iShares MSCI World Value Factor UCITS

10-Year Study

IWFV.LSE · · GB · ETF

Executive Summary: iShares MSCI World Value Factor UCITS has compounded at 11.8% annually over the last 10 years, with a maximum drawdown of 21.3% and an annualized volatility of 15.3%.

1Y CAGR
+43.5%
3Y CAGR
+21.0%
5Y CAGR
+13.7%
10Y CAGR
+11.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +30.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.96.1-6.46.9————————11.4%
20255.40.9-2.8-2.63.72.33.33.53.65.81.92.430.7%
20240.41.75.5-2.91.2-0.72.3-1.9-0.70.83.0-1.66.8%
20234.40.4-1.9-0.7-1.34.42.9-1.22.4-4.23.14.613.0%
2022-0.1-0.22.3-1.02.1-6.52.41.1-4.73.93.8-1.40.9%
20211.64.16.60.80.90.5-0.92.00.7-1.0-0.14.821.6%
2020-3.0-7.1-12.75.24.30.9-7.53.80.2-4.013.32.1-6.9%
20195.20.31.41.6-5.05.84.3-4.43.8-1.42.50.414.7%
2018-0.2-0.7-4.45.00.4-0.93.2-0.31.2-5.0-0.1-7.2-9.3%
2017-0.23.6-0.2-2.51.00.51.52.0-0.83.71.02.012.0%
2016———0.21.44.95.93.31.56.7-0.03.831.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 47.5% of variance. Idiosyncratic stock-specific factors contribute 4.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110021.57829839704
2016-05-0110166.461159062885
2016-06-0110661.220715166462
2016-07-0111291.615289765721
2016-08-0111663.070283600495
2016-09-0111843.40320591862
2016-10-0112635.635018495683
2016-11-0112631.011097410605
2016-12-0113110.357583230578
2017-01-0113087.23797780518
2017-02-0113555.795314426632
2017-03-0113532.675709001234
2017-04-0113192.04685573366
2017-05-0113327.681874229347
2017-06-0113393.95807644883
2017-07-0113597.410604192355
2017-08-0113865.598027127004
2017-09-0113748.458692971639
2017-10-0114263.255240443897
2017-11-0114398.89025893958
2017-12-0114688.65598027127
2018-01-0114660.912453760788
2018-02-0114562.268803945746
2018-03-0113918.002466091246
2018-04-0114608.50801479655
2018-05-0114660.912453760788
2018-06-0114525.277435265105
2018-07-0114984.586929716399
2018-08-0114938.3477188656
2018-09-0115123.304562268804
2018-10-0114368.064118372378
2018-11-0114355.7336621455
2018-12-0113316.892725030826
2019-01-0114015.10480887793
2019-02-0114053.637484586929
2019-03-0114244.759556103576
2019-04-0114469.790382244144
2019-05-0113742.2934648582
2019-06-0114534.525277435265
2019-07-0115160.295930949445
2019-08-0114500.616522811344
2019-09-0115058.569667077682
2019-10-0114842.786683107273
2019-11-0115208.076448828608
2019-12-0115272.811344019728
2020-01-0114808.877928483354
2020-02-0113763.87176325524
2020-03-0112016.029593094943
2020-04-0112641.800246609126
2020-05-0113182.799013563503
2020-06-0113304.562268803946
2020-07-0112304.254007398275
2020-08-0112771.27003699137
2020-09-0112802.096177558571
2020-10-0112290.382244143035
2020-11-0113927.250308261406
2020-12-0114217.016029593095
2021-01-0114445.129469790383
2021-02-0115040.07398273736
2021-03-0116035.758323057953
2021-04-0116162.145499383478
2021-05-0116307.028360049322
2021-06-0116381.011097410605
2021-07-0116226.880394574599
2021-08-0116547.47225647349
2021-09-0116670.776818742295
2021-10-0116507.39827373613
2021-11-0116491.98520345253
2021-12-0117287.299630086312
2022-01-0117268.803945745993
2022-02-0117225.647348951912
2022-03-0117617.139334155363
2022-04-0117444.512946979037
2022-05-0117811.34401972873
2022-06-0116655.363748458694
2022-07-0117046.855733662145
2022-08-0117241.060419235513
2022-09-0116424.167694204687
2022-10-0117062.268803945746
2022-11-0117706.535141800246
2022-12-0117450.67817509248
2023-01-0118215.166461159064
2023-02-0118292.231812577065
2023-03-0117937.731196054254
2023-04-0117820.59186189889
2023-05-0117580.14796547472
2023-06-0118347.718865598024
2023-07-0118874.84586929716
2023-08-0118640.56720098644
2023-09-0119087.54623921085
2023-10-0118279.901356350187
2023-11-0118853.267570900123
2023-12-0119722.56473489519
2024-01-0119802.712700369913
2024-02-0120135.635018495686
2024-03-0121233.04562268804
2024-04-0120607.274969173857
2024-05-0120850.801479654747
2024-06-0120696.67077681874
2024-07-0121165.228113440196
2024-08-0120770.653514180023
2024-09-0120628.8532675709
2024-10-0120795.314426633788
2024-11-0121421.085080147965
2024-12-0121072.749691738594
2025-01-0122210.23427866831
2025-02-0122419.85203452528
2025-03-0121800.246609124537
2025-04-0121239.21085080148
2025-05-0122028.360049321825
2025-06-0122527.74352651048
2025-07-0123267.570900123308
2025-08-0124081.381011097412
2025-09-0124950.67817509248
2025-10-0126399.506781750923
2025-11-0126898.89025893958
2025-12-0127540.07398273736
2026-01-0128890.258939580766
2026-02-0130653.51418002466
2026-03-0128680.641183723797
2026-04-0130672.00986436498
Annual Return Matrix
YearAnnual Return
20170.1203856101575358
2018-0.09338929695697795
20190.1468750000000001
2020-0.0691290745786659
20210.21595836947094527
20220.009450784593437955
20230.1301890125419538
20240.06845889340418876
20250.3069046225863077
20260.11372285650324598
Total Factor Risk
0.1528209664208526
VTI.US Exposure
0.015412043971685756
VEA.US Exposure
0.4747261607042851
VWO.US Exposure
-0.00741032227221603
QQQ.US Exposure
0.023436156131669664
VTV.US Exposure
0.15818662075503695
IJR.US Exposure
0.031574184940348735
QUAL.US Exposure
-0.10230035853806532
SHV.US Exposure
0.3264370189751262
TLT.US Exposure
0.015917506615891062
LQD.US Exposure
-0.0134763060833526
HYG.US Exposure
-0.019854312276117458
GLD.US Exposure
-0.004648185797551288
USO.US Exposure
0.003195543967255176
VNQ.US Exposure
-0.01936918614602832
BTC-USD.CC Exposure
-0.0036359838286573335
CPER.US Exposure
-0.004543996215400562
VIX.INDX Exposure
-0.005827293837536067
UUP.US Exposure
0.08728091570128307
TIP.US Exposure
-0.00027965221367845766
Idiosyncratic Exposure
0.04517944544602153
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+15.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI World Value Factor UCITS a high-risk investment?

iShares MSCI World Value Factor UCITS (IWFV.LSE) has an annualized volatility of 15.3% and experienced a maximum drawdown of 21.3% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of IWFV.LSE?

Over the past 10 years, IWFV.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.8%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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