V80A.DE vs. IWVL.L
V80A.DE (Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc) and IWVL.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)) are both exchange-traded funds - V80A.DE is a Diversified Portfolio fund actively managed by Vanguard, while IWVL.L is a Global Equities fund tracking the MSCI World Enhanced Value Index. V80A.DE is actively managed, while IWVL.L is passively managed. Over the past 5 years, V80A.DE returned 9.42%/yr vs 17.36%/yr for IWVL.L. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
V80A.DE vs. IWVL.L - Performance Comparison
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Different Trading Currencies
V80A.DE 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, V80A.DE achieves a 10.19% return, which is significantly lower than IWVL.L's 35.84% return.
V80A.DE
- 1D
- -0.25%
- 1M
- 3.03%
- YTD
- 10.19%
- 6M
- 10.15%
- 1Y
- 21.11%
- 3Y*
- 14.61%
- 5Y*
- 9.42%
- 10Y*
- —
IWVL.L
- 1D
- -0.78%
- 1M
- 11.20%
- YTD
- 35.84%
- 6M
- 38.43%
- 1Y
- 63.60%
- 3Y*
- 26.89%
- 5Y*
- 17.36%
- 10Y*
- 12.61%
V80A.DE vs. IWVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
V80A.DE Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc | 10.19% | 7.94% | 19.25% | 15.10% | -13.51% | 20.55% | 1.78% |
IWVL.L iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) | 35.84% | 23.75% | 12.07% | 15.95% | -4.20% | 29.10% | -0.69% |
Correlation
The correlation between V80A.DE and IWVL.L is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2020 | 0.74 |
The correlation between V80A.DE and IWVL.L has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.
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Return for Risk
V80A.DE vs. IWVL.L — Risk / Return Rank
V80A.DE
IWVL.L
V80A.DE vs. IWVL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) 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.
| V80A.DE | IWVL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.76 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 9.16 | -5.45 |
| Martin ratioReturn relative to average drawdown | 14.91 | 36.81 | -21.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| V80A.DE | IWVL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 4.18 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.17 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.66 | +0.31 |
Drawdowns
V80A.DE vs. IWVL.L - Drawdown Comparison
The maximum V80A.DE drawdown since its inception was -16.79%, smaller than the maximum IWVL.L drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for V80A.DE and IWVL.L.
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Drawdown Indicators
| V80A.DE | IWVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.79% | -35.49% | +18.70% |
Max Drawdown (1Y)Largest decline over 1 year | -5.64% | -6.91% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.79% | -16.98% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -16.79% | -16.98% | +0.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.49% | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.78% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -5.87% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 1.72% | -0.32% |
Volatility
V80A.DE vs. IWVL.L - Volatility Comparison
The current volatility for Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) is 2.57%, while iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) has a volatility of 6.04%. This indicates that V80A.DE 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.
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Volatility by Period
| V80A.DE | IWVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 6.04% | -3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.80% | 12.56% | -5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.13% | 15.15% | -6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.96% | 14.88% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.86% | 16.61% | -5.75% |
V80A.DE vs. IWVL.L - Expense Ratio Comparison
Both V80A.DE and IWVL.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
V80A.DE vs. IWVL.L - Dividend Comparison
Neither V80A.DE nor IWVL.L has paid dividends to shareholders.
Frequently Asked Questions
V80A.DE and IWVL.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
V80A.DE and IWVL.L have the same expense ratio: 0.25% per year.
V80A.DE is categorized as Diversified Portfolio, while IWVL.L is Global Equities. They also come from different issuers: Vanguard and iShares.
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