iShares MSCI World Quality Factor UCITS (IWQU.L)
IWQU.L is a passive ETF by iShares tracking the investment results of the MSCI ACWI NR USD. IWQU.L launched on Oct 3, 2014 and has a 0.30% expense ratio.
ETF Info
IE00BP3QZ601
Oct 3, 2014
1x
MSCI ACWI NR USD
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 17.69% year-to-date (YTD) and 25.72% in the last 12 months. Over the past 10 years, iShares MSCI World Quality Factor UCITS had an annualized return of 10.40%, while the S&P 500 had an annualized return of 11.11%, indicating that iShares MSCI World Quality Factor UCITS did not perform as well as the benchmark.
IWQU.L
17.69%
-1.87%
5.69%
25.72%
12.04%
10.40%
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Monthly Returns
The table below presents the monthly returns of IWQU.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 | 1.97% | 4.59% | 3.22% | -3.93% | 4.45% | 3.87% | -0.09% | 2.94% | 1.18% | -2.06% | 17.69% | ||
| 2023 | 5.47% | -2.05% | 3.43% | 2.03% | -0.44% | 5.80% | 3.46% | -1.15% | -4.51% | -1.94% | 8.48% | 5.53% | 25.90% |
| 2022 | -8.04% | -2.19% | 4.02% | -7.19% | -2.86% | -8.34% | 7.01% | -3.75% | -8.11% | 5.17% | 6.38% | -1.87% | -19.68% |
| 2021 | -1.61% | 2.63% | 3.78% | 4.93% | 2.02% | 1.72% | 3.06% | 2.72% | -5.70% | 6.36% | -1.24% | 3.91% | 24.34% |
| 2020 | 0.44% | -9.84% | -8.34% | 8.21% | 3.69% | 1.70% | 3.83% | 7.48% | -2.65% | -3.25% | 10.87% | 4.15% | 14.95% |
| 2019 | 6.76% | 4.94% | 1.66% | 3.02% | -5.17% | 6.30% | 1.35% | -3.04% | 2.00% | 2.73% | 3.34% | 3.01% | 29.64% |
| 2018 | 3.56% | -2.68% | -2.06% | 1.33% | 1.18% | -0.42% | 2.72% | 1.66% | 0.53% | -6.87% | 0.12% | -6.27% | -7.53% |
| 2017 | 0.99% | 4.02% | 1.29% | 1.46% | 2.74% | 0.00% | 1.37% | -0.06% | 2.57% | 2.22% | 2.66% | 2.18% | 23.57% |
| 2016 | -6.50% | 1.67% | 6.22% | -0.15% | 1.08% | -0.92% | 3.49% | -0.23% | 0.34% | -2.97% | 1.69% | 1.22% | 4.48% |
| 2015 | -1.35% | 4.92% | -1.21% | 2.24% | 0.11% | -2.19% | 2.52% | -6.19% | -3.24% | 8.85% | -0.30% | -1.12% | 2.23% |
| 2014 | 2.43% | 1.59% | -0.73% | 3.30% |
Expense Ratio
IWQU.L features an expense ratio of 0.30%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IWQU.L is 71, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares MSCI World Quality Factor UCITS (IWQU.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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 33.05%, occurring on Mar 23, 2020. Recovery took 106 trading sessions.
The current iShares MSCI World Quality Factor UCITS drawdown is 2.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.05% | Feb 18, 2020 | 25 | Mar 23, 2020 | 106 | Aug 24, 2020 | 131 |
| -27.7% | Jan 4, 2022 | 195 | Oct 12, 2022 | 300 | Dec 19, 2023 | 495 |
| -16.3% | Sep 24, 2018 | 66 | Dec 24, 2018 | 58 | Mar 19, 2019 | 124 |
| -14.84% | May 22, 2015 | 185 | Feb 11, 2016 | 118 | Aug 1, 2016 | 303 |
| -9.14% | Jan 29, 2018 | 10 | Feb 9, 2018 | 137 | Aug 28, 2018 | 147 |
Volatility
Volatility Chart
The current iShares MSCI World Quality Factor UCITS volatility is 3.23%, 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.