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

Performance

XWEV.L vs. IWVL.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 (Acc) (IWVL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XWEV.L achieves a 18.20% return, which is significantly lower than IWVL.L's 34.14% return.


XWEV.L

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

IWVL.L

1D
-0.66%
1M
7.92%
YTD
34.14%
6M
36.43%
1Y
63.48%
3Y*
28.28%
5Y*
16.68%
10Y*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEV.L vs. IWVL.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%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
34.14%40.42%5.13%7.35%

Correlation

The correlation between XWEV.L and IWVL.L is 0.93, 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

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.94

The correlation between XWEV.L and IWVL.L has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

XWEV.L vs. IWVL.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

IWVL.L
IWVL.L Risk / Return Rank: 9595
Overall Rank
IWVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9595
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9494
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. IWVL.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 (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.

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.LIWVL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.51

1.69

-0.18

Calmar ratioReturn relative to maximum drawdown

4.18

7.23

-3.04

Martin ratioReturn relative to average drawdown

16.28

26.45

-10.17

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

The current XWEV.L Sharpe Ratio is 2.86, which is comparable to the IWVL.L Sharpe Ratio of 3.88. The chart below compares the historical Sharpe Ratios of XWEV.L and IWVL.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. IWVL.L - Drawdown Comparison

The maximum XWEV.L drawdown since its inception was -14.23%, smaller than the maximum IWVL.L drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for XWEV.L and IWVL.L.


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Drawdown Indicators


XWEV.LIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.23%

-39.30%

+25.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-8.74%

-1.63%

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

-0.91%

-1.02%

+0.11%

Average Drawdown

Average peak-to-trough decline

-2.33%

-7.47%

+5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.39%

+0.28%

Volatility

XWEV.L vs. IWVL.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 (Acc) (IWVL.L) has a volatility of 6.64%. This indicates that XWEV.L experiences smaller price fluctuations and is considered to be less risky 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


XWEV.LIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

6.64%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

13.75%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

16.27%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

16.17%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

17.03%

-1.93%

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

Both XWEV.L and IWVL.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XWEV.L vs. IWVL.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, XWEV.L and IWVL.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XWEV.L and IWVL.L have the same expense ratio: 0.25% per year.

XWEV.L tracks MSCI World Value Low Carbon SRI Screened Select, while IWVL.L tracks MSCI World Enhanced Value Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

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