IWVU.L vs. IUVD.L
IWVU.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) and IUVD.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)) are both Large Cap Value Equities funds from iShares - IWVU.L tracks the MSCI World Enhanced Value Index (Net) while IUVD.L tracks the Russell 1000 Value TR USD. Both are passively managed. Over the past 5 years, IWVU.L returned 16.21%/yr vs 15.56%/yr for IUVD.L. Their correlation of 0.90 suggests significant overlap in exposure. IWVU.L charges 0.25%/yr vs 0.20%/yr for IUVD.L.
Performance
IWVU.L vs. IUVD.L - Performance Comparison
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Returns By Period
In the year-to-date period, IWVU.L achieves a 27.54% return, which is significantly lower than IUVD.L's 39.02% return.
IWVU.L
- 1D
- -0.32%
- 1M
- -4.79%
- 6M
- 23.40%
- YTD
- 27.54%
- 1Y
- 54.31%
- 3Y*
- 25.62%
- 5Y*
- 16.21%
- 10Y*
- —
IUVD.L
- 1D
- -0.09%
- 1M
- -4.80%
- 6M
- 32.62%
- YTD
- 39.02%
- 1Y
- 70.29%
- 3Y*
- 28.49%
- 5Y*
- 15.56%
- 10Y*
- —
IWVU.L vs. IUVD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IWVU.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 27.54% | 40.59% | 4.85% | 19.74% | -9.88% | 20.13% | -3.59% | 18.01% | -15.78% |
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 39.02% | 32.95% | 6.42% | 14.65% | -14.91% | 29.73% | -1.42% | 25.64% | -13.11% |
Correlation
The correlation between IWVU.L and IUVD.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2018 | 0.90 |
The correlation between IWVU.L and IUVD.L has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
IWVU.L vs. IUVD.L — Risk / Return Rank
IWVU.L
IUVD.L
IWVU.L vs. IUVD.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 (Dist) (IWVU.L) and iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.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.
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.
| IWVU.L | IUVD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.64 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 6.31 | 8.47 | -2.16 |
| Martin ratioReturn relative to average drawdown | 21.28 | 28.96 | -7.68 |
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Drawdowns
IWVU.L vs. IUVD.L - Drawdown Comparison
The maximum IWVU.L drawdown since its inception was -36.21%, smaller than the maximum IUVD.L drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for IWVU.L and IUVD.L.
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Drawdown Indicators
| IWVU.L | IUVD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.21% | -39.64% | +3.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -8.25% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -14.45% | -18.72% | +4.27% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -26.67% | +0.09% |
Current DrawdownCurrent decline from peak | -5.83% | -6.82% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -8.04% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.42% | +0.12% |
Volatility
IWVU.L vs. IUVD.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.L) is 6.28%, while iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a volatility of 7.79%. This indicates that IWVU.L experiences smaller price fluctuations and is considered to be less risky than IUVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWVU.L | IUVD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 7.79% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 14.95% | 16.18% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 18.61% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 18.12% | -1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.90% | 19.96% | -2.06% |
IWVU.L vs. IUVD.L - Expense Ratio Comparison
IWVU.L has a 0.25% expense ratio, which is higher than IUVD.L's 0.20% 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
IWVU.L vs. IUVD.L - Dividend Comparison
IWVU.L's dividend yield for the trailing twelve months is around 1.93%, more than IUVD.L's 1.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 1.20% | 1.64% | 2.24% | 2.27% | 2.61% | 1.84% | 2.26% | 2.26% | 1.73% |
IWVU.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 1.93% | 2.50% | 3.17% | 3.23% | 3.17% | 2.63% | 2.25% | 2.83% | 2.51% |
Frequently Asked Questions
With a correlation of 0.90, IWVU.L and IUVD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IUVD.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUVD.L is cheaper with a 0.20% expense ratio, compared with 0.25% for IWVU.L.
IWVU.L tracks MSCI World Enhanced Value Index (Net), while IUVD.L tracks Russell 1000 Value TR USD. Their fees differ too: 0.25% for IWVU.L and 0.20% for IUVD.L.
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