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S100.L vs. IEVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

S100.L vs. IEVL.L

Last updated Jun 5, 2026

S100.L (Invesco FTSE 100 UCITS ETF) and IEVL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating) are both Europe Equities funds - S100.L tracks the FTSE AllSh TR GBP while IEVL.L tracks the MSCI Europe Enhanced Value Index. Both are passively managed. Over the past 10 years, S100.L returned 8.88%/yr vs 11.78%/yr for IEVL.L. Their correlation of 0.83 suggests significant overlap in exposure. S100.L charges 0.09%/yr vs 0.25%/yr for IEVL.L.

Performance

S100.L vs. IEVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco FTSE 100 UCITS ETF (S100.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

S100.L is traded in GBp, while IEVL.L is traded in EUR. To make them comparable, the IEVL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, S100.L achieves a 5.86% return, which is significantly lower than IEVL.L's 13.11% return. Over the past 10 years, S100.L has underperformed IEVL.L with an annualized return of 8.88%, while IEVL.L has yielded a comparatively higher 11.78% annualized return.

S100.L

1D
0.30%
1M
1.64%
YTD
5.86%
6M
8.26%
1Y
21.25%
3Y*
14.67%
5Y*
11.75%
10Y*
8.88%

IEVL.L

1D
0.17%
1M
4.83%
YTD
13.11%
6M
15.93%
1Y
36.39%
3Y*
21.80%
5Y*
14.64%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S100.L vs. IEVL.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
S100.L
Invesco FTSE 100 UCITS ETF		5.86%25.76%9.34%7.33%4.91%17.58%-11.72%17.44%-9.33%12.12%
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating		13.11%42.23%5.56%11.28%1.19%19.17%-3.59%14.85%-12.63%15.13%

Correlation

The correlation between S100.L and IEVL.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

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2015

0.83

The correlation between S100.L and IEVL.L has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

S100.L vs. IEVL.L - Sectors Allocation Comparison

Sectors
S100.L
IEVL.L

Financial Services

24.5%
22.6%

Consumer Defensive

13.9%
8.6%

Industrials

13.7%
17.0%

Healthcare

13.6%
12.3%

Energy

11.7%
5.1%

Basic Materials

8.5%
6.2%

Utilities

5.3%
4.5%

Consumer Cyclical

4.7%
6.2%

Communication Services

2.6%
3.7%

Real Estate

0.9%
0.6%

Technology

0.8%
12.2%

Financial Services

S100.L
24.5%
IEVL.L
22.6%

Consumer Defensive

S100.L
13.9%
IEVL.L
8.6%

Industrials

S100.L
13.7%
IEVL.L
17.0%

Healthcare

S100.L
13.6%
IEVL.L
12.3%

Energy

S100.L
11.7%
IEVL.L
5.1%

Basic Materials

S100.L
8.5%
IEVL.L
6.2%

Utilities

S100.L
5.3%
IEVL.L
4.5%

Consumer Cyclical

S100.L
4.7%
IEVL.L
6.2%

Communication Services

S100.L
2.6%
IEVL.L
3.7%

Real Estate

S100.L
0.9%
IEVL.L
0.6%

Technology

S100.L
0.8%
IEVL.L
12.2%

Compare stocks, funds, or ETFs

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Invesco FTSE 100 UCITS ETF

iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating

Often compared with S100.L:
S100.L vs. VUKG.LS100.L vs. EQAC.MIS100.L vs. LGUK.LS100.L vs. CUKX.LS100.L vs. QQQS100.L vs. V3PL.DES100.L vs. VOO
Often compared with IEVL.L:
IEVL.L vs. AINF.LIEVL.L vs. FBTU.LIEVL.L vs. IUCS.LIEVL.L vs. CSKR.LIEVL.L vs. 36BA.DEIEVL.L vs. IEMA.LIEVL.L vs. GLD

Return for Risk

S100.L vs. IEVL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
S100.L
S100.L Risk / Return Rank: 5454
Overall Rank
S100.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
S100.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
S100.L Omega Ratio Rank: 5959
Omega Ratio Rank
S100.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
S100.L Martin Ratio Rank: 4949
Martin Ratio Rank
IEVL.L
IEVL.L Risk / Return Rank: 7272
Overall Rank
IEVL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEVL.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IEVL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEVL.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
IEVL.L Martin Ratio Rank: 6868
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.

S100.L vs. IEVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 100 UCITS ETF (S100.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.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.

S100.LIEVL.LDifference
Sharpe ratioReturn per unit of total volatility
1.93
2.68

-0.75

Sortino ratioReturn per unit of downside risk
2.68
3.61

-0.93

Omega ratioGain probability vs. loss probability

1.36

1.48

-0.13

Calmar ratioReturn relative to maximum drawdown

2.35

3.42

-1.08

Martin ratioReturn relative to average drawdown

8.00

12.70

-4.70

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

S100.L vs. IEVL.L - Sharpe Ratio Comparison

The current S100.L Sharpe Ratio is 1.93, which is comparable to the IEVL.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of S100.L and IEVL.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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Sharpe Ratios by Period

S100.LIEVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.68

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.96

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.69

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.58

0.00

Drawdowns

S100.L vs. IEVL.L - Drawdown Comparison

The maximum S100.L drawdown since its inception was -34.58%, roughly equal to the maximum IEVL.L drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for S100.L and IEVL.L.

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Drawdown Indicators

S100.LIEVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.58%

-34.82%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-10.59%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-13.04%

-16.33%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-13.04%

-16.48%

+3.44%

Max Drawdown (10Y)

Largest decline over 10 years

-34.58%

-34.82%

+0.24%

Current Drawdown

Current decline from peak

-3.98%

-0.82%

-3.16%

Average Drawdown

Average peak-to-trough decline

-4.49%

-6.05%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.86%

-0.21%

Volatility

S100.L vs. IEVL.L - Volatility Comparison

The current volatility for Invesco FTSE 100 UCITS ETF (S100.L) is 3.91%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) has a volatility of 4.85%. This indicates that S100.L experiences smaller price fluctuations and is considered to be less risky than IEVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

S100.LIEVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

4.85%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

11.06%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

13.52%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

15.24%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.09%

17.13%

-2.04%

S100.L vs. IEVL.L - Expense Ratio Comparison

S100.L has a 0.09% expense ratio, which is lower than IEVL.L's 0.25% 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

S100.L vs. IEVL.L - Dividend Comparison

Neither S100.L nor IEVL.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

S100.L and IEVL.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, S100.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S100.L is cheaper with a 0.09% expense ratio, compared with 0.25% for IEVL.L.

S100.L tracks FTSE AllSh TR GBP, while IEVL.L tracks MSCI Europe Enhanced Value Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for S100.L and 0.25% for IEVL.L.

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