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WMAT.L vs. IWVL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMAT.L vs. IWVL.L - Performance Comparison

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

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WMAT.L vs. IWVL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMAT.L
SPDR MSCI World Materials UCITS ETF
7.22%26.36%-5.73%14.40%-10.02%15.63%20.67%22.51%-17.30%29.05%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
1.87%40.41%5.13%19.53%-9.79%20.11%-3.67%18.13%-14.03%22.60%

Returns By Period

In the year-to-date period, WMAT.L achieves a 7.22% return, which is significantly higher than IWVL.L's 1.87% return.


WMAT.L

1D
0.89%
1M
-10.45%
YTD
7.22%
6M
14.06%
1Y
30.85%
3Y*
11.42%
5Y*
7.42%
10Y*

IWVL.L

1D
-0.13%
1M
-8.45%
YTD
1.87%
6M
12.71%
1Y
34.17%
3Y*
19.41%
5Y*
11.25%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMAT.L vs. IWVL.L - Expense Ratio Comparison

WMAT.L has a 0.30% expense ratio, which is higher than IWVL.L's 0.25% expense ratio.


Return for Risk

WMAT.L vs. IWVL.L — Risk / Return Rank

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

WMAT.L
WMAT.L Risk / Return Rank: 7676
Overall Rank
WMAT.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WMAT.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
WMAT.L Omega Ratio Rank: 7474
Omega Ratio Rank
WMAT.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
WMAT.L Martin Ratio Rank: 7474
Martin Ratio Rank

IWVL.L
IWVL.L Risk / Return Rank: 9191
Overall Rank
IWVL.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9292
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9292
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.

WMAT.L vs. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Materials UCITS ETF (WMAT.L) 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.


WMAT.LIWVL.LDifference

Sharpe ratio

Return per unit of total volatility

1.57

2.11

-0.54

Sortino ratio

Return per unit of downside risk

2.08

2.70

-0.62

Omega ratio

Gain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratio

Return relative to maximum drawdown

1.89

2.78

-0.88

Martin ratio

Return relative to average drawdown

7.81

12.34

-4.54

WMAT.L vs. IWVL.L - Sharpe Ratio Comparison

The current WMAT.L Sharpe Ratio is 1.57, which is comparable to the IWVL.L Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of WMAT.L and IWVL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WMAT.LIWVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.11

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.72

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.48

+0.07

Correlation

The correlation between WMAT.L and IWVL.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WMAT.L vs. IWVL.L - Dividend Comparison

Neither WMAT.L nor IWVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WMAT.L vs. IWVL.L - Drawdown Comparison

The maximum WMAT.L drawdown since its inception was -38.35%, roughly equal to the maximum IWVL.L drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for WMAT.L and IWVL.L.


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Drawdown Indicators


WMAT.LIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.35%

-39.30%

+0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-15.51%

-12.04%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-26.55%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-10.45%

-8.74%

-1.71%

Average Drawdown

Average peak-to-trough decline

-7.24%

-7.60%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

2.71%

+1.06%

Volatility

WMAT.L vs. IWVL.L - Volatility Comparison

SPDR MSCI World Materials UCITS ETF (WMAT.L) has a higher volatility of 8.99% compared to iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) at 6.77%. This indicates that WMAT.L's price experiences larger fluctuations and is considered to be riskier 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


WMAT.LIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.99%

6.77%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.61%

10.39%

+4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

19.58%

16.16%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.30%

15.60%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

16.81%

+2.54%