IWVL.L vs. V80A.DE
IWVL.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)) and V80A.DE (Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc) are both exchange-traded funds - IWVL.L is a Global Equities fund tracking the MSCI World Enhanced Value Index, while V80A.DE is a Diversified Portfolio fund actively managed by Vanguard. IWVL.L is passively managed, while V80A.DE is actively managed. Over the past 5 years, IWVL.L returned 16.13%/yr vs 8.10%/yr for V80A.DE. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
IWVL.L vs. V80A.DE - Performance Comparison
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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*
- —
IWVL.L vs. V80A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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.
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Return for Risk
IWVL.L vs. V80A.DE — Risk / Return Rank
IWVL.L
V80A.DE
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.L | V80A.DE | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| IWVL.L | V80A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.88% | -1.76% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -5.95% | -1.53% |
Ulcer IndexDepth 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.
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Volatility by Period
| IWVL.L | V80A.DE | Difference | |
|---|---|---|---|
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.
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.
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