iShares MSCI World Quality Factor UCITS (IWFQ.L)
IWFQ.L is a passive ETF by iShares tracking the investment results of the MSCI ACWI NR USD. IWFQ.L launched on Oct 3, 2014 and has a 0.30% expense ratio.
ETF Info
| ISIN | IE00BP3QZ601 |
|---|---|
| Issuer | iShares |
| Inception Date | Oct 3, 2014 |
| Category | Global Equities |
| Index Tracked | MSCI ACWI NR USD |
| Asset Class | Equity |
Expense Ratio
IWFQ.L has a high expense ratio of 0.30%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in iShares MSCI World Quality Factor UCITS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares MSCI World Quality Factor UCITS had a return of 11.62% year-to-date (YTD) and 25.17% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 11.62% | 11.18% |
| 1 month | 3.20% | 5.60% |
| 6 months | 15.72% | 17.48% |
| 1 year | 25.17% | 26.33% |
| 5 years (annualized) | 12.64% | 13.16% |
| 10 years (annualized) | N/A | 10.99% |
Monthly Returns
The table below presents the monthly returns of IWFQ.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.14% | 5.34% | 3.08% | -2.53% | 11.62% | ||||||||
| 2023 | 3.22% | -0.05% | 0.93% | 0.39% | 1.00% | 3.16% | 2.30% | 0.30% | -0.85% | -1.73% | 4.42% | 4.79% | 19.15% |
| 2022 | -7.80% | -1.76% | 6.30% | -3.01% | -3.07% | -5.03% | 6.97% | 0.44% | -3.92% | 2.18% | 2.20% | -2.81% | -9.94% |
| 2021 | -1.89% | 0.68% | 5.14% | 4.64% | -0.52% | 4.47% | 2.33% | 3.60% | -3.49% | 4.66% | 2.15% | 1.77% | 25.72% |
| 2020 | 0.11% | -6.84% | -6.19% | 7.17% | 5.99% | 1.47% | -2.16% | 5.87% | 0.65% | -3.65% | 8.02% | 1.39% | 10.93% |
| 2019 | 3.99% | 3.69% | 3.76% | 3.16% | -2.20% | 5.44% | 5.48% | -3.06% | 1.36% | -2.42% | 3.71% | 0.83% | 25.86% |
| 2018 | -1.46% | 0.22% | -3.79% | 3.38% | 4.80% | 0.29% | 3.46% | 2.55% | 0.11% | -4.79% | -0.04% | -6.42% | -2.34% |
| 2017 | -1.15% | 5.25% | 0.68% | -1.87% | 2.76% | -0.78% | 0.23% | 2.38% | -1.83% | 3.51% | 0.89% | 2.00% | 12.47% |
| 2016 | -2.10% | 3.51% | 2.62% | -1.69% | 1.59% | 8.41% | 3.74% | 0.89% | 1.11% | 3.47% | -0.69% | 2.92% | 26.01% |
| 2015 | 2.39% | 2.01% | 2.75% | -1.09% | 0.71% | -5.02% | 3.28% | -4.71% | -1.71% | 6.59% | 2.44% | 0.24% | 7.50% |
| 2014 | 2.37% | 3.85% | -0.43% | 5.85% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of IWFQ.L is 90, placing it in the top 10% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
IWFQ.L (iShares MSCI World Quality Factor UCITS)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWFQ.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI World Quality Factor UCITS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares MSCI World Quality Factor UCITS was 23.91%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.
The current iShares MSCI World Quality Factor UCITS drawdown is 0.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 112 | Sep 2, 2020 | 135 |
| -17.39% | Dec 10, 2021 | 126 | Jun 16, 2022 | 283 | Aug 1, 2023 | 409 |
| -15.31% | Apr 13, 2015 | 94 | Aug 24, 2015 | 143 | Mar 16, 2016 | 237 |
| -14.21% | Sep 4, 2018 | 80 | Dec 24, 2018 | 71 | Apr 5, 2019 | 151 |
| -9.06% | Jan 10, 2018 | 54 | Mar 26, 2018 | 35 | May 17, 2018 | 89 |
Volatility
Volatility Chart
The current iShares MSCI World Quality Factor UCITS volatility is 4.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.