R1VL.L vs. IUVL.L
R1VL.L (iShares Russell 1000 Value UCITS ETF USD (Acc)) and IUVL.L (iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc)) 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 IUVL.L tracks the MSCI USA Enhanced Value Index. Both are passively managed. Over the past 3 years, R1VL.L returned 17.50%/yr vs 28.56%/yr for IUVL.L. Their correlation of 0.85 suggests significant overlap in exposure. R1VL.L charges 0.18%/yr vs 0.20%/yr for IUVL.L.
Performance
R1VL.L vs. IUVL.L - Performance Comparison
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Returns By Period
In the year-to-date period, R1VL.L achieves a 18.22% return, which is significantly lower than IUVL.L's 39.17% return.
R1VL.L
- 1D
- -0.17%
- 1M
- 2.12%
- 6M
- 14.29%
- YTD
- 18.22%
- 1Y
- 29.25%
- 3Y*
- 17.50%
- 5Y*
- —
- 10Y*
- —
IUVL.L
- 1D
- 0.06%
- 1M
- -4.71%
- 6M
- 32.87%
- YTD
- 39.17%
- 1Y
- 70.48%
- 3Y*
- 28.56%
- 5Y*
- 15.58%
- 10Y*
- —
R1VL.L vs. IUVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
R1VL.L iShares Russell 1000 Value UCITS ETF USD (Acc) | 18.22% | 16.01% | 13.45% | 6.43% |
IUVL.L iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) | 39.17% | 33.10% | 6.39% | 10.67% |
Correlation
The correlation between R1VL.L and IUVL.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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.85 |
The correlation between R1VL.L and IUVL.L shifts across timeframes, from 0.74 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
R1VL.L vs. IUVL.L — Risk / Return Rank
R1VL.L
IUVL.L
R1VL.L vs. IUVL.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 (Acc) (IUVL.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 | IUVL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.65 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 5.04 | 8.28 | -3.25 |
| Martin ratioReturn relative to average drawdown | 18.84 | 28.55 | -9.71 |
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Drawdowns
R1VL.L vs. IUVL.L - Drawdown Comparison
The maximum R1VL.L drawdown since its inception was -16.43%, smaller than the maximum IUVL.L drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for R1VL.L and IUVL.L.
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Drawdown Indicators
| R1VL.L | IUVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -39.73% | +23.30% |
Max Drawdown (1Y)Largest decline over 1 year | -5.78% | -8.47% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -18.93% | +2.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.70% | — |
Current DrawdownCurrent decline from peak | -0.17% | -6.62% | +6.45% |
Average DrawdownAverage peak-to-trough decline | -2.35% | -7.23% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 2.46% | -0.91% |
Volatility
R1VL.L vs. IUVL.L - Volatility Comparison
The current volatility for iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.L) is 2.54%, while iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) has a volatility of 7.55%. This indicates that R1VL.L experiences smaller price fluctuations and is considered to be less risky than IUVL.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 | IUVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 7.55% | -5.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.93% | 16.09% | -8.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.48% | 18.57% | -8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.60% | 18.25% | -5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.60% | 19.08% | -6.48% |
R1VL.L vs. IUVL.L - Expense Ratio Comparison
R1VL.L has a 0.18% expense ratio, which is lower than IUVL.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. IUVL.L - Dividend Comparison
Neither R1VL.L nor IUVL.L has paid dividends to shareholders.
Frequently Asked Questions
R1VL.L and IUVL.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 0.20% for IUVL.L.
R1VL.L tracks Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index, while IUVL.L tracks MSCI USA Enhanced Value Index. Their fees differ too: 0.18% for R1VL.L and 0.20% for IUVL.L.
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