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

Performance

USVL.L vs. UVAL.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 SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

USVL.L is traded in USD, while UVAL.L is traded in GBP. To make them comparable, the UVAL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with USVL.L having a 24.47% return and UVAL.L slightly higher at 24.48%. Both investments have delivered pretty close results over the past 10 years, with USVL.L having a 12.16% annualized return and UVAL.L not far ahead at 12.19%.


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%

UVAL.L

1D
0.25%
1M
-1.26%
6M
20.26%
YTD
24.48%
1Y
50.25%
3Y*
22.31%
5Y*
12.27%
10Y*
12.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USVL.L vs. UVAL.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%
UVAL.L
SPDR MSCI USA Value Weighted UCITS ETF
24.48%28.95%4.78%15.31%-15.06%30.35%1.47%27.42%-11.83%17.38%

Correlation

The correlation between USVL.L and UVAL.L is 0.94, 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

0.94

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

0.92

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

0.93

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

0.89

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.90

The correlation between USVL.L and UVAL.L has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

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Return for Risk

USVL.L vs. UVAL.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

UVAL.L
UVAL.L Risk / Return Rank: 9696
Overall Rank
UVAL.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
UVAL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
UVAL.L Omega Ratio Rank: 9696
Omega Ratio Rank
UVAL.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
UVAL.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. UVAL.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 SPDR MSCI USA Value Weighted UCITS ETF (UVAL.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.LUVAL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.56

1.59

-0.03

Calmar ratioReturn relative to maximum drawdown

6.42

6.71

-0.29

Martin ratioReturn relative to average drawdown

19.17

20.07

-0.90

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

The current USVL.L Sharpe Ratio is 3.25, which is comparable to the UVAL.L Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of USVL.L and UVAL.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. UVAL.L - Drawdown Comparison

The maximum USVL.L drawdown since its inception was -40.24%, smaller than the maximum UVAL.L drawdown of -45.37%. Use the drawdown chart below to compare losses from any high point for USVL.L and UVAL.L.


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Drawdown Indicators


USVL.LUVAL.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.24%

-45.37%

+5.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-7.45%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

-19.48%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.55%

-25.73%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-40.24%

-40.10%

-0.14%

Current Drawdown

Current decline from peak

-5.24%

-5.21%

-0.03%

Average Drawdown

Average peak-to-trough decline

-6.34%

-15.71%

+9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.50%

+0.10%

Volatility

USVL.L vs. UVAL.L - Volatility Comparison

State Street SPDR MSCI USA Value UCITS ETF USD (Acc) (USVL.L) and SPDR MSCI USA Value Weighted UCITS ETF (UVAL.L) have volatilities of 3.96% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USVL.LUVAL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.80%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

11.54%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

14.68%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

21.74%

-4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

23.10%

-4.93%

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

Both USVL.L and UVAL.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. UVAL.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, USVL.L and UVAL.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 UVAL.L have the same expense ratio: 0.20% per year.

USVL.L tracks MSCI USA Value Exposure Select Index, while UVAL.L tracks Russell 1000 Value TR USD.

Portfolio Optimizer

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