XWIS.L vs. IEFV.L
XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) and IEFV.L (iShares Edge MSCI Europe Value Factor UCITS ETF) are both exchange-traded funds - XWIS.L is a Industrials Equities fund tracking the MSCI World Index, while IEFV.L is a Europe Equities fund tracking the MSCI Europe Value NR EUR. Both are passively managed. Over the past 10 years, XWIS.L returned 9.01%/yr vs 11.28%/yr for IEFV.L. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XWIS.L vs. IEFV.L - Performance Comparison
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Different Trading Currencies
XWIS.L is traded in GBP, while IEFV.L is traded in GBp. To make them comparable, the IEFV.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with XWIS.L having a 12.92% return and IEFV.L slightly higher at 12.98%. Over the past 10 years, XWIS.L has underperformed IEFV.L with an annualized return of 9.01%, while IEFV.L has yielded a comparatively higher 11.28% annualized return.
XWIS.L
- 1D
- 0.00%
- 1M
- 0.75%
- 6M
- 7.31%
- YTD
- 12.92%
- 1Y
- 19.58%
- 3Y*
- 8.23%
- 5Y*
- 5.80%
- 10Y*
- 9.01%
IEFV.L
- 1D
- -0.80%
- 1M
- -0.62%
- 6M
- 10.52%
- YTD
- 12.98%
- 1Y
- 31.23%
- 3Y*
- 21.37%
- 5Y*
- 15.34%
- 10Y*
- 11.28%
XWIS.L vs. IEFV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP | 12.92% | 16.99% | 14.88% | -3.06% | -13.20% | 16.55% | 11.59% | 28.78% | -15.34% | 25.19% |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 12.98% | 42.20% | 5.40% | 11.41% | 1.47% | 18.58% | -3.74% | 15.71% | -12.67% | 14.28% |
Correlation
The correlation between XWIS.L and IEFV.L is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2015 | 0.62 |
The correlation between XWIS.L and IEFV.L has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
XWIS.L vs. IEFV.L — Risk / Return Rank
XWIS.L
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IEFV.L
XWIS.L vs. IEFV.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.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.
| XWIS.L | IEFV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 2.94 | -2.23 |
| Martin ratioReturn relative to average drawdown | 1.14 | 10.73 | -9.59 |
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Drawdowns
XWIS.L vs. IEFV.L - Drawdown Comparison
The maximum XWIS.L drawdown since its inception was -39.29%, which is greater than IEFV.L's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for XWIS.L and IEFV.L.
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Drawdown Indicators
| XWIS.L | IEFV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.29% | -34.64% | -4.65% |
Max Drawdown (1Y)Largest decline over 1 year | -27.55% | -10.57% | -16.98% |
Max Drawdown (3Y)Largest decline over 3 years | -27.92% | -15.02% | -12.90% |
Max Drawdown (5Y)Largest decline over 5 years | -27.92% | -16.16% | -11.76% |
Max Drawdown (10Y)Largest decline over 10 years | -39.29% | -34.64% | -4.65% |
Current DrawdownCurrent decline from peak | -15.26% | -2.16% | -13.10% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -6.16% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.17% | 2.90% | +14.27% |
Volatility
XWIS.L vs. IEFV.L - Volatility Comparison
Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) has a higher volatility of 4.78% compared to iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) at 4.35%. This indicates that XWIS.L's price experiences larger fluctuations and is considered to be riskier 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
| XWIS.L | IEFV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 4.35% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 11.66% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.44% | 13.74% | +30.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.86% | 17.11% | +8.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.80% | 17.55% | +4.25% |
XWIS.L vs. IEFV.L - Expense Ratio Comparison
Both XWIS.L and IEFV.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
XWIS.L vs. IEFV.L - Dividend Comparison
Neither XWIS.L nor IEFV.L has paid dividends to shareholders.
Frequently Asked Questions
XWIS.L and IEFV.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XWIS.L and IEFV.L have the same expense ratio: 0.25% per year.
XWIS.L is categorized as Industrials Equities, while IEFV.L is Europe Equities. XWIS.L tracks MSCI World Index, while IEFV.L tracks MSCI Europe Value NR EUR. They also come from different issuers: Xtrackers and iShares.
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