PRUS.L vs. IWVU.L
PRUS.L (Invesco RAFI US Fundamental Value UCITS ETF USD (Dist)) and IWVU.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) are both Large Cap Value Equities funds - PRUS.L tracks the RAFI Fundamental US Index (USD) while IWVU.L tracks the MSCI World Enhanced Value Index (Net). Both are passively managed. Over the past 5 years, PRUS.L returned 12.75%/yr vs 16.21%/yr for IWVU.L. Their correlation of 0.86 suggests significant overlap in exposure. PRUS.L charges 0.39%/yr vs 0.25%/yr for IWVU.L.
Performance
PRUS.L vs. IWVU.L - Performance Comparison
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Returns By Period
In the year-to-date period, PRUS.L achieves a 16.68% return, which is significantly lower than IWVU.L's 27.54% return.
PRUS.L
- 1D
- -0.42%
- 1M
- 0.81%
- 6M
- 13.26%
- YTD
- 16.68%
- 1Y
- 29.25%
- 3Y*
- 19.04%
- 5Y*
- 12.75%
- 10Y*
- 13.00%
IWVU.L
- 1D
- -0.32%
- 1M
- -4.79%
- 6M
- 23.40%
- YTD
- 27.54%
- 1Y
- 54.31%
- 3Y*
- 25.62%
- 5Y*
- 16.21%
- 10Y*
- —
PRUS.L vs. IWVU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 16.68% | 16.58% | 16.26% | 15.94% | -8.01% | 31.11% | 6.81% | 26.43% | -9.84% |
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% |
Correlation
The correlation between PRUS.L and IWVU.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2018 | 0.86 |
The correlation between PRUS.L and IWVU.L has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
PRUS.L vs. IWVU.L — Risk / Return Rank
PRUS.L
IWVU.L
PRUS.L vs. IWVU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.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.
| PRUS.L | IWVU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.56 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.86 | 6.31 | -1.45 |
| Martin ratioReturn relative to average drawdown | 18.47 | 21.28 | -2.81 |
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Drawdowns
PRUS.L vs. IWVU.L - Drawdown Comparison
The maximum PRUS.L drawdown since its inception was -57.16%, which is greater than IWVU.L's maximum drawdown of -36.21%. Use the drawdown chart below to compare losses from any high point for PRUS.L and IWVU.L.
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Drawdown Indicators
| PRUS.L | IWVU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.16% | -36.21% | -20.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -8.56% | +2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -14.45% | -2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -19.36% | -26.58% | +7.22% |
Max Drawdown (10Y)Largest decline over 10 years | -37.86% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -5.83% | +5.41% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -6.67% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 2.54% | -0.96% |
Volatility
PRUS.L vs. IWVU.L - Volatility Comparison
The current volatility for Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) (PRUS.L) is 1.77%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.L) has a volatility of 6.28%. This indicates that PRUS.L experiences smaller price fluctuations and is considered to be less risky than IWVU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRUS.L | IWVU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 6.28% | -4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 14.95% | -7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 17.06% | -7.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 16.30% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 17.90% | -1.72% |
PRUS.L vs. IWVU.L - Expense Ratio Comparison
PRUS.L has a 0.39% expense ratio, which is higher than IWVU.L's 0.25% expense ratio.
Dividends
PRUS.L vs. IWVU.L - Dividend Comparison
PRUS.L's dividend yield for the trailing twelve months is around 1.16%, less than IWVU.L's 1.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
PRUS.L Invesco RAFI US Fundamental Value UCITS ETF USD (Dist) | 1.16% | 1.36% | 1.49% | 1.56% | 1.72% | 1.32% | 1.66% | 1.64% | 1.83% | 1.55% | 1.62% | 1.68% |
Frequently Asked Questions
PRUS.L and IWVU.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWVU.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWVU.L is cheaper with a 0.25% expense ratio, compared with 0.39% for PRUS.L.
PRUS.L tracks RAFI Fundamental US Index (USD), while IWVU.L tracks MSCI World Enhanced Value Index (Net). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.39% for PRUS.L and 0.25% for IWVU.L.
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