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XWEV.L vs. IWVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWEV.L vs. IWVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Value ESG UCITS ETF 1C (XWEV.L) and iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XWEV.L is traded in USD, while IWVG.L is traded in GBP. To make them comparable, the IWVG.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 IWVG.L's 34.04% return.


XWEV.L

1D
-0.36%
1M
5.85%
YTD
18.20%
6M
20.60%
1Y
43.60%
3Y*
5Y*
10Y*

IWVG.L

1D
-0.54%
1M
8.25%
YTD
34.04%
6M
36.37%
1Y
63.83%
3Y*
28.25%
5Y*
16.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEV.L vs. IWVG.L - Yearly Performance Comparison


2026 (YTD)202520242023
XWEV.L
Xtrackers MSCI World Value ESG UCITS ETF 1C
18.20%38.58%6.98%7.84%
IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)
34.04%41.17%4.80%7.26%

Correlation

The correlation between XWEV.L and IWVG.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 IWVG.L has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

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Return for Risk

XWEV.L vs. IWVG.L — Risk / Return Rank

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

XWEV.L
XWEV.L Risk / Return Rank: 8888
Overall Rank
XWEV.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XWEV.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
XWEV.L Omega Ratio Rank: 8989
Omega Ratio Rank
XWEV.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
XWEV.L Martin Ratio Rank: 8585
Martin Ratio Rank

IWVG.L
IWVG.L Risk / Return Rank: 9797
Overall Rank
IWVG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWVG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVG.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWVG.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IWVG.L Martin Ratio Rank: 9696
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.

XWEV.L vs. IWVG.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 USD (Dist) (IWVG.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.LIWVG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.51

1.73

-0.21

Calmar ratioReturn relative to maximum drawdown

4.18

7.37

-3.19

Martin ratioReturn relative to average drawdown

16.28

27.54

-11.27

XWEV.L vs. IWVG.L - Sharpe Ratio Comparison

The current XWEV.L Sharpe Ratio is 2.86, which is lower than the IWVG.L Sharpe Ratio of 4.12. The chart below compares the historical Sharpe Ratios of XWEV.L and IWVG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XWEV.L vs. IWVG.L - Drawdown Comparison

The maximum XWEV.L drawdown since its inception was -14.23%, smaller than the maximum IWVG.L drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for XWEV.L and IWVG.L.


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Drawdown Indicators


XWEV.LIWVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.23%

-35.79%

+21.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-8.62%

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-14.64%

Max Drawdown (5Y)

Largest decline over 5 years

-26.94%

Current Drawdown

Current decline from peak

-0.91%

-0.66%

-0.25%

Average Drawdown

Average peak-to-trough decline

-2.33%

-6.68%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.31%

+0.36%

Volatility

XWEV.L vs. IWVG.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 USD (Dist) (IWVG.L) has a volatility of 6.16%. This indicates that XWEV.L experiences smaller price fluctuations and is considered to be less risky than IWVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWEV.LIWVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

6.16%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

12.75%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

15.44%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

15.85%

-0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

17.63%

-2.53%

XWEV.L vs. IWVG.L - Expense Ratio Comparison

XWEV.L has a 0.25% expense ratio, which is lower than IWVG.L's 0.30% expense ratio.


Dividends

XWEV.L vs. IWVG.L - Dividend Comparison

XWEV.L has not paid dividends to shareholders, while IWVG.L's dividend yield for the trailing twelve months is around 0.74%.


PositionTTM20252024202320222021202020192018
IWVG.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)
0.74%2.48%3.12%3.22%3.11%2.61%2.37%2.90%2.48%
XWEV.L
Xtrackers MSCI World Value ESG UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XWEV.L and IWVG.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 IWVG.L.

XWEV.L tracks MSCI World Value Low Carbon SRI Screened Select, while IWVG.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 IWVG.L.

Portfolio Optimizer

Find the right allocation for XWEV.L and IWVG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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