70%

+0.44%

Average Drawdown

Average peak-to-trough decline

-7.51%

-1.98%

-5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.11%

+0.20%

Volatility

IWVL.L vs. PACW.L - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a higher volatility of 6.53% compared to Amundi Prime All Country World UCITS ETF Income (PACW.L) at 3.36%. This indicates that IWVL.L's price experiences larger fluctuations and is considered to be riskier than PACW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWVL.LPACW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

3.36%

+3.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

9.15%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

11.81%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

15.35%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

15.35%

+1.67%

IWVL.L vs. PACW.L - Expense Ratio Comparison

IWVL.L has a 0.25% expense ratio, which is higher than PACW.L's 0.07% 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%.


Dividends

IWVL.L vs. PACW.L - Dividend Comparison

IWVL.L has not paid dividends to shareholders, while PACW.L's dividend yield for the trailing twelve months is around 1.23%.


Frequently Asked Questions


IWVL.L and PACW.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PACW.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PACW.L is cheaper with a 0.07% expense ratio, compared with 0.25% for IWVL.L.

IWVL.L tracks MSCI World Enhanced Value Index, while PACW.L tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IWVL.L and 0.07% for PACW.L.

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