PortfoliosLab logoPortfoliosLab logo
S6EW.L vs. IEVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S6EW.L vs. IEVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.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.

Loading charts...

Returns By Period

In the year-to-date period, S6EW.L achieves a 8.61% return, which is significantly lower than IEVL.L's 16.34% return. Over the past 10 years, S6EW.L has underperformed IEVL.L with an annualized return of 8.04%, while IEVL.L has yielded a comparatively higher 11.11% annualized return.


S6EW.L

1D
0.43%
1M
1.28%
6M
6.28%
YTD
8.61%
1Y
15.60%
3Y*
12.05%
5Y*
5.57%
10Y*
8.04%

IEVL.L

1D
-0.07%
1M
1.17%
6M
13.20%
YTD
16.34%
1Y
34.34%
3Y*
21.76%
5Y*
15.56%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S6EW.L vs. IEVL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
S6EW.L
Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR)
8.61%17.10%4.54%14.86%-18.32%21.45%1.62%27.65%-11.86%14.90%
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating
16.34%35.04%10.57%13.52%-3.79%26.68%-8.75%21.79%-13.55%10.54%

Correlation

The correlation between S6EW.L and IEVL.L is 0.87, 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

0.87

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

0.89

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

0.88

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2015

0.88

The correlation between S6EW.L and IEVL.L has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

S6EW.L vs. IEVL.L — Risk / Return Rank

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

S6EW.L
S6EW.L Risk / Return Rank: 4040
Overall Rank
S6EW.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
S6EW.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
S6EW.L Omega Ratio Rank: 4141
Omega Ratio Rank
S6EW.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
S6EW.L Martin Ratio Rank: 4343
Martin Ratio Rank

IEVL.L
IEVL.L Risk / Return Rank: 8686
Overall Rank
IEVL.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IEVL.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
IEVL.L Omega Ratio Rank: 8888
Omega Ratio Rank
IEVL.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
IEVL.L Martin Ratio Rank: 8383
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.

S6EW.L vs. IEVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.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.

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.


S6EW.LIEVL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.23

1.44

-0.21

Calmar ratioReturn relative to maximum drawdown

1.50

3.49

-1.99

Martin ratioReturn relative to average drawdown

5.60

13.14

-7.54

S6EW.L vs. IEVL.L - Sharpe Ratio Comparison

The current S6EW.L Sharpe Ratio is 1.22, which is lower than the IEVL.L Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of S6EW.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.


Loading charts...

Drawdowns

S6EW.L vs. IEVL.L - Drawdown Comparison

The maximum S6EW.L drawdown since its inception was -37.58%, smaller than the maximum IEVL.L drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for S6EW.L and IEVL.L.


Loading charts...

Drawdown Indicators


S6EW.LIEVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-40.09%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-9.79%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-15.06%

-17.43%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-29.60%

-19.55%

-10.05%

Max Drawdown (10Y)

Largest decline over 10 years

-37.58%

-40.09%

+2.51%

Current Drawdown

Current decline from peak

-0.63%

-1.07%

+0.44%

Average Drawdown

Average peak-to-trough decline

-6.14%

-7.43%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.61%

+0.17%

Volatility

S6EW.L vs. IEVL.L - Volatility Comparison

The current volatility for Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) is 3.31%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) has a volatility of 4.24%. This indicates that S6EW.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.


Loading charts...

Volatility by Period


S6EW.LIEVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

4.24%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

11.83%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

14.14%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

15.37%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

17.28%

-1.33%

S6EW.L vs. IEVL.L - Expense Ratio Comparison

S6EW.L has a 0.35% expense ratio, which is higher than IEVL.L's 0.25% expense ratio.


Dividends

S6EW.L vs. IEVL.L - Dividend Comparison

Neither S6EW.L nor IEVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


S6EW.L and IEVL.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEVL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEVL.L is cheaper with a 0.25% expense ratio, compared with 0.35% for S6EW.L.

S6EW.L tracks Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR), while IEVL.L tracks MSCI Europe Enhanced Value Index. They also come from different issuers: Ossiam and iShares. Their fees differ too: 0.35% for S6EW.L and 0.25% for IEVL.L.

Portfolio Optimizer

Find the right allocation for S6EW.L and IEVL.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer