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USVL.L vs. IUVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USVL.L vs. IUVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR MSCI USA Value UCITS ETF USD (Acc) (USVL.L) and iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USVL.L achieves a 24.47% return, which is significantly lower than IUVL.L's 39.17% return.


USVL.L

1D
0.16%
1M
-2.10%
6M
20.13%
YTD
24.47%
1Y
49.93%
3Y*
22.22%
5Y*
12.22%
10Y*
12.16%

IUVL.L

1D
0.06%
1M
-4.71%
6M
32.87%
YTD
39.17%
1Y
70.48%
3Y*
28.56%
5Y*
15.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USVL.L vs. IUVL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USVL.L
State Street SPDR MSCI USA Value UCITS ETF USD (Acc)
24.47%28.52%4.90%15.93%-15.04%29.87%1.93%26.43%-10.49%16.19%
IUVL.L
iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc)
39.17%33.10%6.39%14.59%-14.87%29.80%-1.49%25.93%-12.11%21.68%

Correlation

The correlation between USVL.L and IUVL.L is 0.92, 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

0.92

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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2016

0.92

The correlation between USVL.L and IUVL.L has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

USVL.L vs. IUVL.L — Risk / Return Rank

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

USVL.L
USVL.L Risk / Return Rank: 9595
Overall Rank
USVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
USVL.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
USVL.L Omega Ratio Rank: 9494
Omega Ratio Rank
USVL.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
USVL.L Martin Ratio Rank: 9494
Martin Ratio Rank

IUVL.L
IUVL.L Risk / Return Rank: 9797
Overall Rank
IUVL.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IUVL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IUVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IUVL.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IUVL.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.

USVL.L vs. IUVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI USA Value UCITS ETF USD (Acc) (USVL.L) and iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.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.


USVL.LIUVL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.56

1.65

-0.09

Calmar ratioReturn relative to maximum drawdown

6.42

8.28

-1.87

Martin ratioReturn relative to average drawdown

19.17

28.55

-9.37

USVL.L vs. IUVL.L - Sharpe Ratio Comparison

The current USVL.L Sharpe Ratio is 3.25, which is comparable to the IUVL.L Sharpe Ratio of 3.78. The chart below compares the historical Sharpe Ratios of USVL.L and IUVL.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.


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Drawdowns

USVL.L vs. IUVL.L - Drawdown Comparison

The maximum USVL.L drawdown since its inception was -40.24%, roughly equal to the maximum IUVL.L drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for USVL.L and IUVL.L.


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Drawdown Indicators


USVL.LIUVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.24%

-39.73%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-8.47%

+0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-18.93%

-0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-25.55%

-26.70%

+1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-40.24%

Current Drawdown

Current decline from peak

-5.24%

-6.62%

+1.38%

Average Drawdown

Average peak-to-trough decline

-6.34%

-7.23%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.46%

+0.14%

Volatility

USVL.L vs. IUVL.L - Volatility Comparison

The current volatility for State Street SPDR MSCI USA Value UCITS ETF USD (Acc) (USVL.L) is 3.96%, while iShares Edge MSCI USA Value Factor UCITS ETF USD (Acc) (IUVL.L) has a volatility of 7.55%. This indicates that USVL.L experiences smaller price fluctuations and is considered to be less risky than IUVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USVL.LIUVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

7.55%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

16.09%

-3.85%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

18.57%

-3.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

18.25%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

19.08%

-0.91%

USVL.L vs. IUVL.L - Expense Ratio Comparison

Both USVL.L and IUVL.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

USVL.L vs. IUVL.L - Dividend Comparison

Neither USVL.L nor IUVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, USVL.L and IUVL.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

USVL.L and IUVL.L have the same expense ratio: 0.20% per year.

USVL.L tracks MSCI USA Value Exposure Select Index, while IUVL.L tracks MSCI USA Enhanced Value Index. They also come from different issuers: State Street and iShares.

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