UC07.L vs. IWVU.L

Last updated Jul 18, 2026

UC07.L (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) and IWVU.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)) are both Large Cap Value Equities funds - UC07.L tracks the Russell 1000 Value TR USD while IWVU.L tracks the MSCI World Enhanced Value Index (Net). Both are passively managed. Over the past 5 years, UC07.L returned 10.25%/yr vs 16.74%/yr for IWVU.L. A 0.74 correlation means they provide meaningful diversification when combined. UC07.L charges 0.20%/yr vs 0.25%/yr for IWVU.L.

Performance

UC07.L vs. IWVU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

UC07.L is traded in GBp, while IWVU.L is traded in USD. To make them comparable, the IWVU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC07.L achieves a 11.53% return, which is significantly lower than IWVU.L's 27.72% return.

UC07.L

• 1D: -0.02%
• 1M: 0.66%
• 6M: 7.96%
• YTD: 11.53%
• 1Y: 18.99%
• 3Y*: 13.76%
• 5Y*: 10.25%
• 10Y*: 9.86%

IWVU.L

• 1D: -0.15%
• 1M: -5.96%
• 6M: 22.69%
• YTD: 27.72%
• 1Y: 53.89%
• 3Y*: 24.31%
• 5Y*: 16.74%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UC07.L vs. IWVU.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
UC07.L UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis	11.53%	5.98%	15.41%	3.09%	4.71%	28.76%	-3.62%	20.51%	0.41%
IWVU.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)	27.72%	30.57%	6.68%	13.75%	0.84%	21.27%	-6.42%	13.52%	-8.16%

Correlation

The correlation between UC07.L and IWVU.L is 0.57, 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	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (All Time) Calculated using the full available price history since Feb 27, 2018	0.74

The correlation between UC07.L and IWVU.L shifts across timeframes, from 0.57 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

Return for Risk

UC07.L vs. IWVU.L — Risk / Return Rank

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

UC07.L

UC07.L Risk / Return Rank: 84
UC07.L Sharpe Ratio Rank: 86
UC07.L Sortino Ratio Rank: 83
UC07.L Omega Ratio Rank: 84
UC07.L Calmar Ratio Rank: 84
UC07.L Martin Ratio Rank: 85

IWVU.L

IWVU.L Risk / Return Rank: 95
IWVU.L Sharpe Ratio Rank: 96
IWVU.L Sortino Ratio Rank: 95
IWVU.L Omega Ratio Rank: 94
IWVU.L Calmar Ratio Rank: 96
IWVU.L Martin Ratio Rank: 95

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.

UC07.L vs. IWVU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.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.

	UC07.L	IWVU.L	Difference
Sharpe ratio: Return per unit of total volatility	2.18	3.26	-1.08
Sortino ratio: Return per unit of downside risk	2.93	4.36	-1.42
Omega ratio: Gain probability vs. loss probability	1.39	1.60	-0.21
Calmar ratio: Return relative to maximum drawdown	3.48	7.26	-3.78
Martin ratio: Return relative to average drawdown	12.90	23.80	-10.90

UC07.L vs. IWVU.L - Sharpe Ratio Comparison

The current UC07.L Sharpe Ratio is 2.18, which is lower than the IWVU.L Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of UC07.L and IWVU.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.

Drawdowns

UC07.L vs. IWVU.L - Drawdown Comparison

The maximum UC07.L drawdown since its inception was -38.99%, which is greater than IWVU.L's maximum drawdown of -28.27%. Use the drawdown chart below to compare losses from any high point for UC07.L and IWVU.L.

Drawdown Indicators

	UC07.L	IWVU.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.99%	-28.27%	-10.72%
Max Drawdown (1Y) Largest decline over 1 year	-5.43%	-7.38%	+1.95%
Max Drawdown (3Y) Largest decline over 3 years	-16.76%	-13.99%	-2.77%
Max Drawdown (5Y) Largest decline over 5 years	-16.76%	-13.99%	-2.77%
Max Drawdown (10Y) Largest decline over 10 years	-28.73%	—	—
Current Drawdown Current decline from peak	-0.73%	-6.92%	+6.19%
Average Drawdown Average peak-to-trough decline	-7.17%	-4.35%	-2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.47%	2.26%	-0.79%

Volatility

UC07.L vs. IWVU.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UC07.L) is 2.25%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVU.L) has a volatility of 6.41%. This indicates that UC07.L experiences smaller price fluctuations and is considered to be less risky than IWVU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UC07.L	IWVU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.25%	6.41%	-4.16%
Volatility (6M) Calculated over the trailing 6-month period	6.25%	14.65%	-8.40%
Volatility (1Y) Calculated over the trailing 1-year period	8.76%	16.46%	-7.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.50%	14.71%	-2.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.67%	16.69%	-2.02%

UC07.L vs. IWVU.L - Expense Ratio Comparison

UC07.L has a 0.20% expense ratio, which is lower than IWVU.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

UC07.L vs. IWVU.L - Dividend Comparison

UC07.L's dividend yield for the trailing twelve months is around 1.37%, less than IWVU.L's 1.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IWVU.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)	1.93%	2.50%	3.17%	3.23%	3.17%	2.63%	2.25%	2.83%	2.51%	0.00%	0.00%	0.00%
UC07.L UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis	1.37%	2.05%	1.79%	2.05%	1.81%	1.59%	2.41%	2.08%	2.49%	2.01%	2.18%	2.25%

Frequently Asked Questions

Can I hold both UC07.L and IWVU.L in my portfolio?

UC07.L and IWVU.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, UC07.L or IWVU.L?

On fees, UC07.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, UC07.L or IWVU.L?

UC07.L is cheaper with a 0.20% expense ratio, compared with 0.25% for IWVU.L.

What is the main difference between UC07.L and IWVU.L?

UC07.L tracks Russell 1000 Value TR USD, while IWVU.L tracks MSCI World Enhanced Value Index (Net). They also come from different issuers: UBS and iShares. Their fees differ too: 0.20% for UC07.L and 0.25% for IWVU.L.