XWD1.L vs. IWVL.L

Last updated Jun 6, 2026

XWD1.L (Xtrackers MSCI World Swap UCITS ETF 1D) and IWVL.L (iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)) are both Global Equities funds - XWD1.L tracks the MSCI ACWI NR USD while IWVL.L tracks the MSCI World Enhanced Value Index. Both are passively managed. XWD1.L charges 0.19%/yr vs 0.25%/yr for IWVL.L.

Performance

XWD1.L vs. IWVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.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.

Returns By Period

XWD1.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IWVL.L

• 1D: -2.25%
• 1M: 7.44%
• YTD: 31.26%
• 6M: 34.99%
• 1Y: 62.28%
• 3Y*: 29.03%
• 5Y*: 15.75%
• 10Y*: 12.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XWD1.L vs. IWVL.L — Risk / Return Rank

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

IWVL.L

IWVL.L Risk / Return Rank: 95
IWVL.L Sharpe Ratio Rank: 96
IWVL.L Sortino Ratio Rank: 96
IWVL.L Omega Ratio Rank: 95
IWVL.L Calmar Ratio Rank: 95
IWVL.L Martin Ratio Rank: 94

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.

XWD1.L vs. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	XWD1.L	IWVL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.93	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.98	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.61	—

Drawdowns

Drawdown Indicators

	XWD1.L	IWVL.L	Difference
Max Drawdown Largest peak-to-trough decline	—	-39.30%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.74%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.55%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.30%	—
Current Drawdown Current decline from peak	—	-3.14%	—
Average Drawdown Average peak-to-trough decline	—	-7.48%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.32%	—

Volatility

Volatility by Period

	XWD1.L	IWVL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.19%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.76%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.06%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.02%	—

XWD1.L vs. IWVL.L - Expense Ratio Comparison

XWD1.L has a 0.19% expense ratio, which is lower than IWVL.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

XWD1.L vs. IWVL.L - Dividend Comparison

Neither XWD1.L nor IWVL.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, XWD1.L or IWVL.L?

On fees, XWD1.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XWD1.L or IWVL.L?

XWD1.L is cheaper with a 0.19% expense ratio, compared with 0.25% for IWVL.L.

What is the main difference between XWD1.L and IWVL.L?

XWD1.L tracks MSCI ACWI NR USD, while IWVL.L tracks MSCI World Enhanced Value Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XWD1.L and 0.25% for IWVL.L.