XWEV.L vs. IWFV.L
XWEV.L (Xtrackers MSCI World Value ESG UCITS ETF 1C) and IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - XWEV.L tracks the MSCI World Value Low Carbon SRI Screened Select while IWFV.L tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past year, XWEV.L returned 43.60% vs 64.00% for IWFV.L. Their correlation of 0.88 suggests significant overlap in exposure. XWEV.L charges 0.25%/yr vs 0.30%/yr for IWFV.L.
Performance
XWEV.L vs. IWFV.L - Performance Comparison
Loading charts...
Different Trading Currencies
XWEV.L is traded in USD, while IWFV.L is traded in GBp. To make them comparable, the IWFV.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XWEV.L achieves a 18.20% return, which is significantly lower than IWFV.L's 34.44% return.
XWEV.L
- 1D
- -0.36%
- 1M
- 5.85%
- YTD
- 18.20%
- 6M
- 20.60%
- 1Y
- 43.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWFV.L
- 1D
- -0.40%
- 1M
- 8.19%
- YTD
- 34.44%
- 6M
- 36.64%
- 1Y
- 64.00%
- 3Y*
- 28.32%
- 5Y*
- 16.73%
- 10Y*
- 13.29%
XWEV.L vs. IWFV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWEV.L Xtrackers MSCI World Value ESG UCITS ETF 1C | 18.20% | 38.58% | 6.98% | 7.84% |
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF | 34.44% | 40.55% | 5.07% | 7.22% |
Correlation
The correlation between XWEV.L and IWFV.L is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2023 | 0.88 |
The correlation between XWEV.L and IWFV.L has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XWEV.L vs. IWFV.L — Risk / Return Rank
XWEV.L
IWFV.L
XWEV.L vs. IWFV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) and iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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.
| XWEV.L | IWFV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.72 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.18 | 7.35 | -3.16 |
| Martin ratioReturn relative to average drawdown | 16.28 | 27.35 | -11.07 |
Loading charts...
Drawdowns
XWEV.L vs. IWFV.L - Drawdown Comparison
The maximum XWEV.L drawdown since its inception was -14.23%, smaller than the maximum IWFV.L drawdown of -48.50%. Use the drawdown chart below to compare losses from any high point for XWEV.L and IWFV.L.
Loading charts...
Drawdown Indicators
| XWEV.L | IWFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.23% | -48.50% | +34.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -8.67% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.15% | — |
Current DrawdownCurrent decline from peak | -0.91% | -0.66% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -2.33% | -19.94% | +17.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.33% | +0.34% |
Volatility
XWEV.L vs. IWFV.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) is 5.20%, while iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a volatility of 5.95%. This indicates that XWEV.L experiences smaller price fluctuations and is considered to be less risky than IWFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XWEV.L | IWFV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 5.95% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 12.95% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 15.53% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 20.76% | -5.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 19.36% | -4.26% |
XWEV.L vs. IWFV.L - Expense Ratio Comparison
XWEV.L has a 0.25% expense ratio, which is lower than IWFV.L's 0.30% expense ratio.
Dividends
XWEV.L vs. IWFV.L - Dividend Comparison
Neither XWEV.L nor IWFV.L has paid dividends to shareholders.
Frequently Asked Questions
XWEV.L and IWFV.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEV.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEV.L is cheaper with a 0.25% expense ratio, compared with 0.30% for IWFV.L.
XWEV.L tracks MSCI World Value Low Carbon SRI Screened Select, while IWFV.L tracks MSCI ACWI Value NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWEV.L and 0.30% for IWFV.L.
Find the right allocation for XWEV.L and IWFV.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer