PortfoliosLab logoPortfoliosLab logo
SP20.AS vs. IWVL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SP20.AS vs. IWVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SP20.AS vs. IWVL.L - Yearly Performance Comparison


2026 (YTD)20252024
SP20.AS
iShares S&P 500 Top 20 UCITS ETF USD Acc
-10.91%19.56%5.33%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
3.49%23.75%0.71%
Different Trading Currencies

SP20.AS is traded in EUR, while IWVL.L is traded in USD. To make them comparable, the IWVL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SP20.AS achieves a -10.91% return, which is significantly lower than IWVL.L's 3.49% return.


SP20.AS

1D
1.28%
1M
-6.28%
YTD
-10.91%
6M
-6.93%
1Y
22.34%
3Y*
5Y*
10Y*

IWVL.L

1D
-1.00%
1M
-6.40%
YTD
3.49%
6M
14.37%
1Y
25.53%
3Y*
16.88%
5Y*
11.66%
10Y*
10.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SP20.AS vs. IWVL.L - Expense Ratio Comparison

SP20.AS has a 0.20% expense ratio, which is lower than IWVL.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%.


Return for Risk

SP20.AS vs. IWVL.L — Risk / Return Rank

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

SP20.AS
SP20.AS Risk / Return Rank: 6868
Overall Rank
SP20.AS Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SP20.AS Sortino Ratio Rank: 6969
Sortino Ratio Rank
SP20.AS Omega Ratio Rank: 6363
Omega Ratio Rank
SP20.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
SP20.AS Martin Ratio Rank: 7171
Martin Ratio Rank

IWVL.L
IWVL.L Risk / Return Rank: 9191
Overall Rank
IWVL.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9292
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9292
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.

SP20.AS vs. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.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.


SP20.ASIWVL.LDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.58

-0.42

Sortino ratio

Return per unit of downside risk

1.73

2.07

-0.34

Omega ratio

Gain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratio

Return relative to maximum drawdown

1.83

1.89

-0.05

Martin ratio

Return relative to average drawdown

7.28

8.63

-1.35

SP20.AS vs. IWVL.L - Sharpe Ratio Comparison

The current SP20.AS Sharpe Ratio is 1.16, which is comparable to the IWVL.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of SP20.AS and IWVL.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.


Loading graphics...

Sharpe Ratios by Period


SP20.ASIWVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.58

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.52

-0.07

Correlation

The correlation between SP20.AS and IWVL.L is 0.51, 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

SP20.AS vs. IWVL.L - Dividend Comparison

Neither SP20.AS nor IWVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SP20.AS vs. IWVL.L - Drawdown Comparison

The maximum SP20.AS drawdown since its inception was -23.48%, smaller than the maximum IWVL.L drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for SP20.AS and IWVL.L.


Loading graphics...

Drawdown Indicators


SP20.ASIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.48%

-39.30%

+15.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-12.04%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-12.25%

-8.74%

-3.51%

Average Drawdown

Average peak-to-trough decline

-4.06%

-7.60%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.71%

+0.66%

Volatility

SP20.AS vs. IWVL.L - Volatility Comparison

The current volatility for iShares S&P 500 Top 20 UCITS ETF USD Acc (SP20.AS) is 4.64%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 6.80%. This indicates that SP20.AS experiences smaller price fluctuations and is considered to be less risky than IWVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SP20.ASIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

6.80%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

10.32%

+0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

16.15%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

14.46%

+4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

16.49%

+2.88%