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R1VL.L vs. UC07.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

R1VL.L vs. UC07.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.L) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

R1VL.L is traded in USD, while UC07.L is traded in GBp. To make them comparable, the UC07.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, R1VL.L achieves a 18.22% return, which is significantly higher than UC07.L's 11.47% return.


R1VL.L

1D
-0.17%
1M
2.12%
6M
14.29%
YTD
18.22%
1Y
29.25%
3Y*
17.50%
5Y*
10Y*

UC07.L

1D
-0.23%
1M
1.87%
6M
8.53%
YTD
11.47%
1Y
19.29%
3Y*
14.95%
5Y*
9.76%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

R1VL.L vs. UC07.L - Yearly Performance Comparison


2026 (YTD)202520242023
R1VL.L
iShares Russell 1000 Value UCITS ETF USD (Acc)
18.22%16.01%13.45%6.43%
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
11.47%13.98%13.49%8.12%

Correlation

The correlation between R1VL.L and UC07.L is 0.84, 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

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2023

0.87

The correlation between R1VL.L and UC07.L has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

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Return for Risk

R1VL.L vs. UC07.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

R1VL.L
R1VL.L Risk / Return Rank: 9494
Overall Rank
R1VL.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
R1VL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
R1VL.L Omega Ratio Rank: 9393
Omega Ratio Rank
R1VL.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
R1VL.L Martin Ratio Rank: 9494
Martin Ratio Rank

UC07.L
UC07.L Risk / Return Rank: 8484
Overall Rank
UC07.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
UC07.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
UC07.L Omega Ratio Rank: 8484
Omega Ratio Rank
UC07.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
UC07.L Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

R1VL.L vs. UC07.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 UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.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.LUC07.LDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.51

1.36

+0.15

Calmar ratioReturn relative to maximum drawdown

5.04

2.77

+2.27

Martin ratioReturn relative to average drawdown

18.84

11.02

+7.82

R1VL.L vs. UC07.L - Sharpe Ratio Comparison

The current R1VL.L Sharpe Ratio is 2.78, which is higher than the UC07.L Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of R1VL.L and UC07.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

R1VL.L vs. UC07.L - Drawdown Comparison

The maximum R1VL.L drawdown since its inception was -16.43%, smaller than the maximum UC07.L drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for R1VL.L and UC07.L.


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Drawdown Indicators


R1VL.LUC07.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.43%

-41.64%

+25.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.78%

-6.94%

+1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-16.43%

-15.59%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-18.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.56%

Current Drawdown

Current decline from peak

-0.17%

-0.23%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.35%

-7.98%

+5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.75%

-0.20%

Volatility

R1VL.L vs. UC07.L - Volatility Comparison

iShares Russell 1000 Value UCITS ETF USD (Acc) (R1VL.L) has a higher volatility of 2.54% compared to UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) at 1.69%. This indicates that R1VL.L's price experiences larger fluctuations and is considered to be riskier than UC07.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.LUC07.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

1.69%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

6.79%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

9.32%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.60%

13.66%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.60%

15.29%

-2.69%

R1VL.L vs. UC07.L - Expense Ratio Comparison

R1VL.L has a 0.18% expense ratio, which is lower than UC07.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. UC07.L - Dividend Comparison

R1VL.L has not paid dividends to shareholders, while UC07.L's dividend yield for the trailing twelve months is around 1.37%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
UC07.L
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
1.37%2.05%1.79%2.05%1.81%1.59%2.41%2.08%2.49%2.01%2.18%2.25%

Frequently Asked Questions


R1VL.L and UC07.L have a correlation of 0.84, 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 UC07.L.

R1VL.L tracks Russell 1000 Value UCITS 30/18 Capped Net Tax 15% Index, while UC07.L tracks Russell 1000 Value TR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.18% for R1VL.L and 0.20% for UC07.L.

Portfolio Optimizer

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