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

Performance

IWVL.L vs. SGOV - 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 0-3 Month Treasury Bond ETF (SGOV). 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 SGOV's 1.61% 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%

SGOV

1D
0.02%
1M
0.26%
YTD
1.61%
6M
1.78%
1Y
3.91%
3Y*
4.71%
5Y*
3.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWVL.L vs. SGOV - 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%18.60%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.61%4.24%5.27%5.12%1.58%0.04%0.04%

Correlation

The correlation between IWVL.L and SGOV is -0.05, 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

-0.05

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

-0.09

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

-0.04

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

-0.03

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Return for Risk

IWVL.L vs. SGOV — 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

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
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. SGOV - 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 iShares 0-3 Month Treasury Bond ETF (SGOV). 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.LSGOVDifference
Sharpe ratioReturn per unit of total volatility

-16.45

Sortino ratioReturn per unit of downside risk

-270.37

Omega ratioGain probability vs. loss probability

1.68

195.55

-193.87

Calmar ratioReturn relative to maximum drawdown

7.10

398.20

-391.10

Martin ratioReturn relative to average drawdown

25.90

4,461.98

-4,436.08

IWVL.L vs. SGOV - Sharpe Ratio Comparison

The current IWVL.L Sharpe Ratio is 3.83, which is lower than the SGOV Sharpe Ratio of 20.28. The chart below compares the historical Sharpe Ratios of IWVL.L and SGOV, 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. SGOV - Drawdown Comparison

The maximum IWVL.L drawdown since its inception was -39.30%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for IWVL.L and SGOV.


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Drawdown Indicators


IWVL.LSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-0.03%

-39.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-0.01%

-8.73%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-0.01%

-14.45%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

-0.03%

-26.52%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-1.88%

0.00%

-1.88%

Average Drawdown

Average peak-to-trough decline

-7.48%

-0.00%

-7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

0.00%

+2.40%

Volatility

IWVL.L vs. SGOV - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a higher volatility of 6.99% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that IWVL.L's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWVL.LSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

0.05%

+6.94%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

0.13%

+13.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

0.20%

+16.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

0.24%

+15.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

0.24%

+16.81%

IWVL.L vs. SGOV - Expense Ratio Comparison

IWVL.L has a 0.25% expense ratio, which is higher than SGOV's 0.09% 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. SGOV - Dividend Comparison

IWVL.L has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.85%.


PositionTTM202520242023202220212020
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%

Frequently Asked Questions


IWVL.L and SGOV have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGOV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGOV is cheaper with a 0.09% expense ratio, compared with 0.25% for IWVL.L.

IWVL.L is categorized as Global Equities, while SGOV is Ultrashort Bond. IWVL.L tracks MSCI World Enhanced Value Index, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. Their fees differ too: 0.25% for IWVL.L and 0.09% for SGOV.

Portfolio Optimizer

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