PortfoliosLab logoPortfoliosLab logo
SPAG.L vs. IWFV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPAG.L vs. IWFV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Agribusiness UCITS ETF USD (Acc) (SPAG.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPAG.L achieves a 13.12% return, which is significantly lower than IWFV.L's 27.74% return. Over the past 10 years, SPAG.L has underperformed IWFV.L with an annualized return of 7.13%, while IWFV.L has yielded a comparatively higher 12.06% annualized return.


SPAG.L

1D
0.79%
1M
2.73%
6M
6.06%
YTD
13.12%
1Y
16.53%
3Y*
4.27%
5Y*
5.31%
10Y*
7.13%

IWFV.L

1D
-0.24%
1M
-5.28%
6M
22.71%
YTD
27.74%
1Y
53.97%
3Y*
24.39%
5Y*
16.75%
10Y*
12.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPAG.L
iShares Agribusiness UCITS ETF USD (Acc)
13.12%8.75%-4.21%-13.78%15.09%24.65%6.64%13.92%-7.95%9.25%
IWFV.L
iShares Edge MSCI World Value Factor UCITS ETF
27.74%30.69%6.85%13.02%0.95%21.60%-6.91%14.69%-9.34%12.04%

Correlation

The correlation between SPAG.L and IWFV.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

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

0.50

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

0.57

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

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.71

Over the past year, the correlation between SPAG.L and IWFV.L has dropped to 0.27 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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

SPAG.L vs. IWFV.L — Risk / Return Rank

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

SPAG.L
SPAG.L Risk / Return Rank: 4545
Overall Rank
SPAG.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SPAG.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
SPAG.L Omega Ratio Rank: 4646
Omega Ratio Rank
SPAG.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPAG.L Martin Ratio Rank: 3838
Martin Ratio Rank

IWFV.L
IWFV.L Risk / Return Rank: 9696
Overall Rank
IWFV.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9696
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Agribusiness UCITS ETF USD (Acc) (SPAG.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.

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.


SPAG.LIWFV.LDifference
Sharpe ratioReturn per unit of total volatility

-2.31

Sortino ratioReturn per unit of downside risk

-2.93

Omega ratioGain probability vs. loss probability

1.23

1.65

-0.42

Calmar ratioReturn relative to maximum drawdown

1.72

7.59

-5.86

Martin ratioReturn relative to average drawdown

4.42

23.93

-19.52

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

The current SPAG.L Sharpe Ratio is 1.29, which is lower than the IWFV.L Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of SPAG.L and IWFV.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

SPAG.L vs. IWFV.L - Drawdown Comparison

The maximum SPAG.L drawdown since its inception was -43.95%, roughly equal to the maximum IWFV.L drawdown of -42.78%. Use the drawdown chart below to compare losses from any high point for SPAG.L and IWFV.L.


Loading charts...

Drawdown Indicators


SPAG.LIWFV.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.95%

-42.78%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-7.08%

-2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-27.60%

-19.86%

-7.74%

Max Drawdown (5Y)

Largest decline over 5 years

-31.95%

-19.86%

-12.09%

Max Drawdown (10Y)

Largest decline over 10 years

-31.95%

-28.79%

-3.16%

Current Drawdown

Current decline from peak

-9.23%

-7.02%

-2.21%

Average Drawdown

Average peak-to-trough decline

-17.43%

-11.20%

-6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

2.25%

+1.48%

Volatility

SPAG.L vs. IWFV.L - Volatility Comparison

The current volatility for iShares Agribusiness UCITS ETF USD (Acc) (SPAG.L) is 3.41%, while iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a volatility of 5.71%. This indicates that SPAG.L experiences smaller price fluctuations and is considered to be less risky than IWFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPAG.LIWFV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

5.71%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

13.15%

-3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.80%

14.94%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

19.04%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

17.94%

+1.03%

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

SPAG.L has a 0.55% expense ratio, which is higher than IWFV.L's 0.30% expense ratio.


Dividends

SPAG.L vs. IWFV.L - Dividend Comparison

Neither SPAG.L nor IWFV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPAG.L and IWFV.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWFV.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWFV.L is cheaper with a 0.30% expense ratio, compared with 0.55% for SPAG.L.

SPAG.L is categorized as Materials, while IWFV.L is Global Equities. SPAG.L tracks S&P Commodity Producers Agribusiness Index NTR, while IWFV.L tracks MSCI ACWI Value NR USD. Their fees differ too: 0.55% for SPAG.L and 0.30% for IWFV.L.

Portfolio Optimizer

Find the right allocation for SPAG.L and IWFV.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