R1VL.L vs. IUVD.L
R1VL.L (iShares Russell 1000 Value UCITS ETF USD (Acc)) and IUVD.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)) are both Large Cap Value Equities funds from iShares - R1VL.L tracks the Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index while IUVD.L tracks the Russell 1000 Value TR USD. Both are passively managed. Over the past 3 years, R1VL.L returned 17.93%/yr vs 28.49%/yr for IUVD.L. Their correlation of 0.85 suggests significant overlap in exposure. R1VL.L charges 0.18%/yr vs 0.20%/yr for IUVD.L.
Performance
R1VL.L vs. IUVD.L - Performance Comparison
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Returns By Period
In the year-to-date period, R1VL.L achieves a 18.42% return, which is significantly lower than IUVD.L's 39.02% return.
R1VL.L
- 1D
- 0.79%
- 1M
- 2.24%
- 6M
- 14.11%
- YTD
- 18.42%
- 1Y
- 30.51%
- 3Y*
- 17.93%
- 5Y*
- —
- 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*
- —
R1VL.L vs. IUVD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 18.42% | 16.01% | 13.45% | 6.43% |
IUVD.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) | 39.02% | 32.95% | 6.42% | 10.74% |
Correlation
The correlation between R1VL.L and IUVD.L is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.85 |
The correlation between R1VL.L and IUVD.L has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.
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Return for Risk
R1VL.L vs. IUVD.L — Risk / Return Rank
R1VL.L
IUVD.L
R1VL.L vs. IUVD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.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.
| R1VL.L | IUVD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.64 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 8.47 | -3.22 |
| Martin ratioReturn relative to average drawdown | 19.65 | 28.96 | -9.31 |
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Drawdowns
R1VL.L vs. IUVD.L - Drawdown Comparison
The maximum R1VL.L drawdown since its inception was -16.43%, smaller than the maximum IUVD.L drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for R1VL.L and IUVD.L.
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Drawdown Indicators
| R1VL.L | IUVD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -39.64% | +23.21% |
Max Drawdown (1Y)Largest decline over 1 year | -5.78% | -8.25% | +2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -18.72% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.67% | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.82% | +6.82% |
Average DrawdownAverage peak-to-trough decline | -2.35% | -8.04% | +5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 2.42% | -0.87% |
Volatility
R1VL.L vs. IUVD.L - Volatility Comparison
The current volatility for iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.L) is 2.62%, while iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a volatility of 7.79%. This indicates that R1VL.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
| R1VL.L | IUVD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 7.79% | -5.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.94% | 16.18% | -8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.52% | 18.61% | -8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.61% | 18.12% | -5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.61% | 19.96% | -7.35% |
R1VL.L vs. IUVD.L - Expense Ratio Comparison
R1VL.L has a 0.18% expense ratio, which is lower than IUVD.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
R1VL.L vs. IUVD.L - Dividend Comparison
R1VL.L has not paid dividends to shareholders, while IUVD.L's dividend yield for the trailing twelve months is around 1.20%.
| 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% |
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
R1VL.L and IUVD.L have a correlation of 0.75, 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 0.20% for IUVD.L.
R1VL.L tracks Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index, while IUVD.L tracks Russell 1000 Value TR USD. Their fees differ too: 0.18% for R1VL.L and 0.20% for IUVD.L.
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