PortfoliosLab logoPortfoliosLab logo
IWVL.L vs. V80A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWVL.L vs. V80A.DE - 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 Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IWVL.L is traded in USD, while V80A.DE is traded in EUR. To make them comparable, the V80A.DE 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 32.97% return, which is significantly higher than V80A.DE's 7.77% 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%

V80A.DE

1D
1.81%
1M
1.00%
YTD
7.77%
6M
9.37%
1Y
21.18%
3Y*
16.70%
5Y*
8.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWVL.L vs. V80A.DE - 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%-0.25%
V80A.DE
Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc
7.77%21.84%12.41%18.73%-18.27%11.06%3.34%

Correlation

The correlation between IWVL.L and V80A.DE is 0.70, 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

0.70

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

0.74

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

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.78

The correlation between IWVL.L and V80A.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

IWVL.L vs. V80A.DE — 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

V80A.DE
V80A.DE Risk / Return Rank: 7979
Overall Rank
V80A.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
V80A.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
V80A.DE Omega Ratio Rank: 7878
Omega Ratio Rank
V80A.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
V80A.DE Martin Ratio Rank: 8181
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. V80A.DE - 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 Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE). 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.LV80A.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.68

1.33

+0.36

Calmar ratioReturn relative to maximum drawdown

7.10

2.49

+4.61

Martin ratioReturn relative to average drawdown

25.90

10.13

+15.77

IWVL.L vs. V80A.DE - Sharpe Ratio Comparison

The current IWVL.L Sharpe Ratio is 3.83, which is higher than the V80A.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of IWVL.L and V80A.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IWVL.L vs. V80A.DE - Drawdown Comparison

The maximum IWVL.L drawdown since its inception was -39.30%, which is greater than V80A.DE's maximum drawdown of -26.73%. Use the drawdown chart below to compare losses from any high point for IWVL.L and V80A.DE.


Loading charts...

Drawdown Indicators


IWVL.LV80A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-26.73%

-12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-8.12%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-12.87%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

-26.73%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-1.88%

-1.76%

-0.12%

Average Drawdown

Average peak-to-trough decline

-7.48%

-5.95%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.00%

+0.40%

Volatility

IWVL.L vs. V80A.DE - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a higher volatility of 6.99% compared to Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) at 3.42%. This indicates that IWVL.L's price experiences larger fluctuations and is considered to be riskier than V80A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IWVL.LV80A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

3.42%

+3.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

8.48%

+5.21%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

10.79%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

13.06%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

12.95%

+4.10%

IWVL.L vs. V80A.DE - Expense Ratio Comparison

Both IWVL.L and V80A.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IWVL.L vs. V80A.DE - Dividend Comparison

Neither IWVL.L nor V80A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IWVL.L and V80A.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IWVL.L and V80A.DE have the same expense ratio: 0.25% per year.

IWVL.L is categorized as Global Equities, while V80A.DE is Diversified Portfolio. They also come from different issuers: iShares and Vanguard.

Portfolio Optimizer

Find the right allocation for IWVL.L and V80A.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer