XDUK.L vs. IEFV.L
XDUK.L (Xtrackers FTSE 100 UCITS ETF 1C) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both Europe Equities funds - XDUK.L tracks the FTSE AllSh TR GBP while IEFV.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 10 years, XDUK.L returned 9.74%/yr vs 12.59%/yr for IEFV.L. Their correlation of 0.85 suggests significant overlap in exposure. XDUK.L charges 0.09%/yr vs 0.25%/yr for IEFV.L.
Performance
XDUK.L vs. IEFV.L - Performance Comparison
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Returns By Period
In the year-to-date period, XDUK.L achieves a 7.79% return, which is significantly lower than IEFV.L's 14.64% return. Over the past 10 years, XDUK.L has underperformed IEFV.L with an annualized return of 9.74%, while IEFV.L has yielded a comparatively higher 12.59% annualized return.
XDUK.L
- 1D
- 0.83%
- 1M
- 0.57%
- YTD
- 7.79%
- 6M
- 8.36%
- 1Y
- 23.94%
- 3Y*
- 16.17%
- 5Y*
- 11.93%
- 10Y*
- 9.74%
IEFV.L
- 1D
- 1.36%
- 1M
- 1.12%
- YTD
- 14.64%
- 6M
- 15.38%
- 1Y
- 38.77%
- 3Y*
- 22.78%
- 5Y*
- 15.04%
- 10Y*
- 12.59%
XDUK.L vs. IEFV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDUK.L Xtrackers FTSE 100 UCITS ETF 1C | 7.79% | 25.82% | 9.40% | 7.51% | 4.63% | 17.70% | -11.21% | 17.28% | -9.34% | 12.34% |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 14.64% | 42.20% | 5.40% | 11.41% | 1.47% | 18.58% | -3.74% | 15.71% | -12.67% | 14.28% |
Correlation
The correlation between XDUK.L and IEFV.L is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.85 |
The correlation between XDUK.L and IEFV.L has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.
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Return for Risk
XDUK.L vs. IEFV.L — Risk / Return Rank
XDUK.L
IEFV.L
XDUK.L vs. IEFV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.
| XDUK.L | IEFV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.53 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 3.65 | -1.06 |
| Martin ratioReturn relative to average drawdown | 8.56 | 13.42 | -4.86 |
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Drawdowns
XDUK.L vs. IEFV.L - Drawdown Comparison
The maximum XDUK.L drawdown since its inception was -34.28%, roughly equal to the maximum IEFV.L drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for XDUK.L and IEFV.L.
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Drawdown Indicators
| XDUK.L | IEFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.28% | -34.64% | +0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.20% | -10.57% | +1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -15.02% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -12.84% | -16.16% | +3.32% |
Max Drawdown (10Y)Largest decline over 10 years | -34.28% | -34.64% | +0.36% |
Current DrawdownCurrent decline from peak | -2.31% | 0.00% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -6.18% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.88% | -0.09% |
Volatility
XDUK.L vs. IEFV.L - Volatility Comparison
The current volatility for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.L) is 3.00%, while iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a volatility of 3.84%. This indicates that XDUK.L experiences smaller price fluctuations and is considered to be less risky than IEFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDUK.L | IEFV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 3.84% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 11.09% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 13.43% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.79% | 17.10% | -4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 17.58% | -2.56% |
XDUK.L vs. IEFV.L - Expense Ratio Comparison
XDUK.L has a 0.09% expense ratio, which is lower than IEFV.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
XDUK.L vs. IEFV.L - Dividend Comparison
Neither XDUK.L nor IEFV.L has paid dividends to shareholders.
Frequently Asked Questions
XDUK.L and IEFV.L have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDUK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDUK.L is cheaper with a 0.09% expense ratio, compared with 0.25% for IEFV.L.
XDUK.L tracks FTSE AllSh TR GBP, while IEFV.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDUK.L and 0.25% for IEFV.L.
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