IWVU.L vs. R1VL.L
IWVU.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) and R1VL.L (iShares Russell 1000 Value UCITS ETF USD (Acc)) are both Large Cap Value Equities funds from iShares - IWVU.L tracks the MSCI World Enhanced Value Index (Net) while R1VL.L tracks the Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index. Both are passively managed. Over the past 3 years, IWVU.L returned 25.62%/yr vs 17.50%/yr for R1VL.L. A 0.77 correlation means they provide meaningful diversification when combined. IWVU.L charges 0.25%/yr vs 0.18%/yr for R1VL.L.
Performance
IWVU.L vs. R1VL.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 higher than R1VL.L's 18.22% 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*
- —
R1VL.L
- 1D
- -0.17%
- 1M
- 2.12%
- 6M
- 14.29%
- YTD
- 18.22%
- 1Y
- 29.25%
- 3Y*
- 17.50%
- 5Y*
- —
- 10Y*
- —
IWVU.L vs. R1VL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IWVU.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 27.54% | 40.59% | 4.85% | 9.04% |
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 18.22% | 16.01% | 13.45% | 6.43% |
Correlation
The correlation between IWVU.L and R1VL.L is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.77 |
The correlation between IWVU.L and R1VL.L has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.
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Return for Risk
IWVU.L vs. R1VL.L — Risk / Return Rank
IWVU.L
R1VL.L
IWVU.L vs. R1VL.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 Russell 1000 Value UCITS ETF USD (Acc) (R1VL.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 | R1VL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.51 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 6.31 | 5.04 | +1.27 |
| Martin ratioReturn relative to average drawdown | 21.28 | 18.84 | +2.44 |
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Drawdowns
IWVU.L vs. R1VL.L - Drawdown Comparison
The maximum IWVU.L drawdown since its inception was -36.21%, which is greater than R1VL.L's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for IWVU.L and R1VL.L.
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Drawdown Indicators
| IWVU.L | R1VL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.21% | -16.43% | -19.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -5.78% | -2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -14.45% | -16.43% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | — | — |
Current DrawdownCurrent decline from peak | -5.83% | -0.17% | -5.66% |
Average DrawdownAverage peak-to-trough decline | -6.67% | -2.35% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 1.55% | +0.99% |
Volatility
IWVU.L vs. R1VL.L - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.L) has a higher volatility of 6.28% compared to iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.L) at 2.54%. This indicates that IWVU.L's price experiences larger fluctuations and is considered to be riskier than R1VL.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 | R1VL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 2.54% | +3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 14.95% | 7.93% | +7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 10.48% | +6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 12.60% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.90% | 12.60% | +5.30% |
IWVU.L vs. R1VL.L - Expense Ratio Comparison
IWVU.L has a 0.25% expense ratio, which is higher than R1VL.L's 0.18% 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. R1VL.L - Dividend Comparison
IWVU.L's dividend yield for the trailing twelve months is around 1.93%, while R1VL.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IWVU.L and R1VL.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, R1VL.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
R1VL.L is cheaper with a 0.18% expense ratio, compared with 0.25% for IWVU.L.
IWVU.L tracks MSCI World Enhanced Value Index (Net), while R1VL.L tracks Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index. Their fees differ too: 0.25% for IWVU.L and 0.18% for R1VL.L.
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