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SMT.L vs. IWFV.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SMT.L vs. IWFV.L

Last updated Apr 2, 2026

Compare and contrast key facts about Scottish Mortgage Investment Trust plc (SMT.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L).

SMT.L and IWFV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMT.L is an actively managed fund by Baillie Gifford Funds. It was launched on Mar 31, 2023. IWFV.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Oct 3, 2014.

Performance

SMT.L vs. IWFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Scottish Mortgage Investment Trust plc (SMT.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L). The values are adjusted to include any dividend payments, if applicable.

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SMT.L vs. IWFV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SMT.L
Scottish Mortgage Investment Trust plc		6.11%24.72%18.75%12.46%-45.71%10.46%110.49%24.76%4.64%41.09%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		7.37%30.69%6.85%13.02%0.95%21.60%-6.91%14.69%-9.34%12.04%

Returns By Period

In the year-to-date period, SMT.L achieves a 6.11% return, which is significantly lower than IWFV.L's 7.37% return. Over the past 10 years, SMT.L has outperformed IWFV.L with an annualized return of 17.57%, while IWFV.L has yielded a comparatively lower 11.44% annualized return.

SMT.L

1D
5.67%
1M
4.09%
YTD
6.11%
6M
10.71%
1Y
32.93%
3Y*
23.47%
5Y*
2.03%
10Y*
17.57%

IWFV.L

1D
3.10%
1M
-2.18%
YTD
7.37%
6M
17.58%
1Y
34.91%
3Y*
18.13%
5Y*
13.03%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Scottish Mortgage Investment Trust plc

iShares Edge MSCI World Value Factor UCITS ETF

Often compared with SMT.L:
SMT.L vs. SPXP.LSMT.L vs. QQQSMT.L vs. FCIT.LSMT.L vs. BRK-BSMT.L vs. AGT.LSMT.L vs. HMWO.LSMT.L vs. III.L
Often compared with IWFV.L:
IWFV.L vs. VOOIWFV.L vs. OEFIWFV.L vs. IOOIWFV.L vs. IWDA.LIWFV.L vs. SMGB.LIWFV.L vs. IWQU.LIWFV.L vs. IWFQ.L

SMT.L vs. IWFV.L - Expense Ratio Comparison

SMT.L has a 0.31% expense ratio, which is higher than IWFV.L's 0.30% expense ratio.

SMT.L
Scottish Mortgage Investment Trust plc
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF

Return for Risk

SMT.L vs. IWFV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SMT.L
SMT.L Risk / Return Rank: 7878
Overall Rank
SMT.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 7171
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 7979
Martin Ratio Rank
IWFV.L
IWFV.L Risk / Return Rank: 9595
Overall Rank
IWFV.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9494
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9696
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.

SMT.L vs. IWFV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scottish Mortgage Investment Trust plc (SMT.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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.

SMT.LIWFV.LDifference

Sharpe ratio

Return per unit of total volatility

1.47

2.35

-0.89

Sortino ratio

Return per unit of downside risk

2.11

3.02

-0.92

Omega ratio

Gain probability vs. loss probability

1.27

1.46

-0.19

Calmar ratio

Return relative to maximum drawdown

2.78

5.01

-2.22

Martin ratio

Return relative to average drawdown

9.07

17.91

-8.84

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

SMT.L vs. IWFV.L - Sharpe Ratio Comparison

The current SMT.L Sharpe Ratio is 1.47, which is lower than the IWFV.L Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of SMT.L and IWFV.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SMT.LIWFV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.35

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

1.01

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.76

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.66

-0.13

Correlation

The correlation between SMT.L and IWFV.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SMT.L vs. IWFV.L - Dividend Comparison

SMT.L's dividend yield for the trailing twelve months is around 0.35%, while IWFV.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
SMT.L
Scottish Mortgage Investment Trust plc		0.35%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMT.L vs. IWFV.L - Drawdown Comparison

The maximum SMT.L drawdown since its inception was -62.61%, which is greater than IWFV.L's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for SMT.L and IWFV.L.

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Drawdown Indicators

SMT.LIWFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.61%

-28.79%

-33.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-10.70%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-60.11%

-13.82%

-46.29%

Max Drawdown (10Y)

Largest decline over 10 years

-60.11%

-28.79%

-31.32%

Current Drawdown

Current decline from peak

-16.77%

-3.54%

-13.23%

Average Drawdown

Average peak-to-trough decline

-16.09%

-4.44%

-11.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

1.98%

+1.78%

Volatility

SMT.L vs. IWFV.L - Volatility Comparison

Scottish Mortgage Investment Trust plc (SMT.L) has a higher volatility of 9.24% compared to iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) at 6.40%. This indicates that SMT.L's price experiences larger fluctuations and is considered to be riskier than IWFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SMT.LIWFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

6.40%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

10.18%

+5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

22.36%

14.77%

+7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.98%

12.87%

+17.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

15.02%

+13.66%